| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,552.6 |
1,567.5 |
14.9 |
1.0% |
1,575.2 |
| High |
1,568.7 |
1,583.9 |
15.2 |
1.0% |
1,589.6 |
| Low |
1,548.6 |
1,553.4 |
4.8 |
0.3% |
1,541.3 |
| Close |
1,566.5 |
1,569.6 |
3.1 |
0.2% |
1,548.6 |
| Range |
20.1 |
30.5 |
10.4 |
51.7% |
48.3 |
| ATR |
29.7 |
29.7 |
0.1 |
0.2% |
0.0 |
| Volume |
110,594 |
127,587 |
16,993 |
15.4% |
548,993 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,660.5 |
1,645.5 |
1,586.4 |
|
| R3 |
1,630.0 |
1,615.0 |
1,578.0 |
|
| R2 |
1,599.5 |
1,599.5 |
1,575.2 |
|
| R1 |
1,584.5 |
1,584.5 |
1,572.4 |
1,592.0 |
| PP |
1,569.0 |
1,569.0 |
1,569.0 |
1,572.7 |
| S1 |
1,554.0 |
1,554.0 |
1,566.8 |
1,561.5 |
| S2 |
1,538.5 |
1,538.5 |
1,564.0 |
|
| S3 |
1,508.0 |
1,523.5 |
1,561.2 |
|
| S4 |
1,477.5 |
1,493.0 |
1,552.8 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.7 |
1,675.0 |
1,575.2 |
|
| R3 |
1,656.4 |
1,626.7 |
1,561.9 |
|
| R2 |
1,608.1 |
1,608.1 |
1,557.5 |
|
| R1 |
1,578.4 |
1,578.4 |
1,553.0 |
1,569.1 |
| PP |
1,559.8 |
1,559.8 |
1,559.8 |
1,555.2 |
| S1 |
1,530.1 |
1,530.1 |
1,544.2 |
1,520.8 |
| S2 |
1,511.5 |
1,511.5 |
1,539.7 |
|
| S3 |
1,463.2 |
1,481.8 |
1,535.3 |
|
| S4 |
1,414.9 |
1,433.5 |
1,522.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,586.5 |
1,541.3 |
45.2 |
2.9% |
23.7 |
1.5% |
63% |
False |
False |
122,585 |
| 10 |
1,596.9 |
1,541.3 |
55.6 |
3.5% |
23.1 |
1.5% |
51% |
False |
False |
118,760 |
| 20 |
1,605.7 |
1,451.1 |
154.6 |
9.8% |
28.3 |
1.8% |
77% |
False |
False |
146,004 |
| 40 |
1,605.7 |
1,373.6 |
232.1 |
14.8% |
32.7 |
2.1% |
84% |
False |
False |
163,009 |
| 60 |
1,605.7 |
1,314.5 |
291.2 |
18.6% |
41.6 |
2.7% |
88% |
False |
False |
156,203 |
| 80 |
1,605.7 |
1,173.1 |
432.6 |
27.6% |
43.7 |
2.8% |
92% |
False |
False |
117,204 |
| 100 |
1,605.7 |
1,030.4 |
575.3 |
36.7% |
46.2 |
2.9% |
94% |
False |
False |
93,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,713.5 |
|
2.618 |
1,663.7 |
|
1.618 |
1,633.2 |
|
1.000 |
1,614.4 |
|
0.618 |
1,602.7 |
|
HIGH |
1,583.9 |
|
0.618 |
1,572.2 |
|
0.500 |
1,568.7 |
|
0.382 |
1,565.1 |
|
LOW |
1,553.4 |
|
0.618 |
1,534.6 |
|
1.000 |
1,522.9 |
|
1.618 |
1,504.1 |
|
2.618 |
1,473.6 |
|
4.250 |
1,423.8 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,569.3 |
1,567.3 |
| PP |
1,569.0 |
1,564.9 |
| S1 |
1,568.7 |
1,562.6 |
|