| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,340.50 |
3,329.75 |
-10.75 |
-0.3% |
3,259.50 |
| High |
3,368.25 |
3,371.75 |
3.50 |
0.1% |
3,337.00 |
| Low |
3,309.50 |
3,316.00 |
6.50 |
0.2% |
3,244.50 |
| Close |
3,319.50 |
3,359.50 |
40.00 |
1.2% |
3,334.50 |
| Range |
58.75 |
55.75 |
-3.00 |
-5.1% |
92.50 |
| ATR |
50.13 |
50.54 |
0.40 |
0.8% |
0.00 |
| Volume |
4,947 |
3,375 |
-1,572 |
-31.8% |
18,580 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,516.25 |
3,493.75 |
3,390.25 |
|
| R3 |
3,460.50 |
3,438.00 |
3,374.75 |
|
| R2 |
3,404.75 |
3,404.75 |
3,369.75 |
|
| R1 |
3,382.25 |
3,382.25 |
3,364.50 |
3,393.50 |
| PP |
3,349.00 |
3,349.00 |
3,349.00 |
3,354.75 |
| S1 |
3,326.50 |
3,326.50 |
3,354.50 |
3,337.75 |
| S2 |
3,293.25 |
3,293.25 |
3,349.25 |
|
| S3 |
3,237.50 |
3,270.75 |
3,344.25 |
|
| S4 |
3,181.75 |
3,215.00 |
3,328.75 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,582.75 |
3,551.25 |
3,385.50 |
|
| R3 |
3,490.25 |
3,458.75 |
3,360.00 |
|
| R2 |
3,397.75 |
3,397.75 |
3,351.50 |
|
| R1 |
3,366.25 |
3,366.25 |
3,343.00 |
3,382.00 |
| PP |
3,305.25 |
3,305.25 |
3,305.25 |
3,313.25 |
| S1 |
3,273.75 |
3,273.75 |
3,326.00 |
3,289.50 |
| S2 |
3,212.75 |
3,212.75 |
3,317.50 |
|
| S3 |
3,120.25 |
3,181.25 |
3,309.00 |
|
| S4 |
3,027.75 |
3,088.75 |
3,283.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,371.75 |
3,290.75 |
81.00 |
2.4% |
42.25 |
1.3% |
85% |
True |
False |
3,835 |
| 10 |
3,371.75 |
3,184.75 |
187.00 |
5.6% |
44.75 |
1.3% |
93% |
True |
False |
3,942 |
| 20 |
3,371.75 |
3,178.00 |
193.75 |
5.8% |
45.00 |
1.3% |
94% |
True |
False |
2,546 |
| 40 |
3,371.75 |
2,972.00 |
399.75 |
11.9% |
57.25 |
1.7% |
97% |
True |
False |
2,315 |
| 60 |
3,371.75 |
2,891.00 |
480.75 |
14.3% |
61.50 |
1.8% |
97% |
True |
False |
1,830 |
| 80 |
3,371.75 |
2,707.25 |
664.50 |
19.8% |
64.25 |
1.9% |
98% |
True |
False |
2,006 |
| 100 |
3,371.75 |
2,168.25 |
1,203.50 |
35.8% |
75.25 |
2.2% |
99% |
True |
False |
1,819 |
| 120 |
3,371.75 |
2,168.25 |
1,203.50 |
35.8% |
84.25 |
2.5% |
99% |
True |
False |
1,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,608.75 |
|
2.618 |
3,517.75 |
|
1.618 |
3,462.00 |
|
1.000 |
3,427.50 |
|
0.618 |
3,406.25 |
|
HIGH |
3,371.75 |
|
0.618 |
3,350.50 |
|
0.500 |
3,344.00 |
|
0.382 |
3,337.25 |
|
LOW |
3,316.00 |
|
0.618 |
3,281.50 |
|
1.000 |
3,260.25 |
|
1.618 |
3,225.75 |
|
2.618 |
3,170.00 |
|
4.250 |
3,079.00 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,354.25 |
3,353.25 |
| PP |
3,349.00 |
3,347.00 |
| S1 |
3,344.00 |
3,340.50 |
|