| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,329.75 |
3,357.50 |
27.75 |
0.8% |
3,259.50 |
| High |
3,371.75 |
3,371.50 |
-0.25 |
0.0% |
3,337.00 |
| Low |
3,316.00 |
3,347.25 |
31.25 |
0.9% |
3,244.50 |
| Close |
3,359.50 |
3,357.25 |
-2.25 |
-0.1% |
3,334.50 |
| Range |
55.75 |
24.25 |
-31.50 |
-56.5% |
92.50 |
| ATR |
50.54 |
48.66 |
-1.88 |
-3.7% |
0.00 |
| Volume |
3,375 |
7,815 |
4,440 |
131.6% |
18,580 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,431.50 |
3,418.50 |
3,370.50 |
|
| R3 |
3,407.25 |
3,394.25 |
3,364.00 |
|
| R2 |
3,383.00 |
3,383.00 |
3,361.75 |
|
| R1 |
3,370.00 |
3,370.00 |
3,359.50 |
3,364.50 |
| PP |
3,358.75 |
3,358.75 |
3,358.75 |
3,355.75 |
| S1 |
3,345.75 |
3,345.75 |
3,355.00 |
3,340.00 |
| S2 |
3,334.50 |
3,334.50 |
3,352.75 |
|
| S3 |
3,310.25 |
3,321.50 |
3,350.50 |
|
| S4 |
3,286.00 |
3,297.25 |
3,344.00 |
|
|
| 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 |
3,309.50 |
62.25 |
1.9% |
38.25 |
1.1% |
77% |
False |
False |
4,516 |
| 10 |
3,371.75 |
3,202.25 |
169.50 |
5.0% |
39.75 |
1.2% |
91% |
False |
False |
4,451 |
| 20 |
3,371.75 |
3,179.75 |
192.00 |
5.7% |
44.25 |
1.3% |
92% |
False |
False |
2,889 |
| 40 |
3,371.75 |
2,972.00 |
399.75 |
11.9% |
56.50 |
1.7% |
96% |
False |
False |
2,491 |
| 60 |
3,371.75 |
2,891.00 |
480.75 |
14.3% |
60.75 |
1.8% |
97% |
False |
False |
1,930 |
| 80 |
3,371.75 |
2,712.75 |
659.00 |
19.6% |
63.25 |
1.9% |
98% |
False |
False |
2,102 |
| 100 |
3,371.75 |
2,234.00 |
1,137.75 |
33.9% |
73.50 |
2.2% |
99% |
False |
False |
1,897 |
| 120 |
3,371.75 |
2,168.25 |
1,203.50 |
35.8% |
83.75 |
2.5% |
99% |
False |
False |
1,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,474.50 |
|
2.618 |
3,435.00 |
|
1.618 |
3,410.75 |
|
1.000 |
3,395.75 |
|
0.618 |
3,386.50 |
|
HIGH |
3,371.50 |
|
0.618 |
3,362.25 |
|
0.500 |
3,359.50 |
|
0.382 |
3,356.50 |
|
LOW |
3,347.25 |
|
0.618 |
3,332.25 |
|
1.000 |
3,323.00 |
|
1.618 |
3,308.00 |
|
2.618 |
3,283.75 |
|
4.250 |
3,244.25 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,359.50 |
3,351.75 |
| PP |
3,358.75 |
3,346.25 |
| S1 |
3,358.00 |
3,340.50 |
|