| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,373.50 |
3,388.50 |
15.00 |
0.4% |
3,354.25 |
| High |
3,385.75 |
3,419.00 |
33.25 |
1.0% |
3,385.75 |
| Low |
3,346.25 |
3,383.50 |
37.25 |
1.1% |
3,334.00 |
| Close |
3,382.00 |
3,417.00 |
35.00 |
1.0% |
3,382.00 |
| Range |
39.50 |
35.50 |
-4.00 |
-10.1% |
51.75 |
| ATR |
42.63 |
42.23 |
-0.40 |
-0.9% |
0.00 |
| Volume |
2,917 |
3,731 |
814 |
27.9% |
19,677 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,513.00 |
3,500.50 |
3,436.50 |
|
| R3 |
3,477.50 |
3,465.00 |
3,426.75 |
|
| R2 |
3,442.00 |
3,442.00 |
3,423.50 |
|
| R1 |
3,429.50 |
3,429.50 |
3,420.25 |
3,435.75 |
| PP |
3,406.50 |
3,406.50 |
3,406.50 |
3,409.50 |
| S1 |
3,394.00 |
3,394.00 |
3,413.75 |
3,400.25 |
| S2 |
3,371.00 |
3,371.00 |
3,410.50 |
|
| S3 |
3,335.50 |
3,358.50 |
3,407.25 |
|
| S4 |
3,300.00 |
3,323.00 |
3,397.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,522.50 |
3,504.00 |
3,410.50 |
|
| R3 |
3,470.75 |
3,452.25 |
3,396.25 |
|
| R2 |
3,419.00 |
3,419.00 |
3,391.50 |
|
| R1 |
3,400.50 |
3,400.50 |
3,386.75 |
3,409.75 |
| PP |
3,367.25 |
3,367.25 |
3,367.25 |
3,372.00 |
| S1 |
3,348.75 |
3,348.75 |
3,377.25 |
3,358.00 |
| S2 |
3,315.50 |
3,315.50 |
3,372.50 |
|
| S3 |
3,263.75 |
3,297.00 |
3,367.75 |
|
| S4 |
3,212.00 |
3,245.25 |
3,353.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,419.00 |
3,334.00 |
85.00 |
2.5% |
34.25 |
1.0% |
98% |
True |
False |
4,355 |
| 10 |
3,419.00 |
3,309.50 |
109.50 |
3.2% |
35.75 |
1.0% |
98% |
True |
False |
4,048 |
| 20 |
3,419.00 |
3,184.75 |
234.25 |
6.9% |
39.00 |
1.1% |
99% |
True |
False |
3,676 |
| 40 |
3,419.00 |
2,972.00 |
447.00 |
13.1% |
47.25 |
1.4% |
100% |
True |
False |
2,607 |
| 60 |
3,419.00 |
2,916.50 |
502.50 |
14.7% |
57.75 |
1.7% |
100% |
True |
False |
2,289 |
| 80 |
3,419.00 |
2,745.75 |
673.25 |
19.7% |
59.50 |
1.7% |
100% |
True |
False |
2,373 |
| 100 |
3,419.00 |
2,422.50 |
996.50 |
29.2% |
65.00 |
1.9% |
100% |
True |
False |
2,042 |
| 120 |
3,419.00 |
2,168.25 |
1,250.75 |
36.6% |
78.75 |
2.3% |
100% |
True |
False |
1,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,570.00 |
|
2.618 |
3,512.00 |
|
1.618 |
3,476.50 |
|
1.000 |
3,454.50 |
|
0.618 |
3,441.00 |
|
HIGH |
3,419.00 |
|
0.618 |
3,405.50 |
|
0.500 |
3,401.25 |
|
0.382 |
3,397.00 |
|
LOW |
3,383.50 |
|
0.618 |
3,361.50 |
|
1.000 |
3,348.00 |
|
1.618 |
3,326.00 |
|
2.618 |
3,290.50 |
|
4.250 |
3,232.50 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,411.75 |
3,403.50 |
| PP |
3,406.50 |
3,390.00 |
| S1 |
3,401.25 |
3,376.50 |
|