| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,046.9 |
2,048.9 |
2.0 |
0.1% |
2,005.9 |
| High |
2,069.6 |
2,050.4 |
-19.2 |
-0.9% |
2,099.2 |
| Low |
2,039.3 |
1,921.0 |
-118.3 |
-5.8% |
1,985.1 |
| Close |
2,050.1 |
1,955.4 |
-94.7 |
-4.6% |
2,038.5 |
| Range |
30.3 |
129.4 |
99.1 |
327.1% |
114.1 |
| ATR |
35.2 |
41.9 |
6.7 |
19.1% |
0.0 |
| Volume |
3,648 |
10,067 |
6,419 |
176.0% |
19,960 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,363.8 |
2,289.0 |
2,026.6 |
|
| R3 |
2,234.4 |
2,159.6 |
1,991.0 |
|
| R2 |
2,105.0 |
2,105.0 |
1,979.1 |
|
| R1 |
2,030.2 |
2,030.2 |
1,967.3 |
2,002.9 |
| PP |
1,975.6 |
1,975.6 |
1,975.6 |
1,962.0 |
| S1 |
1,900.8 |
1,900.8 |
1,943.5 |
1,873.5 |
| S2 |
1,846.2 |
1,846.2 |
1,931.7 |
|
| S3 |
1,716.8 |
1,771.4 |
1,919.8 |
|
| S4 |
1,587.4 |
1,642.0 |
1,884.2 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.2 |
2,325.0 |
2,101.3 |
|
| R3 |
2,269.1 |
2,210.9 |
2,069.9 |
|
| R2 |
2,155.0 |
2,155.0 |
2,059.4 |
|
| R1 |
2,096.8 |
2,096.8 |
2,049.0 |
2,125.9 |
| PP |
2,040.9 |
2,040.9 |
2,040.9 |
2,055.5 |
| S1 |
1,982.7 |
1,982.7 |
2,028.0 |
2,011.8 |
| S2 |
1,926.8 |
1,926.8 |
2,017.6 |
|
| S3 |
1,812.7 |
1,868.6 |
2,007.1 |
|
| S4 |
1,698.6 |
1,754.5 |
1,975.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.2 |
1,921.0 |
178.2 |
9.1% |
58.9 |
3.0% |
19% |
False |
True |
5,593 |
| 10 |
2,099.2 |
1,921.0 |
178.2 |
9.1% |
48.8 |
2.5% |
19% |
False |
True |
4,568 |
| 20 |
2,099.2 |
1,828.9 |
270.3 |
13.8% |
39.2 |
2.0% |
47% |
False |
False |
4,112 |
| 40 |
2,099.2 |
1,743.2 |
356.0 |
18.2% |
31.1 |
1.6% |
60% |
False |
False |
2,879 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
29.1 |
1.5% |
64% |
False |
False |
2,492 |
| 80 |
2,099.2 |
1,684.7 |
414.5 |
21.2% |
26.9 |
1.4% |
65% |
False |
False |
2,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,600.4 |
|
2.618 |
2,389.2 |
|
1.618 |
2,259.8 |
|
1.000 |
2,179.8 |
|
0.618 |
2,130.4 |
|
HIGH |
2,050.4 |
|
0.618 |
2,001.0 |
|
0.500 |
1,985.7 |
|
0.382 |
1,970.4 |
|
LOW |
1,921.0 |
|
0.618 |
1,841.0 |
|
1.000 |
1,791.6 |
|
1.618 |
1,711.6 |
|
2.618 |
1,582.2 |
|
4.250 |
1,371.1 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.7 |
2,010.1 |
| PP |
1,975.6 |
1,991.9 |
| S1 |
1,965.5 |
1,973.6 |
|