| 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 |
2,048.9 |
1,930.1 |
-118.8 |
-5.8% |
2,005.9 |
| High |
2,050.4 |
1,969.2 |
-81.2 |
-4.0% |
2,099.2 |
| Low |
1,921.0 |
1,884.0 |
-37.0 |
-1.9% |
1,985.1 |
| Close |
1,955.4 |
1,957.5 |
2.1 |
0.1% |
2,038.5 |
| Range |
129.4 |
85.2 |
-44.2 |
-34.2% |
114.1 |
| ATR |
41.9 |
45.0 |
3.1 |
7.4% |
0.0 |
| Volume |
10,067 |
6,044 |
-4,023 |
-40.0% |
19,960 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.5 |
2,160.2 |
2,004.4 |
|
| R3 |
2,107.3 |
2,075.0 |
1,980.9 |
|
| R2 |
2,022.1 |
2,022.1 |
1,973.1 |
|
| R1 |
1,989.8 |
1,989.8 |
1,965.3 |
2,006.0 |
| PP |
1,936.9 |
1,936.9 |
1,936.9 |
1,945.0 |
| S1 |
1,904.6 |
1,904.6 |
1,949.7 |
1,920.8 |
| S2 |
1,851.7 |
1,851.7 |
1,941.9 |
|
| S3 |
1,766.5 |
1,819.4 |
1,934.1 |
|
| S4 |
1,681.3 |
1,734.2 |
1,910.6 |
|
|
| 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 |
1,884.0 |
215.2 |
11.0% |
67.7 |
3.5% |
34% |
False |
True |
6,030 |
| 10 |
2,099.2 |
1,884.0 |
215.2 |
11.0% |
53.1 |
2.7% |
34% |
False |
True |
4,528 |
| 20 |
2,099.2 |
1,828.9 |
270.3 |
13.8% |
42.8 |
2.2% |
48% |
False |
False |
4,365 |
| 40 |
2,099.2 |
1,743.2 |
356.0 |
18.2% |
32.8 |
1.7% |
60% |
False |
False |
3,015 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
20.5% |
30.3 |
1.5% |
65% |
False |
False |
2,584 |
| 80 |
2,099.2 |
1,684.7 |
414.5 |
21.2% |
27.7 |
1.4% |
66% |
False |
False |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,331.3 |
|
2.618 |
2,192.3 |
|
1.618 |
2,107.1 |
|
1.000 |
2,054.4 |
|
0.618 |
2,021.9 |
|
HIGH |
1,969.2 |
|
0.618 |
1,936.7 |
|
0.500 |
1,926.6 |
|
0.382 |
1,916.5 |
|
LOW |
1,884.0 |
|
0.618 |
1,831.3 |
|
1.000 |
1,798.8 |
|
1.618 |
1,746.1 |
|
2.618 |
1,660.9 |
|
4.250 |
1,521.9 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,947.2 |
1,976.8 |
| PP |
1,936.9 |
1,970.4 |
| S1 |
1,926.6 |
1,963.9 |
|