| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,859.61 |
11,573.42 |
-286.19 |
-2.4% |
11,348.12 |
| High |
11,911.65 |
12,073.09 |
161.44 |
1.4% |
12,101.63 |
| Low |
11,356.23 |
11,533.37 |
177.14 |
1.6% |
10,661.65 |
| Close |
11,574.18 |
11,859.06 |
284.88 |
2.5% |
11,574.18 |
| Range |
555.42 |
539.72 |
-15.70 |
-2.8% |
1,439.98 |
| ATR |
456.95 |
462.86 |
5.91 |
1.3% |
0.00 |
| Volume |
53,171 |
48,186 |
-4,985 |
-9.4% |
209,647 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,441.00 |
13,189.75 |
12,155.91 |
|
| R3 |
12,901.28 |
12,650.03 |
12,007.48 |
|
| R2 |
12,361.56 |
12,361.56 |
11,958.01 |
|
| R1 |
12,110.31 |
12,110.31 |
11,908.53 |
12,235.94 |
| PP |
11,821.84 |
11,821.84 |
11,821.84 |
11,884.65 |
| S1 |
11,570.59 |
11,570.59 |
11,809.59 |
11,696.22 |
| S2 |
11,282.12 |
11,282.12 |
11,760.11 |
|
| S3 |
10,742.40 |
11,030.87 |
11,710.64 |
|
| S4 |
10,202.68 |
10,491.15 |
11,562.21 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,765.76 |
15,109.95 |
12,366.17 |
|
| R3 |
14,325.78 |
13,669.97 |
11,970.17 |
|
| R2 |
12,885.80 |
12,885.80 |
11,838.18 |
|
| R1 |
12,229.99 |
12,229.99 |
11,706.18 |
12,557.90 |
| PP |
11,445.82 |
11,445.82 |
11,445.82 |
11,609.77 |
| S1 |
10,790.01 |
10,790.01 |
11,442.18 |
11,117.92 |
| S2 |
10,005.84 |
10,005.84 |
11,310.18 |
|
| S3 |
8,565.86 |
9,350.03 |
11,178.19 |
|
| S4 |
7,125.88 |
7,910.05 |
10,782.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,073.09 |
11,044.15 |
1,028.94 |
8.7% |
483.74 |
4.1% |
79% |
True |
False |
42,045 |
| 10 |
12,101.63 |
10,590.36 |
1,511.27 |
12.7% |
604.38 |
5.1% |
84% |
False |
False |
55,171 |
| 20 |
12,101.63 |
9,037.31 |
3,064.32 |
25.8% |
446.46 |
3.8% |
92% |
False |
False |
45,670 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
27.4% |
351.56 |
3.0% |
93% |
False |
False |
36,462 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.1% |
386.14 |
3.3% |
93% |
False |
False |
42,029 |
| 80 |
12,101.63 |
6,778.33 |
5,323.30 |
44.9% |
442.20 |
3.7% |
95% |
False |
False |
51,019 |
| 100 |
12,101.63 |
5,866.90 |
6,234.73 |
52.6% |
442.24 |
3.7% |
96% |
False |
False |
52,563 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
68.9% |
505.53 |
4.3% |
97% |
False |
False |
61,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,366.90 |
|
2.618 |
13,486.08 |
|
1.618 |
12,946.36 |
|
1.000 |
12,612.81 |
|
0.618 |
12,406.64 |
|
HIGH |
12,073.09 |
|
0.618 |
11,866.92 |
|
0.500 |
11,803.23 |
|
0.382 |
11,739.54 |
|
LOW |
11,533.37 |
|
0.618 |
11,199.82 |
|
1.000 |
10,993.65 |
|
1.618 |
10,660.10 |
|
2.618 |
10,120.38 |
|
4.250 |
9,239.56 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,840.45 |
11,810.93 |
| PP |
11,821.84 |
11,762.79 |
| S1 |
11,803.23 |
11,714.66 |
|