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 |
11,573.42 |
11,859.05 |
285.63 |
2.5% |
11,348.12 |
High |
12,073.09 |
11,936.85 |
-136.24 |
-1.1% |
12,101.63 |
Low |
11,533.37 |
11,139.23 |
-394.14 |
-3.4% |
10,661.65 |
Close |
11,859.06 |
11,197.55 |
-661.51 |
-5.6% |
11,574.18 |
Range |
539.72 |
797.62 |
257.90 |
47.8% |
1,439.98 |
ATR |
462.86 |
486.77 |
23.91 |
5.2% |
0.00 |
Volume |
48,186 |
49,854 |
1,668 |
3.5% |
209,647 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,817.40 |
13,305.10 |
11,636.24 |
|
R3 |
13,019.78 |
12,507.48 |
11,416.90 |
|
R2 |
12,222.16 |
12,222.16 |
11,343.78 |
|
R1 |
11,709.86 |
11,709.86 |
11,270.67 |
11,567.20 |
PP |
11,424.54 |
11,424.54 |
11,424.54 |
11,353.22 |
S1 |
10,912.24 |
10,912.24 |
11,124.43 |
10,769.58 |
S2 |
10,626.92 |
10,626.92 |
11,051.32 |
|
S3 |
9,829.30 |
10,114.62 |
10,978.20 |
|
S4 |
9,031.68 |
9,317.00 |
10,758.86 |
|
|
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 |
11,109.49 |
963.60 |
8.6% |
569.96 |
5.1% |
9% |
False |
False |
45,624 |
10 |
12,101.63 |
10,661.65 |
1,439.98 |
12.9% |
604.95 |
5.4% |
37% |
False |
False |
43,881 |
20 |
12,101.63 |
9,037.31 |
3,064.32 |
27.4% |
478.78 |
4.3% |
70% |
False |
False |
47,115 |
40 |
12,101.63 |
8,848.18 |
3,253.45 |
29.1% |
366.42 |
3.3% |
72% |
False |
False |
36,931 |
60 |
12,101.63 |
8,647.02 |
3,454.61 |
30.9% |
392.58 |
3.5% |
74% |
False |
False |
41,751 |
80 |
12,101.63 |
6,828.84 |
5,272.79 |
47.1% |
450.18 |
4.0% |
83% |
False |
False |
51,191 |
100 |
12,101.63 |
5,866.90 |
6,234.73 |
55.7% |
445.36 |
4.0% |
85% |
False |
False |
51,990 |
120 |
12,101.63 |
3,925.27 |
8,176.36 |
73.0% |
508.62 |
4.5% |
89% |
False |
False |
61,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,326.74 |
2.618 |
14,025.02 |
1.618 |
13,227.40 |
1.000 |
12,734.47 |
0.618 |
12,429.78 |
HIGH |
11,936.85 |
0.618 |
11,632.16 |
0.500 |
11,538.04 |
0.382 |
11,443.92 |
LOW |
11,139.23 |
0.618 |
10,646.30 |
1.000 |
10,341.61 |
1.618 |
9,848.68 |
2.618 |
9,051.06 |
4.250 |
7,749.35 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,538.04 |
11,606.16 |
PP |
11,424.54 |
11,469.96 |
S1 |
11,311.05 |
11,333.75 |
|