| 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 |
11,859.05 |
11,195.81 |
-663.24 |
-5.6% |
11,348.12 |
| High |
11,936.85 |
11,620.25 |
-316.60 |
-2.7% |
12,101.63 |
| Low |
11,139.23 |
11,141.87 |
2.64 |
0.0% |
10,661.65 |
| Close |
11,197.55 |
11,571.15 |
373.60 |
3.3% |
11,574.18 |
| Range |
797.62 |
478.38 |
-319.24 |
-40.0% |
1,439.98 |
| ATR |
486.77 |
486.17 |
-0.60 |
-0.1% |
0.00 |
| Volume |
49,854 |
34,673 |
-15,181 |
-30.5% |
209,647 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,879.56 |
12,703.74 |
11,834.26 |
|
| R3 |
12,401.18 |
12,225.36 |
11,702.70 |
|
| R2 |
11,922.80 |
11,922.80 |
11,658.85 |
|
| R1 |
11,746.98 |
11,746.98 |
11,615.00 |
11,834.89 |
| PP |
11,444.42 |
11,444.42 |
11,444.42 |
11,488.38 |
| S1 |
11,268.60 |
11,268.60 |
11,527.30 |
11,356.51 |
| S2 |
10,966.04 |
10,966.04 |
11,483.45 |
|
| S3 |
10,487.66 |
10,790.22 |
11,439.60 |
|
| S4 |
10,009.28 |
10,311.84 |
11,308.04 |
|
|
| 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 |
11,139.23 |
933.86 |
8.1% |
542.55 |
4.7% |
46% |
False |
False |
45,972 |
| 10 |
12,101.63 |
10,661.65 |
1,439.98 |
12.4% |
608.89 |
5.3% |
63% |
False |
False |
42,440 |
| 20 |
12,101.63 |
9,037.31 |
3,064.32 |
26.5% |
496.82 |
4.3% |
83% |
False |
False |
47,947 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
28.1% |
370.74 |
3.2% |
84% |
False |
False |
37,166 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.9% |
392.02 |
3.4% |
85% |
False |
False |
41,463 |
| 80 |
12,101.63 |
7,041.44 |
5,060.19 |
43.7% |
451.96 |
3.9% |
90% |
False |
False |
51,195 |
| 100 |
12,101.63 |
5,866.90 |
6,234.73 |
53.9% |
445.28 |
3.8% |
91% |
False |
False |
51,667 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
70.7% |
506.16 |
4.4% |
94% |
False |
False |
61,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,653.37 |
|
2.618 |
12,872.65 |
|
1.618 |
12,394.27 |
|
1.000 |
12,098.63 |
|
0.618 |
11,915.89 |
|
HIGH |
11,620.25 |
|
0.618 |
11,437.51 |
|
0.500 |
11,381.06 |
|
0.382 |
11,324.61 |
|
LOW |
11,141.87 |
|
0.618 |
10,846.23 |
|
1.000 |
10,663.49 |
|
1.618 |
10,367.85 |
|
2.618 |
9,889.47 |
|
4.250 |
9,108.76 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,507.79 |
11,606.16 |
| PP |
11,444.42 |
11,594.49 |
| S1 |
11,381.06 |
11,582.82 |
|