| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,195.81 |
11,571.15 |
375.34 |
3.4% |
11,348.12 |
| High |
11,620.25 |
11,659.09 |
38.84 |
0.3% |
12,101.63 |
| Low |
11,141.87 |
11,280.98 |
139.11 |
1.2% |
10,661.65 |
| Close |
11,571.15 |
11,630.87 |
59.72 |
0.5% |
11,574.18 |
| Range |
478.38 |
378.11 |
-100.27 |
-21.0% |
1,439.98 |
| ATR |
486.17 |
478.45 |
-7.72 |
-1.6% |
0.00 |
| Volume |
34,673 |
30,205 |
-4,468 |
-12.9% |
209,647 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,657.98 |
12,522.53 |
11,838.83 |
|
| R3 |
12,279.87 |
12,144.42 |
11,734.85 |
|
| R2 |
11,901.76 |
11,901.76 |
11,700.19 |
|
| R1 |
11,766.31 |
11,766.31 |
11,665.53 |
11,834.04 |
| PP |
11,523.65 |
11,523.65 |
11,523.65 |
11,557.51 |
| S1 |
11,388.20 |
11,388.20 |
11,596.21 |
11,455.93 |
| S2 |
11,145.54 |
11,145.54 |
11,561.55 |
|
| S3 |
10,767.43 |
11,010.09 |
11,526.89 |
|
| S4 |
10,389.32 |
10,631.98 |
11,422.91 |
|
|
| 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 |
8.0% |
549.85 |
4.7% |
53% |
False |
False |
43,217 |
| 10 |
12,101.63 |
10,661.65 |
1,439.98 |
12.4% |
598.58 |
5.1% |
67% |
False |
False |
41,555 |
| 20 |
12,101.63 |
9,083.15 |
3,018.48 |
26.0% |
506.06 |
4.4% |
84% |
False |
False |
48,211 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
28.0% |
376.10 |
3.2% |
86% |
False |
False |
37,464 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.7% |
385.52 |
3.3% |
86% |
False |
False |
40,115 |
| 80 |
12,101.63 |
7,405.22 |
4,696.41 |
40.4% |
448.15 |
3.9% |
90% |
False |
False |
50,727 |
| 100 |
12,101.63 |
5,866.90 |
6,234.73 |
53.6% |
446.56 |
3.8% |
92% |
False |
False |
51,529 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
70.3% |
505.63 |
4.3% |
94% |
False |
False |
61,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,266.06 |
|
2.618 |
12,648.98 |
|
1.618 |
12,270.87 |
|
1.000 |
12,037.20 |
|
0.618 |
11,892.76 |
|
HIGH |
11,659.09 |
|
0.618 |
11,514.65 |
|
0.500 |
11,470.04 |
|
0.382 |
11,425.42 |
|
LOW |
11,280.98 |
|
0.618 |
11,047.31 |
|
1.000 |
10,902.87 |
|
1.618 |
10,669.20 |
|
2.618 |
10,291.09 |
|
4.250 |
9,674.01 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,577.26 |
11,599.93 |
| PP |
11,523.65 |
11,568.98 |
| S1 |
11,470.04 |
11,538.04 |
|