| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,571.15 |
11,630.87 |
59.72 |
0.5% |
11,573.42 |
| High |
11,659.09 |
11,856.97 |
197.88 |
1.7% |
12,073.09 |
| Low |
11,280.98 |
11,630.87 |
349.89 |
3.1% |
11,139.23 |
| Close |
11,630.87 |
11,771.60 |
140.73 |
1.2% |
11,771.60 |
| Range |
378.11 |
226.10 |
-152.01 |
-40.2% |
933.86 |
| ATR |
478.45 |
460.43 |
-18.03 |
-3.8% |
0.00 |
| Volume |
30,205 |
36,807 |
6,602 |
21.9% |
199,725 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,431.45 |
12,327.62 |
11,895.96 |
|
| R3 |
12,205.35 |
12,101.52 |
11,833.78 |
|
| R2 |
11,979.25 |
11,979.25 |
11,813.05 |
|
| R1 |
11,875.42 |
11,875.42 |
11,792.33 |
11,927.34 |
| PP |
11,753.15 |
11,753.15 |
11,753.15 |
11,779.10 |
| S1 |
11,649.32 |
11,649.32 |
11,750.87 |
11,701.24 |
| S2 |
11,527.05 |
11,527.05 |
11,730.15 |
|
| S3 |
11,300.95 |
11,423.22 |
11,709.42 |
|
| S4 |
11,074.85 |
11,197.12 |
11,647.25 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,462.89 |
14,051.10 |
12,285.22 |
|
| R3 |
13,529.03 |
13,117.24 |
12,028.41 |
|
| R2 |
12,595.17 |
12,595.17 |
11,942.81 |
|
| R1 |
12,183.38 |
12,183.38 |
11,857.20 |
12,389.28 |
| PP |
11,661.31 |
11,661.31 |
11,661.31 |
11,764.25 |
| S1 |
11,249.52 |
11,249.52 |
11,686.00 |
11,455.42 |
| S2 |
10,727.45 |
10,727.45 |
11,600.39 |
|
| S3 |
9,793.59 |
10,315.66 |
11,514.79 |
|
| S4 |
8,859.73 |
9,381.80 |
11,257.98 |
|
|
| 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 |
7.9% |
483.99 |
4.1% |
68% |
False |
False |
39,945 |
| 10 |
12,101.63 |
10,661.65 |
1,439.98 |
12.2% |
573.89 |
4.9% |
77% |
False |
False |
40,937 |
| 20 |
12,101.63 |
9,113.49 |
2,988.14 |
25.4% |
512.46 |
4.4% |
89% |
False |
False |
49,203 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
27.6% |
377.17 |
3.2% |
90% |
False |
False |
37,789 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.3% |
383.94 |
3.3% |
90% |
False |
False |
40,094 |
| 80 |
12,101.63 |
7,451.23 |
4,650.40 |
39.5% |
448.34 |
3.8% |
93% |
False |
False |
50,635 |
| 100 |
12,101.63 |
5,866.90 |
6,234.73 |
53.0% |
446.05 |
3.8% |
95% |
False |
False |
51,398 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
69.5% |
503.70 |
4.3% |
96% |
False |
False |
61,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,817.90 |
|
2.618 |
12,448.90 |
|
1.618 |
12,222.80 |
|
1.000 |
12,083.07 |
|
0.618 |
11,996.70 |
|
HIGH |
11,856.97 |
|
0.618 |
11,770.60 |
|
0.500 |
11,743.92 |
|
0.382 |
11,717.24 |
|
LOW |
11,630.87 |
|
0.618 |
11,491.14 |
|
1.000 |
11,404.77 |
|
1.618 |
11,265.04 |
|
2.618 |
11,038.94 |
|
4.250 |
10,669.95 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,762.37 |
11,680.87 |
| PP |
11,753.15 |
11,590.15 |
| S1 |
11,743.92 |
11,499.42 |
|