| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,792.43 |
12,322.48 |
530.05 |
4.5% |
11,573.42 |
| High |
12,476.88 |
12,405.51 |
-71.37 |
-0.6% |
12,073.09 |
| Low |
11,704.00 |
11,846.30 |
142.30 |
1.2% |
11,139.23 |
| Close |
12,322.48 |
12,031.37 |
-291.11 |
-2.4% |
11,771.60 |
| Range |
772.88 |
559.21 |
-213.67 |
-27.6% |
933.86 |
| ATR |
482.75 |
488.21 |
5.46 |
1.1% |
0.00 |
| Volume |
85,730 |
47,952 |
-37,778 |
-44.1% |
199,725 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,772.02 |
13,460.91 |
12,338.94 |
|
| R3 |
13,212.81 |
12,901.70 |
12,185.15 |
|
| R2 |
12,653.60 |
12,653.60 |
12,133.89 |
|
| R1 |
12,342.49 |
12,342.49 |
12,082.63 |
12,218.44 |
| PP |
12,094.39 |
12,094.39 |
12,094.39 |
12,032.37 |
| S1 |
11,783.28 |
11,783.28 |
11,980.11 |
11,659.23 |
| S2 |
11,535.18 |
11,535.18 |
11,928.85 |
|
| S3 |
10,975.97 |
11,224.07 |
11,877.59 |
|
| S4 |
10,416.76 |
10,664.86 |
11,723.80 |
|
|
| 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 |
12,476.88 |
11,141.87 |
1,335.01 |
11.1% |
482.94 |
4.0% |
67% |
False |
False |
47,073 |
| 10 |
12,476.88 |
11,109.49 |
1,367.39 |
11.4% |
526.45 |
4.4% |
67% |
False |
False |
46,348 |
| 20 |
12,476.88 |
9,296.97 |
3,179.91 |
26.4% |
559.00 |
4.6% |
86% |
False |
False |
53,684 |
| 40 |
12,476.88 |
8,848.18 |
3,628.70 |
30.2% |
393.64 |
3.3% |
88% |
False |
False |
39,756 |
| 60 |
12,476.88 |
8,807.22 |
3,669.66 |
30.5% |
390.09 |
3.2% |
88% |
False |
False |
41,069 |
| 80 |
12,476.88 |
7,718.93 |
4,757.95 |
39.5% |
459.31 |
3.8% |
91% |
False |
False |
51,418 |
| 100 |
12,476.88 |
6,166.48 |
6,310.40 |
52.4% |
448.51 |
3.7% |
93% |
False |
False |
51,690 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
71.1% |
507.95 |
4.2% |
95% |
False |
False |
62,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,782.15 |
|
2.618 |
13,869.52 |
|
1.618 |
13,310.31 |
|
1.000 |
12,964.72 |
|
0.618 |
12,751.10 |
|
HIGH |
12,405.51 |
|
0.618 |
12,191.89 |
|
0.500 |
12,125.91 |
|
0.382 |
12,059.92 |
|
LOW |
11,846.30 |
|
0.618 |
11,500.71 |
|
1.000 |
11,287.09 |
|
1.618 |
10,941.50 |
|
2.618 |
10,382.29 |
|
4.250 |
9,469.66 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,125.91 |
12,053.88 |
| PP |
12,094.39 |
12,046.37 |
| S1 |
12,062.88 |
12,038.87 |
|