| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
12,322.48 |
12,032.02 |
-290.46 |
-2.4% |
11,573.42 |
| High |
12,405.51 |
12,097.92 |
-307.59 |
-2.5% |
12,073.09 |
| Low |
11,846.30 |
11,617.32 |
-228.98 |
-1.9% |
11,139.23 |
| Close |
12,031.37 |
11,716.63 |
-314.74 |
-2.6% |
11,771.60 |
| Range |
559.21 |
480.60 |
-78.61 |
-14.1% |
933.86 |
| ATR |
488.21 |
487.67 |
-0.54 |
-0.1% |
0.00 |
| Volume |
47,952 |
43,466 |
-4,486 |
-9.4% |
199,725 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,252.42 |
12,965.13 |
11,980.96 |
|
| R3 |
12,771.82 |
12,484.53 |
11,848.80 |
|
| R2 |
12,291.22 |
12,291.22 |
11,804.74 |
|
| R1 |
12,003.93 |
12,003.93 |
11,760.69 |
11,907.28 |
| PP |
11,810.62 |
11,810.62 |
11,810.62 |
11,762.30 |
| S1 |
11,523.33 |
11,523.33 |
11,672.58 |
11,426.68 |
| S2 |
11,330.02 |
11,330.02 |
11,628.52 |
|
| S3 |
10,849.42 |
11,042.73 |
11,584.47 |
|
| S4 |
10,368.82 |
10,562.13 |
11,452.30 |
|
|
| 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 |
11,280.98 |
1,195.90 |
10.2% |
483.38 |
4.1% |
36% |
False |
False |
48,832 |
| 10 |
12,476.88 |
11,139.23 |
1,337.65 |
11.4% |
512.96 |
4.4% |
43% |
False |
False |
47,402 |
| 20 |
12,476.88 |
9,370.19 |
3,106.69 |
26.5% |
577.89 |
4.9% |
76% |
False |
False |
54,971 |
| 40 |
12,476.88 |
8,848.18 |
3,628.70 |
31.0% |
394.35 |
3.4% |
79% |
False |
False |
39,879 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
31.0% |
391.27 |
3.3% |
79% |
False |
False |
41,264 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
36.5% |
450.20 |
3.8% |
82% |
False |
False |
49,471 |
| 100 |
12,476.88 |
6,355.56 |
6,121.32 |
52.2% |
450.02 |
3.8% |
88% |
False |
False |
51,706 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
73.0% |
510.59 |
4.4% |
91% |
False |
False |
62,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,140.47 |
|
2.618 |
13,356.13 |
|
1.618 |
12,875.53 |
|
1.000 |
12,578.52 |
|
0.618 |
12,394.93 |
|
HIGH |
12,097.92 |
|
0.618 |
11,914.33 |
|
0.500 |
11,857.62 |
|
0.382 |
11,800.91 |
|
LOW |
11,617.32 |
|
0.618 |
11,320.31 |
|
1.000 |
11,136.72 |
|
1.618 |
10,839.71 |
|
2.618 |
10,359.11 |
|
4.250 |
9,574.77 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,857.62 |
12,047.10 |
| PP |
11,810.62 |
11,936.94 |
| S1 |
11,763.63 |
11,826.79 |
|