| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,716.63 |
11,863.53 |
146.90 |
1.3% |
11,792.43 |
| High |
11,891.88 |
11,884.41 |
-7.47 |
-0.1% |
12,476.88 |
| Low |
11,681.12 |
11,614.56 |
-66.56 |
-0.6% |
11,614.56 |
| Close |
11,864.06 |
11,650.07 |
-213.99 |
-1.8% |
11,650.07 |
| Range |
210.76 |
269.85 |
59.09 |
28.0% |
862.32 |
| ATR |
467.89 |
453.74 |
-14.15 |
-3.0% |
0.00 |
| Volume |
23,171 |
31,279 |
8,108 |
35.0% |
231,598 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,525.90 |
12,357.83 |
11,798.49 |
|
| R3 |
12,256.05 |
12,087.98 |
11,724.28 |
|
| R2 |
11,986.20 |
11,986.20 |
11,699.54 |
|
| R1 |
11,818.13 |
11,818.13 |
11,674.81 |
11,767.24 |
| PP |
11,716.35 |
11,716.35 |
11,716.35 |
11,690.90 |
| S1 |
11,548.28 |
11,548.28 |
11,625.33 |
11,497.39 |
| S2 |
11,446.50 |
11,446.50 |
11,600.60 |
|
| S3 |
11,176.65 |
11,278.43 |
11,575.86 |
|
| S4 |
10,906.80 |
11,008.58 |
11,501.65 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,500.80 |
13,937.75 |
12,124.35 |
|
| R3 |
13,638.48 |
13,075.43 |
11,887.21 |
|
| R2 |
12,776.16 |
12,776.16 |
11,808.16 |
|
| R1 |
12,213.11 |
12,213.11 |
11,729.12 |
12,063.48 |
| PP |
11,913.84 |
11,913.84 |
11,913.84 |
11,839.02 |
| S1 |
11,350.79 |
11,350.79 |
11,571.02 |
11,201.16 |
| S2 |
11,051.52 |
11,051.52 |
11,491.98 |
|
| S3 |
10,189.20 |
10,488.47 |
11,412.93 |
|
| S4 |
9,326.88 |
9,626.15 |
11,175.79 |
|
|
| 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 |
11,614.56 |
862.32 |
7.4% |
458.66 |
3.9% |
4% |
False |
True |
46,319 |
| 10 |
12,476.88 |
11,139.23 |
1,337.65 |
11.5% |
471.32 |
4.0% |
38% |
False |
False |
43,132 |
| 20 |
12,476.88 |
9,534.71 |
2,942.17 |
25.3% |
579.41 |
5.0% |
72% |
False |
False |
52,980 |
| 40 |
12,476.88 |
8,848.18 |
3,628.70 |
31.1% |
391.46 |
3.4% |
77% |
False |
False |
38,963 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
31.1% |
386.93 |
3.3% |
77% |
False |
False |
40,844 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
36.7% |
437.25 |
3.8% |
81% |
False |
False |
47,699 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
51.4% |
441.68 |
3.8% |
86% |
False |
False |
50,629 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
73.4% |
509.48 |
4.4% |
90% |
False |
False |
62,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,031.27 |
|
2.618 |
12,590.88 |
|
1.618 |
12,321.03 |
|
1.000 |
12,154.26 |
|
0.618 |
12,051.18 |
|
HIGH |
11,884.41 |
|
0.618 |
11,781.33 |
|
0.500 |
11,749.49 |
|
0.382 |
11,717.64 |
|
LOW |
11,614.56 |
|
0.618 |
11,447.79 |
|
1.000 |
11,344.71 |
|
1.618 |
11,177.94 |
|
2.618 |
10,908.09 |
|
4.250 |
10,467.70 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,749.49 |
11,856.24 |
| PP |
11,716.35 |
11,787.52 |
| S1 |
11,683.21 |
11,718.79 |
|