| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,863.53 |
11,623.34 |
-240.19 |
-2.0% |
11,792.43 |
| High |
11,884.41 |
11,825.31 |
-59.10 |
-0.5% |
12,476.88 |
| Low |
11,614.56 |
11,380.38 |
-234.18 |
-2.0% |
11,614.56 |
| Close |
11,650.07 |
11,728.86 |
78.79 |
0.7% |
11,650.07 |
| Range |
269.85 |
444.93 |
175.08 |
64.9% |
862.32 |
| ATR |
453.74 |
453.11 |
-0.63 |
-0.1% |
0.00 |
| Volume |
31,279 |
16,282 |
-14,997 |
-47.9% |
231,598 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,979.64 |
12,799.18 |
11,973.57 |
|
| R3 |
12,534.71 |
12,354.25 |
11,851.22 |
|
| R2 |
12,089.78 |
12,089.78 |
11,810.43 |
|
| R1 |
11,909.32 |
11,909.32 |
11,769.65 |
11,999.55 |
| PP |
11,644.85 |
11,644.85 |
11,644.85 |
11,689.97 |
| S1 |
11,464.39 |
11,464.39 |
11,688.07 |
11,554.62 |
| S2 |
11,199.92 |
11,199.92 |
11,647.29 |
|
| S3 |
10,754.99 |
11,019.46 |
11,606.50 |
|
| S4 |
10,310.06 |
10,574.53 |
11,484.15 |
|
|
| 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 |
12,405.51 |
11,380.38 |
1,025.13 |
8.7% |
393.07 |
3.4% |
34% |
False |
True |
32,430 |
| 10 |
12,476.88 |
11,139.23 |
1,337.65 |
11.4% |
461.84 |
3.9% |
44% |
False |
False |
39,941 |
| 20 |
12,476.88 |
10,590.36 |
1,886.52 |
16.1% |
533.11 |
4.5% |
60% |
False |
False |
47,556 |
| 40 |
12,476.88 |
8,934.94 |
3,541.94 |
30.2% |
393.62 |
3.4% |
79% |
False |
False |
38,467 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
30.9% |
387.64 |
3.3% |
79% |
False |
False |
40,651 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
36.5% |
434.55 |
3.7% |
83% |
False |
False |
47,292 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
51.1% |
439.72 |
3.7% |
88% |
False |
False |
50,075 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
72.9% |
500.27 |
4.3% |
91% |
False |
False |
62,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,716.26 |
|
2.618 |
12,990.14 |
|
1.618 |
12,545.21 |
|
1.000 |
12,270.24 |
|
0.618 |
12,100.28 |
|
HIGH |
11,825.31 |
|
0.618 |
11,655.35 |
|
0.500 |
11,602.85 |
|
0.382 |
11,550.34 |
|
LOW |
11,380.38 |
|
0.618 |
11,105.41 |
|
1.000 |
10,935.45 |
|
1.618 |
10,660.48 |
|
2.618 |
10,215.55 |
|
4.250 |
9,489.43 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,686.86 |
11,697.95 |
| PP |
11,644.85 |
11,667.04 |
| S1 |
11,602.85 |
11,636.13 |
|