| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,623.34 |
11,728.86 |
105.52 |
0.9% |
11,792.43 |
| High |
11,825.31 |
11,786.89 |
-38.42 |
-0.3% |
12,476.88 |
| Low |
11,380.38 |
11,126.87 |
-253.51 |
-2.2% |
11,614.56 |
| Close |
11,728.86 |
11,269.62 |
-459.24 |
-3.9% |
11,650.07 |
| Range |
444.93 |
660.02 |
215.09 |
48.3% |
862.32 |
| ATR |
453.11 |
467.89 |
14.78 |
3.3% |
0.00 |
| Volume |
16,282 |
35,710 |
19,428 |
119.3% |
231,598 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,374.52 |
12,982.09 |
11,632.63 |
|
| R3 |
12,714.50 |
12,322.07 |
11,451.13 |
|
| R2 |
12,054.48 |
12,054.48 |
11,390.62 |
|
| R1 |
11,662.05 |
11,662.05 |
11,330.12 |
11,528.26 |
| PP |
11,394.46 |
11,394.46 |
11,394.46 |
11,327.56 |
| S1 |
11,002.03 |
11,002.03 |
11,209.12 |
10,868.24 |
| S2 |
10,734.44 |
10,734.44 |
11,148.62 |
|
| S3 |
10,074.42 |
10,342.01 |
11,088.11 |
|
| S4 |
9,414.40 |
9,681.99 |
10,906.61 |
|
|
| 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 |
12,097.92 |
11,126.87 |
971.05 |
8.6% |
413.23 |
3.7% |
15% |
False |
True |
29,981 |
| 10 |
12,476.88 |
11,126.87 |
1,350.01 |
12.0% |
448.08 |
4.0% |
11% |
False |
True |
38,527 |
| 20 |
12,476.88 |
10,661.65 |
1,815.23 |
16.1% |
526.52 |
4.7% |
33% |
False |
False |
41,204 |
| 40 |
12,476.88 |
8,934.94 |
3,541.94 |
31.4% |
405.84 |
3.6% |
66% |
False |
False |
38,907 |
| 60 |
12,476.88 |
8,848.18 |
3,628.70 |
32.2% |
381.65 |
3.4% |
67% |
False |
False |
37,962 |
| 80 |
12,476.88 |
8,201.24 |
4,275.64 |
37.9% |
438.71 |
3.9% |
72% |
False |
False |
47,139 |
| 100 |
12,476.88 |
6,485.16 |
5,991.72 |
53.2% |
442.55 |
3.9% |
80% |
False |
False |
49,792 |
| 120 |
12,476.88 |
3,925.27 |
8,551.61 |
75.9% |
502.39 |
4.5% |
86% |
False |
False |
62,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,591.98 |
|
2.618 |
13,514.82 |
|
1.618 |
12,854.80 |
|
1.000 |
12,446.91 |
|
0.618 |
12,194.78 |
|
HIGH |
11,786.89 |
|
0.618 |
11,534.76 |
|
0.500 |
11,456.88 |
|
0.382 |
11,379.00 |
|
LOW |
11,126.87 |
|
0.618 |
10,718.98 |
|
1.000 |
10,466.85 |
|
1.618 |
10,058.96 |
|
2.618 |
9,398.94 |
|
4.250 |
8,321.79 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,456.88 |
11,505.64 |
| PP |
11,394.46 |
11,426.97 |
| S1 |
11,332.04 |
11,348.29 |
|