| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,260.50 |
11,140.25 |
-120.25 |
-1.1% |
10,933.25 |
| High |
11,283.25 |
11,156.50 |
-126.75 |
-1.1% |
11,283.25 |
| Low |
11,035.25 |
10,928.25 |
-107.00 |
-1.0% |
10,876.25 |
| Close |
11,122.75 |
11,072.00 |
-50.75 |
-0.5% |
11,122.75 |
| Range |
248.00 |
228.25 |
-19.75 |
-8.0% |
407.00 |
| ATR |
240.87 |
239.97 |
-0.90 |
-0.4% |
0.00 |
| Volume |
532,554 |
485,730 |
-46,824 |
-8.8% |
2,087,133 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,737.00 |
11,632.75 |
11,197.50 |
|
| R3 |
11,508.75 |
11,404.50 |
11,134.75 |
|
| R2 |
11,280.50 |
11,280.50 |
11,113.75 |
|
| R1 |
11,176.25 |
11,176.25 |
11,093.00 |
11,114.25 |
| PP |
11,052.25 |
11,052.25 |
11,052.25 |
11,021.25 |
| S1 |
10,948.00 |
10,948.00 |
11,051.00 |
10,886.00 |
| S2 |
10,824.00 |
10,824.00 |
11,030.25 |
|
| S3 |
10,595.75 |
10,719.75 |
11,009.25 |
|
| S4 |
10,367.50 |
10,491.50 |
10,946.50 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,315.00 |
12,126.00 |
11,346.50 |
|
| R3 |
11,908.00 |
11,719.00 |
11,234.75 |
|
| R2 |
11,501.00 |
11,501.00 |
11,197.25 |
|
| R1 |
11,312.00 |
11,312.00 |
11,160.00 |
11,406.50 |
| PP |
11,094.00 |
11,094.00 |
11,094.00 |
11,141.50 |
| S1 |
10,905.00 |
10,905.00 |
11,085.50 |
10,999.50 |
| S2 |
10,687.00 |
10,687.00 |
11,048.25 |
|
| S3 |
10,280.00 |
10,498.00 |
11,010.75 |
|
| S4 |
9,873.00 |
10,091.00 |
10,899.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,283.25 |
10,928.25 |
355.00 |
3.2% |
179.25 |
1.6% |
40% |
False |
True |
436,648 |
| 10 |
11,283.25 |
10,502.75 |
780.50 |
7.0% |
216.75 |
2.0% |
73% |
False |
False |
453,883 |
| 20 |
11,283.25 |
10,301.00 |
982.25 |
8.9% |
246.75 |
2.2% |
78% |
False |
False |
527,777 |
| 40 |
11,283.25 |
9,368.25 |
1,915.00 |
17.3% |
250.75 |
2.3% |
89% |
False |
False |
511,454 |
| 60 |
11,283.25 |
8,913.00 |
2,370.25 |
21.4% |
240.50 |
2.2% |
91% |
False |
False |
349,845 |
| 80 |
11,283.25 |
8,334.00 |
2,949.25 |
26.6% |
242.50 |
2.2% |
93% |
False |
False |
262,471 |
| 100 |
11,283.25 |
6,626.00 |
4,657.25 |
42.1% |
273.50 |
2.5% |
95% |
False |
False |
210,109 |
| 120 |
11,283.25 |
6,626.00 |
4,657.25 |
42.1% |
306.00 |
2.8% |
95% |
False |
False |
175,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,126.50 |
|
2.618 |
11,754.00 |
|
1.618 |
11,525.75 |
|
1.000 |
11,384.75 |
|
0.618 |
11,297.50 |
|
HIGH |
11,156.50 |
|
0.618 |
11,069.25 |
|
0.500 |
11,042.50 |
|
0.382 |
11,015.50 |
|
LOW |
10,928.25 |
|
0.618 |
10,787.25 |
|
1.000 |
10,700.00 |
|
1.618 |
10,559.00 |
|
2.618 |
10,330.75 |
|
4.250 |
9,958.25 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,062.00 |
11,105.75 |
| PP |
11,052.25 |
11,094.50 |
| S1 |
11,042.50 |
11,083.25 |
|