| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,072.25 |
10,928.50 |
-143.75 |
-1.3% |
10,933.25 |
| High |
11,157.75 |
11,185.75 |
28.00 |
0.3% |
11,283.25 |
| Low |
10,845.50 |
10,878.50 |
33.00 |
0.3% |
10,876.25 |
| Close |
10,878.50 |
11,126.00 |
247.50 |
2.3% |
11,122.75 |
| Range |
312.25 |
307.25 |
-5.00 |
-1.6% |
407.00 |
| ATR |
245.13 |
249.57 |
4.44 |
1.8% |
0.00 |
| Volume |
561,748 |
434,240 |
-127,508 |
-22.7% |
2,087,133 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,985.25 |
11,862.75 |
11,295.00 |
|
| R3 |
11,678.00 |
11,555.50 |
11,210.50 |
|
| R2 |
11,370.75 |
11,370.75 |
11,182.25 |
|
| R1 |
11,248.25 |
11,248.25 |
11,154.25 |
11,309.50 |
| PP |
11,063.50 |
11,063.50 |
11,063.50 |
11,094.00 |
| S1 |
10,941.00 |
10,941.00 |
11,097.75 |
11,002.25 |
| S2 |
10,756.25 |
10,756.25 |
11,069.75 |
|
| S3 |
10,449.00 |
10,633.75 |
11,041.50 |
|
| S4 |
10,141.75 |
10,326.50 |
10,957.00 |
|
|
| 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 |
10,845.50 |
437.75 |
3.9% |
263.25 |
2.4% |
64% |
False |
False |
486,941 |
| 10 |
11,283.25 |
10,502.75 |
780.50 |
7.0% |
235.50 |
2.1% |
80% |
False |
False |
472,156 |
| 20 |
11,283.25 |
10,301.00 |
982.25 |
8.8% |
250.25 |
2.2% |
84% |
False |
False |
495,829 |
| 40 |
11,283.25 |
9,728.75 |
1,554.50 |
14.0% |
250.00 |
2.2% |
90% |
False |
False |
510,803 |
| 60 |
11,283.25 |
9,158.75 |
2,124.50 |
19.1% |
243.00 |
2.2% |
93% |
False |
False |
366,427 |
| 80 |
11,283.25 |
8,334.00 |
2,949.25 |
26.5% |
245.00 |
2.2% |
95% |
False |
False |
274,910 |
| 100 |
11,283.25 |
6,626.00 |
4,657.25 |
41.9% |
266.25 |
2.4% |
97% |
False |
False |
220,060 |
| 120 |
11,283.25 |
6,626.00 |
4,657.25 |
41.9% |
307.75 |
2.8% |
97% |
False |
False |
183,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,491.50 |
|
2.618 |
11,990.25 |
|
1.618 |
11,683.00 |
|
1.000 |
11,493.00 |
|
0.618 |
11,375.75 |
|
HIGH |
11,185.75 |
|
0.618 |
11,068.50 |
|
0.500 |
11,032.00 |
|
0.382 |
10,995.75 |
|
LOW |
10,878.50 |
|
0.618 |
10,688.50 |
|
1.000 |
10,571.25 |
|
1.618 |
10,381.25 |
|
2.618 |
10,074.00 |
|
4.250 |
9,572.75 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,094.75 |
11,089.25 |
| PP |
11,063.50 |
11,052.50 |
| S1 |
11,032.00 |
11,015.50 |
|