| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,180.50 |
11,145.00 |
-35.50 |
-0.3% |
11,140.25 |
| High |
11,237.75 |
11,300.50 |
62.75 |
0.6% |
11,266.00 |
| Low |
11,096.00 |
11,142.25 |
46.25 |
0.4% |
10,845.50 |
| Close |
11,133.75 |
11,286.75 |
153.00 |
1.4% |
11,133.75 |
| Range |
141.75 |
158.25 |
16.50 |
11.6% |
420.50 |
| ATR |
236.70 |
231.71 |
-5.00 |
-2.1% |
0.00 |
| Volume |
398,616 |
246,403 |
-152,213 |
-38.2% |
2,293,995 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,718.00 |
11,660.50 |
11,373.75 |
|
| R3 |
11,559.75 |
11,502.25 |
11,330.25 |
|
| R2 |
11,401.50 |
11,401.50 |
11,315.75 |
|
| R1 |
11,344.00 |
11,344.00 |
11,301.25 |
11,372.75 |
| PP |
11,243.25 |
11,243.25 |
11,243.25 |
11,257.50 |
| S1 |
11,185.75 |
11,185.75 |
11,272.25 |
11,214.50 |
| S2 |
11,085.00 |
11,085.00 |
11,257.75 |
|
| S3 |
10,926.75 |
11,027.50 |
11,243.25 |
|
| S4 |
10,768.50 |
10,869.25 |
11,199.75 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,343.25 |
12,159.00 |
11,365.00 |
|
| R3 |
11,922.75 |
11,738.50 |
11,249.50 |
|
| R2 |
11,502.25 |
11,502.25 |
11,210.75 |
|
| R1 |
11,318.00 |
11,318.00 |
11,172.25 |
11,200.00 |
| PP |
11,081.75 |
11,081.75 |
11,081.75 |
11,022.75 |
| S1 |
10,897.50 |
10,897.50 |
11,095.25 |
10,779.50 |
| S2 |
10,661.25 |
10,661.25 |
11,056.75 |
|
| S3 |
10,240.75 |
10,477.00 |
11,018.00 |
|
| S4 |
9,820.25 |
10,056.50 |
10,902.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,300.50 |
10,845.50 |
455.00 |
4.0% |
218.25 |
1.9% |
97% |
True |
False |
410,933 |
| 10 |
11,300.50 |
10,845.50 |
455.00 |
4.0% |
198.75 |
1.8% |
97% |
True |
False |
423,790 |
| 20 |
11,300.50 |
10,301.00 |
999.50 |
8.9% |
234.50 |
2.1% |
99% |
True |
False |
470,341 |
| 40 |
11,300.50 |
9,728.75 |
1,571.75 |
13.9% |
249.50 |
2.2% |
99% |
True |
False |
503,417 |
| 60 |
11,300.50 |
9,158.75 |
2,141.75 |
19.0% |
242.50 |
2.1% |
99% |
True |
False |
384,054 |
| 80 |
11,300.50 |
8,491.00 |
2,809.50 |
24.9% |
239.50 |
2.1% |
100% |
True |
False |
288,130 |
| 100 |
11,300.50 |
7,314.50 |
3,986.00 |
35.3% |
255.00 |
2.3% |
100% |
True |
False |
230,605 |
| 120 |
11,300.50 |
6,626.00 |
4,674.50 |
41.4% |
303.25 |
2.7% |
100% |
True |
False |
192,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,973.00 |
|
2.618 |
11,714.75 |
|
1.618 |
11,556.50 |
|
1.000 |
11,458.75 |
|
0.618 |
11,398.25 |
|
HIGH |
11,300.50 |
|
0.618 |
11,240.00 |
|
0.500 |
11,221.50 |
|
0.382 |
11,202.75 |
|
LOW |
11,142.25 |
|
0.618 |
11,044.50 |
|
1.000 |
10,984.00 |
|
1.618 |
10,886.25 |
|
2.618 |
10,728.00 |
|
4.250 |
10,469.75 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,265.00 |
11,257.00 |
| PP |
11,243.25 |
11,227.25 |
| S1 |
11,221.50 |
11,197.50 |
|