| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,145.00 |
11,285.50 |
140.50 |
1.3% |
11,140.25 |
| High |
11,300.50 |
11,415.25 |
114.75 |
1.0% |
11,266.00 |
| Low |
11,142.25 |
11,268.00 |
125.75 |
1.1% |
10,845.50 |
| Close |
11,286.75 |
11,409.25 |
122.50 |
1.1% |
11,133.75 |
| Range |
158.25 |
147.25 |
-11.00 |
-7.0% |
420.50 |
| ATR |
231.71 |
225.67 |
-6.03 |
-2.6% |
0.00 |
| Volume |
246,403 |
326,816 |
80,413 |
32.6% |
2,293,995 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,806.00 |
11,754.75 |
11,490.25 |
|
| R3 |
11,658.75 |
11,607.50 |
11,449.75 |
|
| R2 |
11,511.50 |
11,511.50 |
11,436.25 |
|
| R1 |
11,460.25 |
11,460.25 |
11,422.75 |
11,486.00 |
| PP |
11,364.25 |
11,364.25 |
11,364.25 |
11,377.00 |
| S1 |
11,313.00 |
11,313.00 |
11,395.75 |
11,338.50 |
| S2 |
11,217.00 |
11,217.00 |
11,382.25 |
|
| S3 |
11,069.75 |
11,165.75 |
11,368.75 |
|
| S4 |
10,922.50 |
11,018.50 |
11,328.25 |
|
|
| 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 |
11,415.25 |
10,878.50 |
536.75 |
4.7% |
185.25 |
1.6% |
99% |
True |
False |
363,947 |
| 10 |
11,415.25 |
10,845.50 |
569.75 |
5.0% |
202.25 |
1.8% |
99% |
True |
False |
416,902 |
| 20 |
11,415.25 |
10,301.00 |
1,114.25 |
9.8% |
228.25 |
2.0% |
99% |
True |
False |
457,282 |
| 40 |
11,415.25 |
9,728.75 |
1,686.50 |
14.8% |
246.00 |
2.2% |
100% |
True |
False |
502,718 |
| 60 |
11,415.25 |
9,158.75 |
2,256.50 |
19.8% |
242.00 |
2.1% |
100% |
True |
False |
389,495 |
| 80 |
11,415.25 |
8,545.00 |
2,870.25 |
25.2% |
238.00 |
2.1% |
100% |
True |
False |
292,214 |
| 100 |
11,415.25 |
7,378.00 |
4,037.25 |
35.4% |
250.75 |
2.2% |
100% |
True |
False |
233,863 |
| 120 |
11,415.25 |
6,626.00 |
4,789.25 |
42.0% |
300.00 |
2.6% |
100% |
True |
False |
194,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,041.00 |
|
2.618 |
11,800.75 |
|
1.618 |
11,653.50 |
|
1.000 |
11,562.50 |
|
0.618 |
11,506.25 |
|
HIGH |
11,415.25 |
|
0.618 |
11,359.00 |
|
0.500 |
11,341.50 |
|
0.382 |
11,324.25 |
|
LOW |
11,268.00 |
|
0.618 |
11,177.00 |
|
1.000 |
11,120.75 |
|
1.618 |
11,029.75 |
|
2.618 |
10,882.50 |
|
4.250 |
10,642.25 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,386.75 |
11,358.00 |
| PP |
11,364.25 |
11,306.75 |
| S1 |
11,341.50 |
11,255.50 |
|