| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,285.50 |
11,414.25 |
128.75 |
1.1% |
11,140.25 |
| High |
11,415.25 |
11,438.00 |
22.75 |
0.2% |
11,266.00 |
| Low |
11,268.00 |
11,299.00 |
31.00 |
0.3% |
10,845.50 |
| Close |
11,409.25 |
11,332.00 |
-77.25 |
-0.7% |
11,133.75 |
| Range |
147.25 |
139.00 |
-8.25 |
-5.6% |
420.50 |
| ATR |
225.67 |
219.48 |
-6.19 |
-2.7% |
0.00 |
| Volume |
326,816 |
410,893 |
84,077 |
25.7% |
2,293,995 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,773.25 |
11,691.75 |
11,408.50 |
|
| R3 |
11,634.25 |
11,552.75 |
11,370.25 |
|
| R2 |
11,495.25 |
11,495.25 |
11,357.50 |
|
| R1 |
11,413.75 |
11,413.75 |
11,344.75 |
11,385.00 |
| PP |
11,356.25 |
11,356.25 |
11,356.25 |
11,342.00 |
| S1 |
11,274.75 |
11,274.75 |
11,319.25 |
11,246.00 |
| S2 |
11,217.25 |
11,217.25 |
11,306.50 |
|
| S3 |
11,078.25 |
11,135.75 |
11,293.75 |
|
| S4 |
10,939.25 |
10,996.75 |
11,255.50 |
|
|
| 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 |
11,438.00 |
11,094.25 |
343.75 |
3.0% |
151.50 |
1.3% |
69% |
True |
False |
359,277 |
| 10 |
11,438.00 |
10,845.50 |
592.50 |
5.2% |
207.50 |
1.8% |
82% |
True |
False |
423,109 |
| 20 |
11,438.00 |
10,301.00 |
1,137.00 |
10.0% |
227.50 |
2.0% |
91% |
True |
False |
453,634 |
| 40 |
11,438.00 |
9,728.75 |
1,709.25 |
15.1% |
241.25 |
2.1% |
94% |
True |
False |
502,828 |
| 60 |
11,438.00 |
9,158.75 |
2,279.25 |
20.1% |
240.50 |
2.1% |
95% |
True |
False |
396,331 |
| 80 |
11,438.00 |
8,545.00 |
2,893.00 |
25.5% |
237.75 |
2.1% |
96% |
True |
False |
297,347 |
| 100 |
11,438.00 |
7,378.00 |
4,060.00 |
35.8% |
248.75 |
2.2% |
97% |
True |
False |
237,968 |
| 120 |
11,438.00 |
6,626.00 |
4,812.00 |
42.5% |
297.75 |
2.6% |
98% |
True |
False |
198,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,028.75 |
|
2.618 |
11,802.00 |
|
1.618 |
11,663.00 |
|
1.000 |
11,577.00 |
|
0.618 |
11,524.00 |
|
HIGH |
11,438.00 |
|
0.618 |
11,385.00 |
|
0.500 |
11,368.50 |
|
0.382 |
11,352.00 |
|
LOW |
11,299.00 |
|
0.618 |
11,213.00 |
|
1.000 |
11,160.00 |
|
1.618 |
11,074.00 |
|
2.618 |
10,935.00 |
|
4.250 |
10,708.25 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,368.50 |
11,318.00 |
| PP |
11,356.25 |
11,304.00 |
| S1 |
11,344.25 |
11,290.00 |
|