| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,414.25 |
11,327.00 |
-87.25 |
-0.8% |
11,140.25 |
| High |
11,438.00 |
11,496.50 |
58.50 |
0.5% |
11,266.00 |
| Low |
11,299.00 |
11,221.50 |
-77.50 |
-0.7% |
10,845.50 |
| Close |
11,332.00 |
11,477.25 |
145.25 |
1.3% |
11,133.75 |
| Range |
139.00 |
275.00 |
136.00 |
97.8% |
420.50 |
| ATR |
219.48 |
223.45 |
3.97 |
1.8% |
0.00 |
| Volume |
410,893 |
401,137 |
-9,756 |
-2.4% |
2,293,995 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,223.50 |
12,125.25 |
11,628.50 |
|
| R3 |
11,948.50 |
11,850.25 |
11,553.00 |
|
| R2 |
11,673.50 |
11,673.50 |
11,527.75 |
|
| R1 |
11,575.25 |
11,575.25 |
11,502.50 |
11,624.50 |
| PP |
11,398.50 |
11,398.50 |
11,398.50 |
11,423.00 |
| S1 |
11,300.25 |
11,300.25 |
11,452.00 |
11,349.50 |
| S2 |
11,123.50 |
11,123.50 |
11,426.75 |
|
| S3 |
10,848.50 |
11,025.25 |
11,401.50 |
|
| S4 |
10,573.50 |
10,750.25 |
11,326.00 |
|
|
| 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 |
11,496.50 |
11,096.00 |
400.50 |
3.5% |
172.25 |
1.5% |
95% |
True |
False |
356,773 |
| 10 |
11,496.50 |
10,845.50 |
651.00 |
5.7% |
213.00 |
1.9% |
97% |
True |
False |
421,179 |
| 20 |
11,496.50 |
10,301.00 |
1,195.50 |
10.4% |
220.00 |
1.9% |
98% |
True |
False |
441,481 |
| 40 |
11,496.50 |
9,728.75 |
1,767.75 |
15.4% |
240.25 |
2.1% |
99% |
True |
False |
496,316 |
| 60 |
11,496.50 |
9,305.00 |
2,191.50 |
19.1% |
239.50 |
2.1% |
99% |
True |
False |
402,993 |
| 80 |
11,496.50 |
8,545.00 |
2,951.50 |
25.7% |
237.50 |
2.1% |
99% |
True |
False |
302,359 |
| 100 |
11,496.50 |
7,378.00 |
4,118.50 |
35.9% |
246.50 |
2.1% |
100% |
True |
False |
241,975 |
| 120 |
11,496.50 |
6,626.00 |
4,870.50 |
42.4% |
295.50 |
2.6% |
100% |
True |
False |
201,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,665.25 |
|
2.618 |
12,216.50 |
|
1.618 |
11,941.50 |
|
1.000 |
11,771.50 |
|
0.618 |
11,666.50 |
|
HIGH |
11,496.50 |
|
0.618 |
11,391.50 |
|
0.500 |
11,359.00 |
|
0.382 |
11,326.50 |
|
LOW |
11,221.50 |
|
0.618 |
11,051.50 |
|
1.000 |
10,946.50 |
|
1.618 |
10,776.50 |
|
2.618 |
10,501.50 |
|
4.250 |
10,052.75 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,437.75 |
11,437.75 |
| PP |
11,398.50 |
11,398.50 |
| S1 |
11,359.00 |
11,359.00 |
|