| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,480.00 |
11,581.00 |
101.00 |
0.9% |
11,145.00 |
| High |
11,573.50 |
11,722.50 |
149.00 |
1.3% |
11,573.50 |
| Low |
11,407.00 |
11,528.25 |
121.25 |
1.1% |
11,142.25 |
| Close |
11,562.00 |
11,636.25 |
74.25 |
0.6% |
11,562.00 |
| Range |
166.50 |
194.25 |
27.75 |
16.7% |
431.25 |
| ATR |
219.38 |
217.59 |
-1.80 |
-0.8% |
0.00 |
| Volume |
414,226 |
617,004 |
202,778 |
49.0% |
1,799,475 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,211.75 |
12,118.25 |
11,743.00 |
|
| R3 |
12,017.50 |
11,924.00 |
11,689.75 |
|
| R2 |
11,823.25 |
11,823.25 |
11,671.75 |
|
| R1 |
11,729.75 |
11,729.75 |
11,654.00 |
11,776.50 |
| PP |
11,629.00 |
11,629.00 |
11,629.00 |
11,652.50 |
| S1 |
11,535.50 |
11,535.50 |
11,618.50 |
11,582.25 |
| S2 |
11,434.75 |
11,434.75 |
11,600.75 |
|
| S3 |
11,240.50 |
11,341.25 |
11,582.75 |
|
| S4 |
11,046.25 |
11,147.00 |
11,529.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,719.75 |
12,572.00 |
11,799.25 |
|
| R3 |
12,288.50 |
12,140.75 |
11,680.50 |
|
| R2 |
11,857.25 |
11,857.25 |
11,641.00 |
|
| R1 |
11,709.50 |
11,709.50 |
11,601.50 |
11,783.50 |
| PP |
11,426.00 |
11,426.00 |
11,426.00 |
11,462.75 |
| S1 |
11,278.25 |
11,278.25 |
11,522.50 |
11,352.00 |
| S2 |
10,994.75 |
10,994.75 |
11,483.00 |
|
| S3 |
10,563.50 |
10,847.00 |
11,443.50 |
|
| S4 |
10,132.25 |
10,415.75 |
11,324.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,722.50 |
11,221.50 |
501.00 |
4.3% |
184.50 |
1.6% |
83% |
True |
False |
434,015 |
| 10 |
11,722.50 |
10,845.50 |
877.00 |
7.5% |
201.25 |
1.7% |
90% |
True |
False |
422,474 |
| 20 |
11,722.50 |
10,502.75 |
1,219.75 |
10.5% |
209.00 |
1.8% |
93% |
True |
False |
438,178 |
| 40 |
11,722.50 |
9,728.75 |
1,993.75 |
17.1% |
236.25 |
2.0% |
96% |
True |
False |
494,837 |
| 60 |
11,722.50 |
9,368.25 |
2,354.25 |
20.2% |
238.00 |
2.0% |
96% |
True |
False |
420,149 |
| 80 |
11,722.50 |
8,545.00 |
3,177.50 |
27.3% |
234.00 |
2.0% |
97% |
True |
False |
315,241 |
| 100 |
11,722.50 |
7,378.00 |
4,344.50 |
37.3% |
244.25 |
2.1% |
98% |
True |
False |
252,277 |
| 120 |
11,722.50 |
6,626.00 |
5,096.50 |
43.8% |
291.25 |
2.5% |
98% |
True |
False |
210,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,548.00 |
|
2.618 |
12,231.00 |
|
1.618 |
12,036.75 |
|
1.000 |
11,916.75 |
|
0.618 |
11,842.50 |
|
HIGH |
11,722.50 |
|
0.618 |
11,648.25 |
|
0.500 |
11,625.50 |
|
0.382 |
11,602.50 |
|
LOW |
11,528.25 |
|
0.618 |
11,408.25 |
|
1.000 |
11,334.00 |
|
1.618 |
11,214.00 |
|
2.618 |
11,019.75 |
|
4.250 |
10,702.75 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,632.50 |
11,581.50 |
| PP |
11,629.00 |
11,526.75 |
| S1 |
11,625.50 |
11,472.00 |
|