| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,581.00 |
11,636.00 |
55.00 |
0.5% |
11,145.00 |
| High |
11,722.50 |
11,742.25 |
19.75 |
0.2% |
11,573.50 |
| Low |
11,528.25 |
11,574.75 |
46.50 |
0.4% |
11,142.25 |
| Close |
11,636.25 |
11,726.25 |
90.00 |
0.8% |
11,562.00 |
| Range |
194.25 |
167.50 |
-26.75 |
-13.8% |
431.25 |
| ATR |
217.59 |
214.01 |
-3.58 |
-1.6% |
0.00 |
| Volume |
617,004 |
495,891 |
-121,113 |
-19.6% |
1,799,475 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,183.50 |
12,122.50 |
11,818.50 |
|
| R3 |
12,016.00 |
11,955.00 |
11,772.25 |
|
| R2 |
11,848.50 |
11,848.50 |
11,757.00 |
|
| R1 |
11,787.50 |
11,787.50 |
11,741.50 |
11,818.00 |
| PP |
11,681.00 |
11,681.00 |
11,681.00 |
11,696.50 |
| S1 |
11,620.00 |
11,620.00 |
11,711.00 |
11,650.50 |
| S2 |
11,513.50 |
11,513.50 |
11,695.50 |
|
| S3 |
11,346.00 |
11,452.50 |
11,680.25 |
|
| S4 |
11,178.50 |
11,285.00 |
11,634.00 |
|
|
| 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 |
11,742.25 |
11,221.50 |
520.75 |
4.4% |
188.50 |
1.6% |
97% |
True |
False |
467,830 |
| 10 |
11,742.25 |
10,878.50 |
863.75 |
7.4% |
186.75 |
1.6% |
98% |
True |
False |
415,888 |
| 20 |
11,742.25 |
10,502.75 |
1,239.50 |
10.6% |
205.25 |
1.8% |
99% |
True |
False |
440,710 |
| 40 |
11,742.25 |
9,940.25 |
1,802.00 |
15.4% |
233.75 |
2.0% |
99% |
True |
False |
495,245 |
| 60 |
11,742.25 |
9,368.25 |
2,374.00 |
20.2% |
238.25 |
2.0% |
99% |
True |
False |
428,402 |
| 80 |
11,742.25 |
8,545.00 |
3,197.25 |
27.3% |
233.50 |
2.0% |
99% |
True |
False |
321,436 |
| 100 |
11,742.25 |
7,426.00 |
4,316.25 |
36.8% |
243.25 |
2.1% |
100% |
True |
False |
257,230 |
| 120 |
11,742.25 |
6,626.00 |
5,116.25 |
43.6% |
290.50 |
2.5% |
100% |
True |
False |
214,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,454.00 |
|
2.618 |
12,180.75 |
|
1.618 |
12,013.25 |
|
1.000 |
11,909.75 |
|
0.618 |
11,845.75 |
|
HIGH |
11,742.25 |
|
0.618 |
11,678.25 |
|
0.500 |
11,658.50 |
|
0.382 |
11,638.75 |
|
LOW |
11,574.75 |
|
0.618 |
11,471.25 |
|
1.000 |
11,407.25 |
|
1.618 |
11,303.75 |
|
2.618 |
11,136.25 |
|
4.250 |
10,863.00 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,703.75 |
11,675.75 |
| PP |
11,681.00 |
11,625.25 |
| S1 |
11,658.50 |
11,574.50 |
|