| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
12,852.0 |
13,008.0 |
156.0 |
1.2% |
12,320.0 |
| High |
13,070.0 |
13,021.5 |
-48.5 |
-0.4% |
12,770.0 |
| Low |
12,818.0 |
12,940.0 |
122.0 |
1.0% |
12,320.0 |
| Close |
13,042.0 |
12,990.0 |
-52.0 |
-0.4% |
12,629.5 |
| Range |
252.0 |
81.5 |
-170.5 |
-67.7% |
450.0 |
| ATR |
228.2 |
219.2 |
-9.0 |
-3.9% |
0.0 |
| Volume |
69 |
48 |
-21 |
-30.4% |
433 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,228.3 |
13,190.7 |
13,034.8 |
|
| R3 |
13,146.8 |
13,109.2 |
13,012.4 |
|
| R2 |
13,065.3 |
13,065.3 |
13,004.9 |
|
| R1 |
13,027.7 |
13,027.7 |
12,997.5 |
13,005.8 |
| PP |
12,983.8 |
12,983.8 |
12,983.8 |
12,972.9 |
| S1 |
12,946.2 |
12,946.2 |
12,982.5 |
12,924.3 |
| S2 |
12,902.3 |
12,902.3 |
12,975.1 |
|
| S3 |
12,820.8 |
12,864.7 |
12,967.6 |
|
| S4 |
12,739.3 |
12,783.2 |
12,945.2 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,923.2 |
13,726.3 |
12,877.0 |
|
| R3 |
13,473.2 |
13,276.3 |
12,753.3 |
|
| R2 |
13,023.2 |
13,023.2 |
12,712.0 |
|
| R1 |
12,826.3 |
12,826.3 |
12,670.8 |
12,924.8 |
| PP |
12,573.2 |
12,573.2 |
12,573.2 |
12,622.4 |
| S1 |
12,376.3 |
12,376.3 |
12,588.3 |
12,474.8 |
| S2 |
12,123.2 |
12,123.2 |
12,547.0 |
|
| S3 |
11,673.2 |
11,926.3 |
12,505.8 |
|
| S4 |
11,223.2 |
11,476.3 |
12,382.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,070.0 |
12,542.0 |
528.0 |
4.1% |
158.3 |
1.2% |
85% |
False |
False |
41 |
| 10 |
13,070.0 |
12,207.0 |
863.0 |
6.6% |
191.4 |
1.5% |
91% |
False |
False |
72 |
| 20 |
13,272.5 |
12,207.0 |
1,065.5 |
8.2% |
188.1 |
1.4% |
73% |
False |
False |
85 |
| 40 |
13,272.5 |
11,929.0 |
1,343.5 |
10.3% |
201.6 |
1.6% |
79% |
False |
False |
80 |
| 60 |
13,272.5 |
10,882.5 |
2,390.0 |
18.4% |
187.1 |
1.4% |
88% |
False |
False |
61 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.7% |
156.1 |
1.2% |
91% |
False |
False |
55 |
| 100 |
13,272.5 |
9,080.0 |
4,192.5 |
32.3% |
156.9 |
1.2% |
93% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,367.9 |
|
2.618 |
13,234.9 |
|
1.618 |
13,153.4 |
|
1.000 |
13,103.0 |
|
0.618 |
13,071.9 |
|
HIGH |
13,021.5 |
|
0.618 |
12,990.4 |
|
0.500 |
12,980.8 |
|
0.382 |
12,971.1 |
|
LOW |
12,940.0 |
|
0.618 |
12,889.6 |
|
1.000 |
12,858.5 |
|
1.618 |
12,808.1 |
|
2.618 |
12,726.6 |
|
4.250 |
12,593.6 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,986.9 |
12,971.7 |
| PP |
12,983.8 |
12,953.3 |
| S1 |
12,980.8 |
12,935.0 |
|