| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
13,008.0 |
12,966.0 |
-42.0 |
-0.3% |
12,690.5 |
| High |
13,021.5 |
12,966.0 |
-55.5 |
-0.4% |
13,070.0 |
| Low |
12,940.0 |
12,770.0 |
-170.0 |
-1.3% |
12,590.0 |
| Close |
12,990.0 |
12,878.0 |
-112.0 |
-0.9% |
12,878.0 |
| Range |
81.5 |
196.0 |
114.5 |
140.5% |
480.0 |
| ATR |
219.2 |
219.2 |
0.1 |
0.0% |
0.0 |
| Volume |
48 |
29 |
-19 |
-39.6% |
225 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,459.3 |
13,364.7 |
12,985.8 |
|
| R3 |
13,263.3 |
13,168.7 |
12,931.9 |
|
| R2 |
13,067.3 |
13,067.3 |
12,913.9 |
|
| R1 |
12,972.7 |
12,972.7 |
12,896.0 |
12,922.0 |
| PP |
12,871.3 |
12,871.3 |
12,871.3 |
12,846.0 |
| S1 |
12,776.7 |
12,776.7 |
12,860.0 |
12,726.0 |
| S2 |
12,675.3 |
12,675.3 |
12,842.1 |
|
| S3 |
12,479.3 |
12,580.7 |
12,824.1 |
|
| S4 |
12,283.3 |
12,384.7 |
12,770.2 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,286.0 |
14,062.0 |
13,142.0 |
|
| R3 |
13,806.0 |
13,582.0 |
13,010.0 |
|
| R2 |
13,326.0 |
13,326.0 |
12,966.0 |
|
| R1 |
13,102.0 |
13,102.0 |
12,922.0 |
13,214.0 |
| PP |
12,846.0 |
12,846.0 |
12,846.0 |
12,902.0 |
| S1 |
12,622.0 |
12,622.0 |
12,834.0 |
12,734.0 |
| S2 |
12,366.0 |
12,366.0 |
12,790.0 |
|
| S3 |
11,886.0 |
12,142.0 |
12,746.0 |
|
| S4 |
11,406.0 |
11,662.0 |
12,614.0 |
|
|
| 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 |
12,590.0 |
480.0 |
3.7% |
169.9 |
1.3% |
60% |
False |
False |
45 |
| 10 |
13,070.0 |
12,320.0 |
750.0 |
5.8% |
184.2 |
1.4% |
74% |
False |
False |
65 |
| 20 |
13,272.5 |
12,207.0 |
1,065.5 |
8.3% |
194.6 |
1.5% |
63% |
False |
False |
83 |
| 40 |
13,272.5 |
11,929.0 |
1,343.5 |
10.4% |
201.8 |
1.6% |
71% |
False |
False |
79 |
| 60 |
13,272.5 |
11,337.5 |
1,935.0 |
15.0% |
187.7 |
1.5% |
80% |
False |
False |
62 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.9% |
157.3 |
1.2% |
87% |
False |
False |
55 |
| 100 |
13,272.5 |
9,411.0 |
3,861.5 |
30.0% |
154.0 |
1.2% |
90% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,799.0 |
|
2.618 |
13,479.1 |
|
1.618 |
13,283.1 |
|
1.000 |
13,162.0 |
|
0.618 |
13,087.1 |
|
HIGH |
12,966.0 |
|
0.618 |
12,891.1 |
|
0.500 |
12,868.0 |
|
0.382 |
12,844.9 |
|
LOW |
12,770.0 |
|
0.618 |
12,648.9 |
|
1.000 |
12,574.0 |
|
1.618 |
12,452.9 |
|
2.618 |
12,256.9 |
|
4.250 |
11,937.0 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,874.7 |
12,920.0 |
| PP |
12,871.3 |
12,906.0 |
| S1 |
12,868.0 |
12,892.0 |
|