| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
12,900.0 |
12,874.0 |
-26.0 |
-0.2% |
12,690.5 |
| High |
12,930.0 |
13,000.0 |
70.0 |
0.5% |
13,070.0 |
| Low |
12,890.0 |
12,811.5 |
-78.5 |
-0.6% |
12,590.0 |
| Close |
12,913.0 |
12,833.0 |
-80.0 |
-0.6% |
12,878.0 |
| Range |
40.0 |
188.5 |
148.5 |
371.3% |
480.0 |
| ATR |
207.3 |
205.9 |
-1.3 |
-0.6% |
0.0 |
| Volume |
31 |
100 |
69 |
222.6% |
225 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,447.0 |
13,328.5 |
12,936.7 |
|
| R3 |
13,258.5 |
13,140.0 |
12,884.8 |
|
| R2 |
13,070.0 |
13,070.0 |
12,867.6 |
|
| R1 |
12,951.5 |
12,951.5 |
12,850.3 |
12,916.5 |
| PP |
12,881.5 |
12,881.5 |
12,881.5 |
12,864.0 |
| S1 |
12,763.0 |
12,763.0 |
12,815.7 |
12,728.0 |
| S2 |
12,693.0 |
12,693.0 |
12,798.4 |
|
| S3 |
12,504.5 |
12,574.5 |
12,781.2 |
|
| S4 |
12,316.0 |
12,386.0 |
12,729.3 |
|
|
| 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 |
12,770.0 |
300.0 |
2.3% |
151.6 |
1.2% |
21% |
False |
False |
55 |
| 10 |
13,070.0 |
12,537.5 |
532.5 |
4.1% |
157.3 |
1.2% |
55% |
False |
False |
52 |
| 20 |
13,165.0 |
12,207.0 |
958.0 |
7.5% |
183.5 |
1.4% |
65% |
False |
False |
78 |
| 40 |
13,272.5 |
11,929.0 |
1,343.5 |
10.5% |
193.3 |
1.5% |
67% |
False |
False |
77 |
| 60 |
13,272.5 |
11,570.0 |
1,702.5 |
13.3% |
191.3 |
1.5% |
74% |
False |
False |
64 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
24.0% |
159.7 |
1.2% |
86% |
False |
False |
54 |
| 100 |
13,272.5 |
9,411.0 |
3,861.5 |
30.1% |
154.2 |
1.2% |
89% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,801.1 |
|
2.618 |
13,493.5 |
|
1.618 |
13,305.0 |
|
1.000 |
13,188.5 |
|
0.618 |
13,116.5 |
|
HIGH |
13,000.0 |
|
0.618 |
12,928.0 |
|
0.500 |
12,905.8 |
|
0.382 |
12,883.5 |
|
LOW |
12,811.5 |
|
0.618 |
12,695.0 |
|
1.000 |
12,623.0 |
|
1.618 |
12,506.5 |
|
2.618 |
12,318.0 |
|
4.250 |
12,010.4 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,905.8 |
12,885.0 |
| PP |
12,881.5 |
12,867.7 |
| S1 |
12,857.3 |
12,850.3 |
|