| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
12,865.0 |
12,860.0 |
-5.0 |
0.0% |
12,690.5 |
| High |
12,960.0 |
12,860.0 |
-100.0 |
-0.8% |
13,070.0 |
| Low |
12,865.0 |
12,770.0 |
-95.0 |
-0.7% |
12,590.0 |
| Close |
12,956.0 |
12,806.5 |
-149.5 |
-1.2% |
12,878.0 |
| Range |
95.0 |
90.0 |
-5.0 |
-5.3% |
480.0 |
| ATR |
200.3 |
199.3 |
-1.0 |
-0.5% |
0.0 |
| Volume |
52 |
98 |
46 |
88.5% |
225 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,082.2 |
13,034.3 |
12,856.0 |
|
| R3 |
12,992.2 |
12,944.3 |
12,831.3 |
|
| R2 |
12,902.2 |
12,902.2 |
12,823.0 |
|
| R1 |
12,854.3 |
12,854.3 |
12,814.8 |
12,833.3 |
| PP |
12,812.2 |
12,812.2 |
12,812.2 |
12,801.6 |
| S1 |
12,764.3 |
12,764.3 |
12,798.3 |
12,743.3 |
| S2 |
12,722.2 |
12,722.2 |
12,790.0 |
|
| S3 |
12,632.2 |
12,674.3 |
12,781.8 |
|
| S4 |
12,542.2 |
12,584.3 |
12,757.0 |
|
|
| 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 |
13,000.0 |
12,770.0 |
230.0 |
1.8% |
121.9 |
1.0% |
16% |
False |
True |
62 |
| 10 |
13,070.0 |
12,542.0 |
528.0 |
4.1% |
140.1 |
1.1% |
50% |
False |
False |
51 |
| 20 |
13,070.0 |
12,207.0 |
863.0 |
6.7% |
177.9 |
1.4% |
69% |
False |
False |
80 |
| 40 |
13,272.5 |
11,962.0 |
1,310.5 |
10.2% |
180.3 |
1.4% |
64% |
False |
False |
78 |
| 60 |
13,272.5 |
11,570.0 |
1,702.5 |
13.3% |
192.7 |
1.5% |
73% |
False |
False |
65 |
| 80 |
13,272.5 |
10,193.0 |
3,079.5 |
24.0% |
160.8 |
1.3% |
85% |
False |
False |
55 |
| 100 |
13,272.5 |
9,411.0 |
3,861.5 |
30.2% |
151.4 |
1.2% |
88% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,242.5 |
|
2.618 |
13,095.6 |
|
1.618 |
13,005.6 |
|
1.000 |
12,950.0 |
|
0.618 |
12,915.6 |
|
HIGH |
12,860.0 |
|
0.618 |
12,825.6 |
|
0.500 |
12,815.0 |
|
0.382 |
12,804.4 |
|
LOW |
12,770.0 |
|
0.618 |
12,714.4 |
|
1.000 |
12,680.0 |
|
1.618 |
12,624.4 |
|
2.618 |
12,534.4 |
|
4.250 |
12,387.5 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,815.0 |
12,885.0 |
| PP |
12,812.2 |
12,858.8 |
| S1 |
12,809.3 |
12,832.7 |
|