Trading Metrics calculated at close of trading on 10-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,241.00 |
11,117.00 |
-124.00 |
-1.1% |
10,911.00 |
High |
11,264.75 |
11,130.00 |
-134.75 |
-1.2% |
11,264.75 |
Low |
11,020.00 |
10,915.00 |
-105.00 |
-1.0% |
10,862.00 |
Close |
11,106.25 |
11,055.75 |
-50.50 |
-0.5% |
11,106.25 |
Range |
244.75 |
215.00 |
-29.75 |
-12.2% |
402.75 |
ATR |
235.25 |
233.80 |
-1.45 |
-0.6% |
0.00 |
Volume |
554 |
377 |
-177 |
-31.9% |
2,506 |
|
Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,678.50 |
11,582.25 |
11,174.00 |
|
R3 |
11,463.50 |
11,367.25 |
11,115.00 |
|
R2 |
11,248.50 |
11,248.50 |
11,095.25 |
|
R1 |
11,152.25 |
11,152.25 |
11,075.50 |
11,093.00 |
PP |
11,033.50 |
11,033.50 |
11,033.50 |
11,004.00 |
S1 |
10,937.25 |
10,937.25 |
11,036.00 |
10,878.00 |
S2 |
10,818.50 |
10,818.50 |
11,016.25 |
|
S3 |
10,603.50 |
10,722.25 |
10,996.50 |
|
S4 |
10,388.50 |
10,507.25 |
10,937.50 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,286.00 |
12,098.75 |
11,327.75 |
|
R3 |
11,883.25 |
11,696.00 |
11,217.00 |
|
R2 |
11,480.50 |
11,480.50 |
11,180.00 |
|
R1 |
11,293.25 |
11,293.25 |
11,143.25 |
11,387.00 |
PP |
11,077.75 |
11,077.75 |
11,077.75 |
11,124.50 |
S1 |
10,890.50 |
10,890.50 |
11,069.25 |
10,984.00 |
S2 |
10,675.00 |
10,675.00 |
11,032.50 |
|
S3 |
10,272.25 |
10,487.75 |
10,995.50 |
|
S4 |
9,869.50 |
10,085.00 |
10,884.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,264.75 |
10,915.00 |
349.75 |
3.2% |
174.25 |
1.6% |
40% |
False |
True |
432 |
10 |
11,264.75 |
10,489.00 |
775.75 |
7.0% |
212.50 |
1.9% |
73% |
False |
False |
556 |
20 |
11,264.75 |
10,288.00 |
976.75 |
8.8% |
241.75 |
2.2% |
79% |
False |
False |
642 |
40 |
11,264.75 |
9,390.50 |
1,874.25 |
17.0% |
243.75 |
2.2% |
89% |
False |
False |
508 |
60 |
11,264.75 |
8,919.00 |
2,345.75 |
21.2% |
223.75 |
2.0% |
91% |
False |
False |
351 |
80 |
11,264.75 |
8,348.50 |
2,916.25 |
26.4% |
217.00 |
2.0% |
93% |
False |
False |
264 |
100 |
11,264.75 |
6,626.75 |
4,638.00 |
42.0% |
234.50 |
2.1% |
95% |
False |
False |
211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,043.75 |
2.618 |
11,692.75 |
1.618 |
11,477.75 |
1.000 |
11,345.00 |
0.618 |
11,262.75 |
HIGH |
11,130.00 |
0.618 |
11,047.75 |
0.500 |
11,022.50 |
0.382 |
10,997.25 |
LOW |
10,915.00 |
0.618 |
10,782.25 |
1.000 |
10,700.00 |
1.618 |
10,567.25 |
2.618 |
10,352.25 |
4.250 |
10,001.25 |
|
|
Fisher Pivots for day following 10-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,044.75 |
11,090.00 |
PP |
11,033.50 |
11,078.50 |
S1 |
11,022.50 |
11,067.00 |
|