| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,052.25 |
10,919.50 |
-132.75 |
-1.2% |
10,911.00 |
| High |
11,139.00 |
11,167.75 |
28.75 |
0.3% |
11,264.75 |
| Low |
10,830.25 |
10,864.75 |
34.50 |
0.3% |
10,862.00 |
| Close |
10,861.75 |
11,109.75 |
248.00 |
2.3% |
11,106.25 |
| Range |
308.75 |
303.00 |
-5.75 |
-1.9% |
402.75 |
| ATR |
239.15 |
243.93 |
4.77 |
2.0% |
0.00 |
| Volume |
696 |
435 |
-261 |
-37.5% |
2,506 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,956.50 |
11,836.00 |
11,276.50 |
|
| R3 |
11,653.50 |
11,533.00 |
11,193.00 |
|
| R2 |
11,350.50 |
11,350.50 |
11,165.25 |
|
| R1 |
11,230.00 |
11,230.00 |
11,137.50 |
11,290.25 |
| PP |
11,047.50 |
11,047.50 |
11,047.50 |
11,077.50 |
| S1 |
10,927.00 |
10,927.00 |
11,082.00 |
10,987.25 |
| S2 |
10,744.50 |
10,744.50 |
11,054.25 |
|
| S3 |
10,441.50 |
10,624.00 |
11,026.50 |
|
| S4 |
10,138.50 |
10,321.00 |
10,943.00 |
|
|
| 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 |
10,830.25 |
434.50 |
3.9% |
257.50 |
2.3% |
64% |
False |
False |
471 |
| 10 |
11,264.75 |
10,489.00 |
775.75 |
7.0% |
231.00 |
2.1% |
80% |
False |
False |
581 |
| 20 |
11,264.75 |
10,288.00 |
976.75 |
8.8% |
245.25 |
2.2% |
84% |
False |
False |
577 |
| 40 |
11,264.75 |
9,720.25 |
1,544.50 |
13.9% |
244.50 |
2.2% |
90% |
False |
False |
535 |
| 60 |
11,264.75 |
9,168.00 |
2,096.75 |
18.9% |
228.50 |
2.1% |
93% |
False |
False |
370 |
| 80 |
11,264.75 |
8,348.50 |
2,916.25 |
26.2% |
219.50 |
2.0% |
95% |
False |
False |
278 |
| 100 |
11,264.75 |
6,626.75 |
4,638.00 |
41.7% |
228.50 |
2.1% |
97% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,455.50 |
|
2.618 |
11,961.00 |
|
1.618 |
11,658.00 |
|
1.000 |
11,470.75 |
|
0.618 |
11,355.00 |
|
HIGH |
11,167.75 |
|
0.618 |
11,052.00 |
|
0.500 |
11,016.25 |
|
0.382 |
10,980.50 |
|
LOW |
10,864.75 |
|
0.618 |
10,677.50 |
|
1.000 |
10,561.75 |
|
1.618 |
10,374.50 |
|
2.618 |
10,071.50 |
|
4.250 |
9,577.00 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,078.50 |
11,072.75 |
| PP |
11,047.50 |
11,036.00 |
| S1 |
11,016.25 |
10,999.00 |
|