| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
10,919.50 |
11,106.25 |
186.75 |
1.7% |
10,911.00 |
| High |
11,167.75 |
11,248.75 |
81.00 |
0.7% |
11,264.75 |
| Low |
10,864.75 |
11,080.25 |
215.50 |
2.0% |
10,862.00 |
| Close |
11,109.75 |
11,158.50 |
48.75 |
0.4% |
11,106.25 |
| Range |
303.00 |
168.50 |
-134.50 |
-44.4% |
402.75 |
| ATR |
243.93 |
238.54 |
-5.39 |
-2.2% |
0.00 |
| Volume |
435 |
671 |
236 |
54.3% |
2,506 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,668.00 |
11,581.75 |
11,251.25 |
|
| R3 |
11,499.50 |
11,413.25 |
11,204.75 |
|
| R2 |
11,331.00 |
11,331.00 |
11,189.50 |
|
| R1 |
11,244.75 |
11,244.75 |
11,174.00 |
11,288.00 |
| PP |
11,162.50 |
11,162.50 |
11,162.50 |
11,184.00 |
| S1 |
11,076.25 |
11,076.25 |
11,143.00 |
11,119.50 |
| S2 |
10,994.00 |
10,994.00 |
11,127.50 |
|
| S3 |
10,825.50 |
10,907.75 |
11,112.25 |
|
| S4 |
10,657.00 |
10,739.25 |
11,065.75 |
|
|
| 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% |
248.00 |
2.2% |
76% |
False |
False |
546 |
| 10 |
11,264.75 |
10,676.25 |
588.50 |
5.3% |
209.00 |
1.9% |
82% |
False |
False |
574 |
| 20 |
11,264.75 |
10,288.00 |
976.75 |
8.8% |
242.75 |
2.2% |
89% |
False |
False |
579 |
| 40 |
11,264.75 |
9,720.25 |
1,544.50 |
13.8% |
246.00 |
2.2% |
93% |
False |
False |
550 |
| 60 |
11,264.75 |
9,168.00 |
2,096.75 |
18.8% |
229.75 |
2.1% |
95% |
False |
False |
381 |
| 80 |
11,264.75 |
8,407.00 |
2,857.75 |
25.6% |
216.75 |
1.9% |
96% |
False |
False |
286 |
| 100 |
11,264.75 |
7,320.75 |
3,944.00 |
35.3% |
223.50 |
2.0% |
97% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,965.00 |
|
2.618 |
11,690.00 |
|
1.618 |
11,521.50 |
|
1.000 |
11,417.25 |
|
0.618 |
11,353.00 |
|
HIGH |
11,248.75 |
|
0.618 |
11,184.50 |
|
0.500 |
11,164.50 |
|
0.382 |
11,144.50 |
|
LOW |
11,080.25 |
|
0.618 |
10,976.00 |
|
1.000 |
10,911.75 |
|
1.618 |
10,807.50 |
|
2.618 |
10,639.00 |
|
4.250 |
10,364.00 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,164.50 |
11,118.75 |
| PP |
11,162.50 |
11,079.25 |
| S1 |
11,160.50 |
11,039.50 |
|