| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,106.25 |
11,173.00 |
66.75 |
0.6% |
11,117.00 |
| High |
11,248.75 |
11,220.00 |
-28.75 |
-0.3% |
11,248.75 |
| Low |
11,080.25 |
11,080.00 |
-0.25 |
0.0% |
10,830.25 |
| Close |
11,158.50 |
11,117.50 |
-41.00 |
-0.4% |
11,117.50 |
| Range |
168.50 |
140.00 |
-28.50 |
-16.9% |
418.50 |
| ATR |
238.54 |
231.50 |
-7.04 |
-3.0% |
0.00 |
| Volume |
671 |
393 |
-278 |
-41.4% |
2,572 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,559.25 |
11,478.25 |
11,194.50 |
|
| R3 |
11,419.25 |
11,338.25 |
11,156.00 |
|
| R2 |
11,279.25 |
11,279.25 |
11,143.25 |
|
| R1 |
11,198.25 |
11,198.25 |
11,130.25 |
11,168.75 |
| PP |
11,139.25 |
11,139.25 |
11,139.25 |
11,124.50 |
| S1 |
11,058.25 |
11,058.25 |
11,104.75 |
11,028.75 |
| S2 |
10,999.25 |
10,999.25 |
11,091.75 |
|
| S3 |
10,859.25 |
10,918.25 |
11,079.00 |
|
| S4 |
10,719.25 |
10,778.25 |
11,040.50 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,321.00 |
12,137.75 |
11,347.75 |
|
| R3 |
11,902.50 |
11,719.25 |
11,232.50 |
|
| R2 |
11,484.00 |
11,484.00 |
11,194.25 |
|
| R1 |
11,300.75 |
11,300.75 |
11,155.75 |
11,392.50 |
| PP |
11,065.50 |
11,065.50 |
11,065.50 |
11,111.25 |
| S1 |
10,882.25 |
10,882.25 |
11,079.25 |
10,974.00 |
| S2 |
10,647.00 |
10,647.00 |
11,040.75 |
|
| S3 |
10,228.50 |
10,463.75 |
11,002.50 |
|
| S4 |
9,810.00 |
10,045.25 |
10,887.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,248.75 |
10,830.25 |
418.50 |
3.8% |
227.00 |
2.0% |
69% |
False |
False |
514 |
| 10 |
11,264.75 |
10,830.25 |
434.50 |
3.9% |
198.50 |
1.8% |
66% |
False |
False |
507 |
| 20 |
11,264.75 |
10,288.00 |
976.75 |
8.8% |
242.75 |
2.2% |
85% |
False |
False |
589 |
| 40 |
11,264.75 |
9,720.25 |
1,544.50 |
13.9% |
245.75 |
2.2% |
90% |
False |
False |
559 |
| 60 |
11,264.75 |
9,168.00 |
2,096.75 |
18.9% |
228.75 |
2.1% |
93% |
False |
False |
388 |
| 80 |
11,264.75 |
8,505.50 |
2,759.25 |
24.8% |
215.25 |
1.9% |
95% |
False |
False |
291 |
| 100 |
11,264.75 |
7,320.75 |
3,944.00 |
35.5% |
224.75 |
2.0% |
96% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,815.00 |
|
2.618 |
11,586.50 |
|
1.618 |
11,446.50 |
|
1.000 |
11,360.00 |
|
0.618 |
11,306.50 |
|
HIGH |
11,220.00 |
|
0.618 |
11,166.50 |
|
0.500 |
11,150.00 |
|
0.382 |
11,133.50 |
|
LOW |
11,080.00 |
|
0.618 |
10,993.50 |
|
1.000 |
10,940.00 |
|
1.618 |
10,853.50 |
|
2.618 |
10,713.50 |
|
4.250 |
10,485.00 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,150.00 |
11,097.25 |
| PP |
11,139.25 |
11,077.00 |
| S1 |
11,128.25 |
11,056.75 |
|