| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,173.00 |
11,135.75 |
-37.25 |
-0.3% |
11,117.00 |
| High |
11,220.00 |
11,284.25 |
64.25 |
0.6% |
11,248.75 |
| Low |
11,080.00 |
11,134.75 |
54.75 |
0.5% |
10,830.25 |
| Close |
11,117.50 |
11,270.25 |
152.75 |
1.4% |
11,117.50 |
| Range |
140.00 |
149.50 |
9.50 |
6.8% |
418.50 |
| ATR |
231.50 |
226.88 |
-4.63 |
-2.0% |
0.00 |
| Volume |
393 |
237 |
-156 |
-39.7% |
2,572 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,678.25 |
11,623.75 |
11,352.50 |
|
| R3 |
11,528.75 |
11,474.25 |
11,311.25 |
|
| R2 |
11,379.25 |
11,379.25 |
11,297.75 |
|
| R1 |
11,324.75 |
11,324.75 |
11,284.00 |
11,352.00 |
| PP |
11,229.75 |
11,229.75 |
11,229.75 |
11,243.50 |
| S1 |
11,175.25 |
11,175.25 |
11,256.50 |
11,202.50 |
| S2 |
11,080.25 |
11,080.25 |
11,242.75 |
|
| S3 |
10,930.75 |
11,025.75 |
11,229.25 |
|
| S4 |
10,781.25 |
10,876.25 |
11,188.00 |
|
|
| 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 |
11,284.25 |
10,830.25 |
454.00 |
4.0% |
214.00 |
1.9% |
97% |
True |
False |
486 |
| 10 |
11,284.25 |
10,830.25 |
454.00 |
4.0% |
194.00 |
1.7% |
97% |
True |
False |
459 |
| 20 |
11,284.25 |
10,288.00 |
996.25 |
8.8% |
229.75 |
2.0% |
99% |
True |
False |
580 |
| 40 |
11,284.25 |
9,720.25 |
1,564.00 |
13.9% |
244.75 |
2.2% |
99% |
True |
False |
561 |
| 60 |
11,284.25 |
9,168.00 |
2,116.25 |
18.8% |
231.25 |
2.1% |
99% |
True |
False |
392 |
| 80 |
11,284.25 |
8,505.50 |
2,778.75 |
24.7% |
215.00 |
1.9% |
99% |
True |
False |
294 |
| 100 |
11,284.25 |
7,320.75 |
3,963.50 |
35.2% |
222.75 |
2.0% |
100% |
True |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,919.50 |
|
2.618 |
11,675.75 |
|
1.618 |
11,526.25 |
|
1.000 |
11,433.75 |
|
0.618 |
11,376.75 |
|
HIGH |
11,284.25 |
|
0.618 |
11,227.25 |
|
0.500 |
11,209.50 |
|
0.382 |
11,191.75 |
|
LOW |
11,134.75 |
|
0.618 |
11,042.25 |
|
1.000 |
10,985.25 |
|
1.618 |
10,892.75 |
|
2.618 |
10,743.25 |
|
4.250 |
10,499.50 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,250.00 |
11,241.00 |
| PP |
11,229.75 |
11,211.50 |
| S1 |
11,209.50 |
11,182.00 |
|