| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,135.75 |
11,279.00 |
143.25 |
1.3% |
11,117.00 |
| High |
11,284.25 |
11,397.75 |
113.50 |
1.0% |
11,248.75 |
| Low |
11,134.75 |
11,253.25 |
118.50 |
1.1% |
10,830.25 |
| Close |
11,270.25 |
11,392.75 |
122.50 |
1.1% |
11,117.50 |
| Range |
149.50 |
144.50 |
-5.00 |
-3.3% |
418.50 |
| ATR |
226.88 |
220.99 |
-5.88 |
-2.6% |
0.00 |
| Volume |
237 |
717 |
480 |
202.5% |
2,572 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,781.50 |
11,731.50 |
11,472.25 |
|
| R3 |
11,637.00 |
11,587.00 |
11,432.50 |
|
| R2 |
11,492.50 |
11,492.50 |
11,419.25 |
|
| R1 |
11,442.50 |
11,442.50 |
11,406.00 |
11,467.50 |
| PP |
11,348.00 |
11,348.00 |
11,348.00 |
11,360.50 |
| S1 |
11,298.00 |
11,298.00 |
11,379.50 |
11,323.00 |
| S2 |
11,203.50 |
11,203.50 |
11,366.25 |
|
| S3 |
11,059.00 |
11,153.50 |
11,353.00 |
|
| S4 |
10,914.50 |
11,009.00 |
11,313.25 |
|
|
| 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 |
11,397.75 |
10,864.75 |
533.00 |
4.7% |
181.00 |
1.6% |
99% |
True |
False |
490 |
| 10 |
11,397.75 |
10,830.25 |
567.50 |
5.0% |
197.50 |
1.7% |
99% |
True |
False |
486 |
| 20 |
11,397.75 |
10,288.00 |
1,109.75 |
9.7% |
223.50 |
2.0% |
100% |
True |
False |
575 |
| 40 |
11,397.75 |
9,720.25 |
1,677.50 |
14.7% |
241.25 |
2.1% |
100% |
True |
False |
569 |
| 60 |
11,397.75 |
9,168.00 |
2,229.75 |
19.6% |
231.00 |
2.0% |
100% |
True |
False |
403 |
| 80 |
11,397.75 |
8,555.00 |
2,842.75 |
25.0% |
213.75 |
1.9% |
100% |
True |
False |
303 |
| 100 |
11,397.75 |
7,386.50 |
4,011.25 |
35.2% |
218.75 |
1.9% |
100% |
True |
False |
243 |
| 120 |
11,397.75 |
6,626.75 |
4,771.00 |
41.9% |
242.75 |
2.1% |
100% |
True |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,012.00 |
|
2.618 |
11,776.00 |
|
1.618 |
11,631.50 |
|
1.000 |
11,542.25 |
|
0.618 |
11,487.00 |
|
HIGH |
11,397.75 |
|
0.618 |
11,342.50 |
|
0.500 |
11,325.50 |
|
0.382 |
11,308.50 |
|
LOW |
11,253.25 |
|
0.618 |
11,164.00 |
|
1.000 |
11,108.75 |
|
1.618 |
11,019.50 |
|
2.618 |
10,875.00 |
|
4.250 |
10,639.00 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,370.25 |
11,341.50 |
| PP |
11,348.00 |
11,290.25 |
| S1 |
11,325.50 |
11,239.00 |
|