| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,393.00 |
11,312.00 |
-81.00 |
-0.7% |
11,117.00 |
| High |
11,420.75 |
11,478.75 |
58.00 |
0.5% |
11,248.75 |
| Low |
11,284.25 |
11,206.25 |
-78.00 |
-0.7% |
10,830.25 |
| Close |
11,315.25 |
11,460.50 |
145.25 |
1.3% |
11,117.50 |
| Range |
136.50 |
272.50 |
136.00 |
99.6% |
418.50 |
| ATR |
214.96 |
219.07 |
4.11 |
1.9% |
0.00 |
| Volume |
846 |
696 |
-150 |
-17.7% |
2,572 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,199.25 |
12,102.50 |
11,610.50 |
|
| R3 |
11,926.75 |
11,830.00 |
11,535.50 |
|
| R2 |
11,654.25 |
11,654.25 |
11,510.50 |
|
| R1 |
11,557.50 |
11,557.50 |
11,485.50 |
11,606.00 |
| PP |
11,381.75 |
11,381.75 |
11,381.75 |
11,406.00 |
| S1 |
11,285.00 |
11,285.00 |
11,435.50 |
11,333.50 |
| S2 |
11,109.25 |
11,109.25 |
11,410.50 |
|
| S3 |
10,836.75 |
11,012.50 |
11,385.50 |
|
| S4 |
10,564.25 |
10,740.00 |
11,310.50 |
|
|
| 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 |
11,478.75 |
11,080.00 |
398.75 |
3.5% |
168.50 |
1.5% |
95% |
True |
False |
577 |
| 10 |
11,478.75 |
10,830.25 |
648.50 |
5.7% |
208.25 |
1.8% |
97% |
True |
False |
562 |
| 20 |
11,478.75 |
10,288.00 |
1,190.75 |
10.4% |
215.25 |
1.9% |
98% |
True |
False |
586 |
| 40 |
11,478.75 |
9,720.25 |
1,758.50 |
15.3% |
235.75 |
2.1% |
99% |
True |
False |
575 |
| 60 |
11,478.75 |
9,319.00 |
2,159.75 |
18.8% |
229.50 |
2.0% |
99% |
True |
False |
429 |
| 80 |
11,478.75 |
8,555.00 |
2,923.75 |
25.5% |
214.00 |
1.9% |
99% |
True |
False |
322 |
| 100 |
11,478.75 |
7,386.50 |
4,092.25 |
35.7% |
215.00 |
1.9% |
100% |
True |
False |
258 |
| 120 |
11,478.75 |
6,626.75 |
4,852.00 |
42.3% |
241.00 |
2.1% |
100% |
True |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,637.00 |
|
2.618 |
12,192.25 |
|
1.618 |
11,919.75 |
|
1.000 |
11,751.25 |
|
0.618 |
11,647.25 |
|
HIGH |
11,478.75 |
|
0.618 |
11,374.75 |
|
0.500 |
11,342.50 |
|
0.382 |
11,310.25 |
|
LOW |
11,206.25 |
|
0.618 |
11,037.75 |
|
1.000 |
10,933.75 |
|
1.618 |
10,765.25 |
|
2.618 |
10,492.75 |
|
4.250 |
10,048.00 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,421.25 |
11,421.25 |
| PP |
11,381.75 |
11,381.75 |
| S1 |
11,342.50 |
11,342.50 |
|