| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,467.00 |
11,569.50 |
102.50 |
0.9% |
11,135.75 |
| High |
11,555.75 |
11,706.00 |
150.25 |
1.3% |
11,555.75 |
| Low |
11,392.25 |
11,512.75 |
120.50 |
1.1% |
11,134.75 |
| Close |
11,545.50 |
11,619.75 |
74.25 |
0.6% |
11,545.50 |
| Range |
163.50 |
193.25 |
29.75 |
18.2% |
421.00 |
| ATR |
215.10 |
213.54 |
-1.56 |
-0.7% |
0.00 |
| Volume |
1,384 |
1,651 |
267 |
19.3% |
3,880 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,192.50 |
12,099.50 |
11,726.00 |
|
| R3 |
11,999.25 |
11,906.25 |
11,673.00 |
|
| R2 |
11,806.00 |
11,806.00 |
11,655.25 |
|
| R1 |
11,713.00 |
11,713.00 |
11,637.50 |
11,759.50 |
| PP |
11,612.75 |
11,612.75 |
11,612.75 |
11,636.00 |
| S1 |
11,519.75 |
11,519.75 |
11,602.00 |
11,566.25 |
| S2 |
11,419.50 |
11,419.50 |
11,584.25 |
|
| S3 |
11,226.25 |
11,326.50 |
11,566.50 |
|
| S4 |
11,033.00 |
11,133.25 |
11,513.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675.00 |
12,531.25 |
11,777.00 |
|
| R3 |
12,254.00 |
12,110.25 |
11,661.25 |
|
| R2 |
11,833.00 |
11,833.00 |
11,622.75 |
|
| R1 |
11,689.25 |
11,689.25 |
11,584.00 |
11,761.00 |
| PP |
11,412.00 |
11,412.00 |
11,412.00 |
11,448.00 |
| S1 |
11,268.25 |
11,268.25 |
11,507.00 |
11,340.00 |
| S2 |
10,991.00 |
10,991.00 |
11,468.25 |
|
| S3 |
10,570.00 |
10,847.25 |
11,429.75 |
|
| S4 |
10,149.00 |
10,426.25 |
11,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,706.00 |
11,206.25 |
499.75 |
4.3% |
182.00 |
1.6% |
83% |
True |
False |
1,058 |
| 10 |
11,706.00 |
10,830.25 |
875.75 |
7.5% |
198.00 |
1.7% |
90% |
True |
False |
772 |
| 20 |
11,706.00 |
10,489.00 |
1,217.00 |
10.5% |
205.25 |
1.8% |
93% |
True |
False |
664 |
| 40 |
11,706.00 |
9,720.25 |
1,985.75 |
17.1% |
232.00 |
2.0% |
96% |
True |
False |
625 |
| 60 |
11,706.00 |
9,390.50 |
2,315.50 |
19.9% |
229.00 |
2.0% |
96% |
True |
False |
480 |
| 80 |
11,706.00 |
8,555.00 |
3,151.00 |
27.1% |
211.50 |
1.8% |
97% |
True |
False |
360 |
| 100 |
11,706.00 |
7,386.50 |
4,319.50 |
37.2% |
216.25 |
1.9% |
98% |
True |
False |
289 |
| 120 |
11,706.00 |
6,626.75 |
5,079.25 |
43.7% |
239.00 |
2.1% |
98% |
True |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,527.25 |
|
2.618 |
12,212.00 |
|
1.618 |
12,018.75 |
|
1.000 |
11,899.25 |
|
0.618 |
11,825.50 |
|
HIGH |
11,706.00 |
|
0.618 |
11,632.25 |
|
0.500 |
11,609.50 |
|
0.382 |
11,586.50 |
|
LOW |
11,512.75 |
|
0.618 |
11,393.25 |
|
1.000 |
11,319.50 |
|
1.618 |
11,200.00 |
|
2.618 |
11,006.75 |
|
4.250 |
10,691.50 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,616.25 |
11,565.25 |
| PP |
11,612.75 |
11,510.75 |
| S1 |
11,609.50 |
11,456.00 |
|