| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,569.50 |
11,625.00 |
55.50 |
0.5% |
11,135.75 |
| High |
11,706.00 |
11,725.00 |
19.00 |
0.2% |
11,555.75 |
| Low |
11,512.75 |
11,560.00 |
47.25 |
0.4% |
11,134.75 |
| Close |
11,619.75 |
11,710.25 |
90.50 |
0.8% |
11,545.50 |
| Range |
193.25 |
165.00 |
-28.25 |
-14.6% |
421.00 |
| ATR |
213.54 |
210.07 |
-3.47 |
-1.6% |
0.00 |
| Volume |
1,651 |
1,251 |
-400 |
-24.2% |
3,880 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,160.00 |
12,100.25 |
11,801.00 |
|
| R3 |
11,995.00 |
11,935.25 |
11,755.50 |
|
| R2 |
11,830.00 |
11,830.00 |
11,740.50 |
|
| R1 |
11,770.25 |
11,770.25 |
11,725.50 |
11,800.00 |
| PP |
11,665.00 |
11,665.00 |
11,665.00 |
11,680.00 |
| S1 |
11,605.25 |
11,605.25 |
11,695.00 |
11,635.00 |
| S2 |
11,500.00 |
11,500.00 |
11,680.00 |
|
| S3 |
11,335.00 |
11,440.25 |
11,665.00 |
|
| S4 |
11,170.00 |
11,275.25 |
11,619.50 |
|
|
| 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 |
11,725.00 |
11,206.25 |
518.75 |
4.4% |
186.25 |
1.6% |
97% |
True |
False |
1,165 |
| 10 |
11,725.00 |
10,864.75 |
860.25 |
7.3% |
183.50 |
1.6% |
98% |
True |
False |
828 |
| 20 |
11,725.00 |
10,489.00 |
1,236.00 |
10.6% |
201.25 |
1.7% |
99% |
True |
False |
705 |
| 40 |
11,725.00 |
9,930.25 |
1,794.75 |
15.3% |
229.50 |
2.0% |
99% |
True |
False |
647 |
| 60 |
11,725.00 |
9,390.50 |
2,334.50 |
19.9% |
229.25 |
2.0% |
99% |
True |
False |
500 |
| 80 |
11,725.00 |
8,555.00 |
3,170.00 |
27.1% |
213.25 |
1.8% |
100% |
True |
False |
376 |
| 100 |
11,725.00 |
7,432.00 |
4,293.00 |
36.7% |
215.25 |
1.8% |
100% |
True |
False |
301 |
| 120 |
11,725.00 |
6,626.75 |
5,098.25 |
43.5% |
240.25 |
2.1% |
100% |
True |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,426.25 |
|
2.618 |
12,157.00 |
|
1.618 |
11,992.00 |
|
1.000 |
11,890.00 |
|
0.618 |
11,827.00 |
|
HIGH |
11,725.00 |
|
0.618 |
11,662.00 |
|
0.500 |
11,642.50 |
|
0.382 |
11,623.00 |
|
LOW |
11,560.00 |
|
0.618 |
11,458.00 |
|
1.000 |
11,395.00 |
|
1.618 |
11,293.00 |
|
2.618 |
11,128.00 |
|
4.250 |
10,858.75 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,687.75 |
11,659.75 |
| PP |
11,665.00 |
11,609.25 |
| S1 |
11,642.50 |
11,558.50 |
|