Trading Metrics calculated at close of trading on 10-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,235.23 |
11,153.51 |
-81.72 |
-0.7% |
11,018.02 |
High |
11,276.30 |
11,159.38 |
-116.92 |
-1.0% |
11,282.23 |
Low |
11,044.60 |
10,941.87 |
-102.73 |
-0.9% |
10,997.67 |
Close |
11,139.39 |
11,085.17 |
-54.22 |
-0.5% |
11,139.39 |
Range |
231.70 |
217.51 |
-14.19 |
-6.1% |
284.56 |
ATR |
199.85 |
201.11 |
1.26 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,714.67 |
11,617.43 |
11,204.80 |
|
R3 |
11,497.16 |
11,399.92 |
11,144.99 |
|
R2 |
11,279.65 |
11,279.65 |
11,125.05 |
|
R1 |
11,182.41 |
11,182.41 |
11,105.11 |
11,122.28 |
PP |
11,062.14 |
11,062.14 |
11,062.14 |
11,032.07 |
S1 |
10,964.90 |
10,964.90 |
11,065.23 |
10,904.77 |
S2 |
10,844.63 |
10,844.63 |
11,045.29 |
|
S3 |
10,627.12 |
10,747.39 |
11,025.35 |
|
S4 |
10,409.61 |
10,529.88 |
10,965.54 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,993.44 |
11,850.98 |
11,295.90 |
|
R3 |
11,708.88 |
11,566.42 |
11,217.64 |
|
R2 |
11,424.32 |
11,424.32 |
11,191.56 |
|
R1 |
11,281.86 |
11,281.86 |
11,165.47 |
11,353.09 |
PP |
11,139.76 |
11,139.76 |
11,139.76 |
11,175.38 |
S1 |
10,997.30 |
10,997.30 |
11,113.31 |
11,068.53 |
S2 |
10,855.20 |
10,855.20 |
11,087.22 |
|
S3 |
10,570.64 |
10,712.74 |
11,061.14 |
|
S4 |
10,286.08 |
10,428.18 |
10,982.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,282.23 |
10,941.87 |
340.36 |
3.1% |
160.05 |
1.4% |
42% |
False |
True |
|
10 |
11,282.23 |
10,527.43 |
754.80 |
6.8% |
153.67 |
1.4% |
74% |
False |
False |
|
20 |
11,282.23 |
10,313.94 |
968.29 |
8.7% |
190.43 |
1.7% |
80% |
False |
False |
|
40 |
11,282.23 |
9,489.58 |
1,792.65 |
16.2% |
195.98 |
1.8% |
89% |
False |
False |
|
60 |
11,282.23 |
8,958.08 |
2,324.15 |
21.0% |
188.12 |
1.7% |
92% |
False |
False |
|
80 |
11,282.23 |
8,359.84 |
2,922.39 |
26.4% |
185.58 |
1.7% |
93% |
False |
False |
|
100 |
11,282.23 |
6,771.91 |
4,510.32 |
40.7% |
204.13 |
1.8% |
96% |
False |
False |
|
120 |
11,282.23 |
6,771.91 |
4,510.32 |
40.7% |
232.93 |
2.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,083.80 |
2.618 |
11,728.82 |
1.618 |
11,511.31 |
1.000 |
11,376.89 |
0.618 |
11,293.80 |
HIGH |
11,159.38 |
0.618 |
11,076.29 |
0.500 |
11,050.63 |
0.382 |
11,024.96 |
LOW |
10,941.87 |
0.618 |
10,807.45 |
1.000 |
10,724.36 |
1.618 |
10,589.94 |
2.618 |
10,372.43 |
4.250 |
10,017.45 |
|
|
Fisher Pivots for day following 10-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,073.66 |
11,112.05 |
PP |
11,062.14 |
11,103.09 |
S1 |
11,050.63 |
11,094.13 |
|