Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,153.51 |
11,030.66 |
-122.85 |
-1.1% |
11,018.02 |
High |
11,159.38 |
11,090.92 |
-68.46 |
-0.6% |
11,282.23 |
Low |
10,941.87 |
10,855.06 |
-86.81 |
-0.8% |
10,997.67 |
Close |
11,085.17 |
10,876.08 |
-209.09 |
-1.9% |
11,139.39 |
Range |
217.51 |
235.86 |
18.35 |
8.4% |
284.56 |
ATR |
201.11 |
203.59 |
2.48 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,648.27 |
11,498.03 |
11,005.80 |
|
R3 |
11,412.41 |
11,262.17 |
10,940.94 |
|
R2 |
11,176.55 |
11,176.55 |
10,919.32 |
|
R1 |
11,026.31 |
11,026.31 |
10,897.70 |
10,983.50 |
PP |
10,940.69 |
10,940.69 |
10,940.69 |
10,919.28 |
S1 |
10,790.45 |
10,790.45 |
10,854.46 |
10,747.64 |
S2 |
10,704.83 |
10,704.83 |
10,832.84 |
|
S3 |
10,468.97 |
10,554.59 |
10,811.22 |
|
S4 |
10,233.11 |
10,318.73 |
10,746.36 |
|
|
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 |
10,855.06 |
427.17 |
3.9% |
188.16 |
1.7% |
5% |
False |
True |
|
10 |
11,282.23 |
10,531.79 |
750.44 |
6.9% |
163.78 |
1.5% |
46% |
False |
False |
|
20 |
11,282.23 |
10,313.94 |
968.29 |
8.9% |
185.67 |
1.7% |
58% |
False |
False |
|
40 |
11,282.23 |
9,742.89 |
1,539.34 |
14.2% |
193.88 |
1.8% |
74% |
False |
False |
|
60 |
11,282.23 |
9,182.45 |
2,099.78 |
19.3% |
188.73 |
1.7% |
81% |
False |
False |
|
80 |
11,282.23 |
8,359.84 |
2,922.39 |
26.9% |
186.34 |
1.7% |
86% |
False |
False |
|
100 |
11,282.23 |
6,771.91 |
4,510.32 |
41.5% |
201.74 |
1.9% |
91% |
False |
False |
|
120 |
11,282.23 |
6,771.91 |
4,510.32 |
41.5% |
233.22 |
2.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,093.33 |
2.618 |
11,708.40 |
1.618 |
11,472.54 |
1.000 |
11,326.78 |
0.618 |
11,236.68 |
HIGH |
11,090.92 |
0.618 |
11,000.82 |
0.500 |
10,972.99 |
0.382 |
10,945.16 |
LOW |
10,855.06 |
0.618 |
10,709.30 |
1.000 |
10,619.20 |
1.618 |
10,473.44 |
2.618 |
10,237.58 |
4.250 |
9,852.66 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
10,972.99 |
11,065.68 |
PP |
10,940.69 |
11,002.48 |
S1 |
10,908.38 |
10,939.28 |
|