Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,030.66 |
10,972.07 |
-58.59 |
-0.5% |
11,018.02 |
High |
11,090.92 |
11,190.26 |
99.34 |
0.9% |
11,282.23 |
Low |
10,855.06 |
10,970.87 |
115.81 |
1.1% |
10,997.67 |
Close |
10,876.08 |
11,157.72 |
281.64 |
2.6% |
11,139.39 |
Range |
235.86 |
219.39 |
-16.47 |
-7.0% |
284.56 |
ATR |
203.59 |
211.49 |
7.90 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,764.45 |
11,680.48 |
11,278.38 |
|
R3 |
11,545.06 |
11,461.09 |
11,218.05 |
|
R2 |
11,325.67 |
11,325.67 |
11,197.94 |
|
R1 |
11,241.70 |
11,241.70 |
11,177.83 |
11,283.69 |
PP |
11,106.28 |
11,106.28 |
11,106.28 |
11,127.28 |
S1 |
11,022.31 |
11,022.31 |
11,137.61 |
11,064.30 |
S2 |
10,886.89 |
10,886.89 |
11,117.50 |
|
S3 |
10,667.50 |
10,802.92 |
11,097.39 |
|
S4 |
10,448.11 |
10,583.53 |
11,037.06 |
|
|
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 |
3.8% |
219.24 |
2.0% |
71% |
False |
False |
|
10 |
11,282.23 |
10,531.79 |
750.44 |
6.7% |
174.95 |
1.6% |
83% |
False |
False |
|
20 |
11,282.23 |
10,313.94 |
968.29 |
8.7% |
186.17 |
1.7% |
87% |
False |
False |
|
40 |
11,282.23 |
9,742.89 |
1,539.34 |
13.8% |
194.27 |
1.7% |
92% |
False |
False |
|
60 |
11,282.23 |
9,182.45 |
2,099.78 |
18.8% |
190.41 |
1.7% |
94% |
False |
False |
|
80 |
11,282.23 |
8,359.84 |
2,922.39 |
26.2% |
187.46 |
1.7% |
96% |
False |
False |
|
100 |
11,282.23 |
6,771.91 |
4,510.32 |
40.4% |
198.76 |
1.8% |
97% |
False |
False |
|
120 |
11,282.23 |
6,771.91 |
4,510.32 |
40.4% |
233.49 |
2.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,122.67 |
2.618 |
11,764.62 |
1.618 |
11,545.23 |
1.000 |
11,409.65 |
0.618 |
11,325.84 |
HIGH |
11,190.26 |
0.618 |
11,106.45 |
0.500 |
11,080.57 |
0.382 |
11,054.68 |
LOW |
10,970.87 |
0.618 |
10,835.29 |
1.000 |
10,751.48 |
1.618 |
10,615.90 |
2.618 |
10,396.51 |
4.250 |
10,038.46 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,132.00 |
11,112.70 |
PP |
11,106.28 |
11,067.68 |
S1 |
11,080.57 |
11,022.66 |
|