Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
10,972.07 |
11,174.64 |
202.57 |
1.8% |
11,018.02 |
High |
11,190.26 |
11,271.22 |
80.96 |
0.7% |
11,282.23 |
Low |
10,970.87 |
11,139.64 |
168.77 |
1.5% |
10,997.67 |
Close |
11,157.72 |
11,178.37 |
20.65 |
0.2% |
11,139.39 |
Range |
219.39 |
131.58 |
-87.81 |
-40.0% |
284.56 |
ATR |
211.49 |
205.78 |
-5.71 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,591.15 |
11,516.34 |
11,250.74 |
|
R3 |
11,459.57 |
11,384.76 |
11,214.55 |
|
R2 |
11,327.99 |
11,327.99 |
11,202.49 |
|
R1 |
11,253.18 |
11,253.18 |
11,190.43 |
11,290.59 |
PP |
11,196.41 |
11,196.41 |
11,196.41 |
11,215.11 |
S1 |
11,121.60 |
11,121.60 |
11,166.31 |
11,159.01 |
S2 |
11,064.83 |
11,064.83 |
11,154.25 |
|
S3 |
10,933.25 |
10,990.02 |
11,142.19 |
|
S4 |
10,801.67 |
10,858.44 |
11,106.00 |
|
|
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 |
11,276.30 |
10,855.06 |
421.24 |
3.8% |
207.21 |
1.9% |
77% |
False |
False |
|
10 |
11,282.23 |
10,707.40 |
574.83 |
5.1% |
167.58 |
1.5% |
82% |
False |
False |
|
20 |
11,282.23 |
10,313.94 |
968.29 |
8.7% |
184.56 |
1.7% |
89% |
False |
False |
|
40 |
11,282.23 |
9,742.89 |
1,539.34 |
13.8% |
194.92 |
1.7% |
93% |
False |
False |
|
60 |
11,282.23 |
9,182.45 |
2,099.78 |
18.8% |
190.50 |
1.7% |
95% |
False |
False |
|
80 |
11,282.23 |
8,550.61 |
2,731.62 |
24.4% |
185.32 |
1.7% |
96% |
False |
False |
|
100 |
11,282.23 |
7,304.39 |
3,977.84 |
35.6% |
196.34 |
1.8% |
97% |
False |
False |
|
120 |
11,282.23 |
6,771.91 |
4,510.32 |
40.3% |
233.24 |
2.1% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,830.44 |
2.618 |
11,615.70 |
1.618 |
11,484.12 |
1.000 |
11,402.80 |
0.618 |
11,352.54 |
HIGH |
11,271.22 |
0.618 |
11,220.96 |
0.500 |
11,205.43 |
0.382 |
11,189.90 |
LOW |
11,139.64 |
0.618 |
11,058.32 |
1.000 |
11,008.06 |
1.618 |
10,926.74 |
2.618 |
10,795.16 |
4.250 |
10,580.43 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,205.43 |
11,139.96 |
PP |
11,196.41 |
11,101.55 |
S1 |
11,187.39 |
11,063.14 |
|