| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,339.76 |
11,397.23 |
57.47 |
0.5% |
11,153.51 |
| High |
11,421.10 |
11,440.22 |
19.12 |
0.2% |
11,271.22 |
| Low |
11,279.08 |
11,303.40 |
24.32 |
0.2% |
10,855.06 |
| Close |
11,399.03 |
11,318.64 |
-80.39 |
-0.7% |
11,164.45 |
| Range |
142.02 |
136.82 |
-5.20 |
-3.7% |
416.16 |
| ATR |
190.87 |
187.01 |
-3.86 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,764.55 |
11,678.41 |
11,393.89 |
|
| R3 |
11,627.73 |
11,541.59 |
11,356.27 |
|
| R2 |
11,490.91 |
11,490.91 |
11,343.72 |
|
| R1 |
11,404.77 |
11,404.77 |
11,331.18 |
11,379.43 |
| PP |
11,354.09 |
11,354.09 |
11,354.09 |
11,341.42 |
| S1 |
11,267.95 |
11,267.95 |
11,306.10 |
11,242.61 |
| S2 |
11,217.27 |
11,217.27 |
11,293.56 |
|
| S3 |
11,080.45 |
11,131.13 |
11,281.01 |
|
| S4 |
10,943.63 |
10,994.31 |
11,243.39 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,345.39 |
12,171.08 |
11,393.34 |
|
| R3 |
11,929.23 |
11,754.92 |
11,278.89 |
|
| R2 |
11,513.07 |
11,513.07 |
11,240.75 |
|
| R1 |
11,338.76 |
11,338.76 |
11,202.60 |
11,425.92 |
| PP |
11,096.91 |
11,096.91 |
11,096.91 |
11,140.49 |
| S1 |
10,922.60 |
10,922.60 |
11,126.30 |
11,009.76 |
| S2 |
10,680.75 |
10,680.75 |
11,088.15 |
|
| S3 |
10,264.59 |
10,506.44 |
11,050.01 |
|
| S4 |
9,848.43 |
10,090.28 |
10,935.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,440.22 |
11,106.93 |
333.29 |
2.9% |
119.02 |
1.1% |
64% |
True |
False |
|
| 10 |
11,440.22 |
10,855.06 |
585.16 |
5.2% |
169.13 |
1.5% |
79% |
True |
False |
|
| 20 |
11,440.22 |
10,313.94 |
1,126.28 |
10.0% |
166.63 |
1.5% |
89% |
True |
False |
|
| 40 |
11,440.22 |
9,742.89 |
1,697.33 |
15.0% |
193.00 |
1.7% |
93% |
True |
False |
|
| 60 |
11,440.22 |
9,182.45 |
2,257.77 |
19.9% |
189.45 |
1.7% |
95% |
True |
False |
|
| 80 |
11,440.22 |
8,665.40 |
2,774.82 |
24.5% |
183.55 |
1.6% |
96% |
True |
False |
|
| 100 |
11,440.22 |
7,423.97 |
4,016.25 |
35.5% |
188.58 |
1.7% |
97% |
True |
False |
|
| 120 |
11,440.22 |
6,771.91 |
4,668.31 |
41.2% |
226.26 |
2.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,021.71 |
|
2.618 |
11,798.41 |
|
1.618 |
11,661.59 |
|
1.000 |
11,577.04 |
|
0.618 |
11,524.77 |
|
HIGH |
11,440.22 |
|
0.618 |
11,387.95 |
|
0.500 |
11,371.81 |
|
0.382 |
11,355.67 |
|
LOW |
11,303.40 |
|
0.618 |
11,218.85 |
|
1.000 |
11,166.58 |
|
1.618 |
11,082.03 |
|
2.618 |
10,945.21 |
|
4.250 |
10,721.92 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,371.81 |
11,334.18 |
| PP |
11,354.09 |
11,329.00 |
| S1 |
11,336.36 |
11,323.82 |
|