| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,397.23 |
11,277.05 |
-120.18 |
-1.1% |
11,153.51 |
| High |
11,440.22 |
11,497.18 |
56.96 |
0.5% |
11,271.22 |
| Low |
11,303.40 |
11,268.46 |
-34.94 |
-0.3% |
10,855.06 |
| Close |
11,318.64 |
11,477.05 |
158.41 |
1.4% |
11,164.45 |
| Range |
136.82 |
228.72 |
91.90 |
67.2% |
416.16 |
| ATR |
187.01 |
189.99 |
2.98 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,100.39 |
12,017.44 |
11,602.85 |
|
| R3 |
11,871.67 |
11,788.72 |
11,539.95 |
|
| R2 |
11,642.95 |
11,642.95 |
11,518.98 |
|
| R1 |
11,560.00 |
11,560.00 |
11,498.02 |
11,601.48 |
| PP |
11,414.23 |
11,414.23 |
11,414.23 |
11,434.97 |
| S1 |
11,331.28 |
11,331.28 |
11,456.08 |
11,372.76 |
| S2 |
11,185.51 |
11,185.51 |
11,435.12 |
|
| S3 |
10,956.79 |
11,102.56 |
11,414.15 |
|
| S4 |
10,728.07 |
10,873.84 |
11,351.25 |
|
|
| 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 |
11,497.18 |
11,106.93 |
390.25 |
3.4% |
138.45 |
1.2% |
95% |
True |
False |
|
| 10 |
11,497.18 |
10,855.06 |
642.12 |
5.6% |
172.83 |
1.5% |
97% |
True |
False |
|
| 20 |
11,497.18 |
10,313.94 |
1,183.24 |
10.3% |
160.36 |
1.4% |
98% |
True |
False |
|
| 40 |
11,497.18 |
9,742.89 |
1,754.29 |
15.3% |
191.49 |
1.7% |
99% |
True |
False |
|
| 60 |
11,497.18 |
9,379.93 |
2,117.25 |
18.4% |
188.89 |
1.6% |
99% |
True |
False |
|
| 80 |
11,497.18 |
8,665.40 |
2,831.78 |
24.7% |
183.29 |
1.6% |
99% |
True |
False |
|
| 100 |
11,497.18 |
7,423.97 |
4,073.21 |
35.5% |
188.36 |
1.6% |
100% |
True |
False |
|
| 120 |
11,497.18 |
6,771.91 |
4,725.27 |
41.2% |
224.56 |
2.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,469.24 |
|
2.618 |
12,095.97 |
|
1.618 |
11,867.25 |
|
1.000 |
11,725.90 |
|
0.618 |
11,638.53 |
|
HIGH |
11,497.18 |
|
0.618 |
11,409.81 |
|
0.500 |
11,382.82 |
|
0.382 |
11,355.83 |
|
LOW |
11,268.46 |
|
0.618 |
11,127.11 |
|
1.000 |
11,039.74 |
|
1.618 |
10,898.39 |
|
2.618 |
10,669.67 |
|
4.250 |
10,296.40 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,445.64 |
11,445.64 |
| PP |
11,414.23 |
11,414.23 |
| S1 |
11,382.82 |
11,382.82 |
|