| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,476.85 |
11,703.34 |
226.49 |
2.0% |
11,231.97 |
| High |
11,574.79 |
11,728.09 |
153.30 |
1.3% |
11,574.79 |
| Low |
11,461.53 |
11,535.55 |
74.02 |
0.6% |
11,228.14 |
| Close |
11,555.16 |
11,626.17 |
71.01 |
0.6% |
11,555.16 |
| Range |
113.26 |
192.54 |
79.28 |
70.0% |
346.65 |
| ATR |
184.51 |
185.08 |
0.57 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,207.56 |
12,109.40 |
11,732.07 |
|
| R3 |
12,015.02 |
11,916.86 |
11,679.12 |
|
| R2 |
11,822.48 |
11,822.48 |
11,661.47 |
|
| R1 |
11,724.32 |
11,724.32 |
11,643.82 |
11,677.13 |
| PP |
11,629.94 |
11,629.94 |
11,629.94 |
11,606.34 |
| S1 |
11,531.78 |
11,531.78 |
11,608.52 |
11,484.59 |
| S2 |
11,437.40 |
11,437.40 |
11,590.87 |
|
| S3 |
11,244.86 |
11,339.24 |
11,573.22 |
|
| S4 |
11,052.32 |
11,146.70 |
11,520.27 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,492.65 |
12,370.55 |
11,745.82 |
|
| R3 |
12,146.00 |
12,023.90 |
11,650.49 |
|
| R2 |
11,799.35 |
11,799.35 |
11,618.71 |
|
| R1 |
11,677.25 |
11,677.25 |
11,586.94 |
11,738.30 |
| PP |
11,452.70 |
11,452.70 |
11,452.70 |
11,483.22 |
| S1 |
11,330.60 |
11,330.60 |
11,523.38 |
11,391.65 |
| S2 |
11,106.05 |
11,106.05 |
11,491.61 |
|
| S3 |
10,759.40 |
10,983.95 |
11,459.83 |
|
| S4 |
10,412.75 |
10,637.30 |
11,364.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,728.09 |
11,268.46 |
459.63 |
4.0% |
162.67 |
1.4% |
78% |
True |
False |
|
| 10 |
11,728.09 |
10,855.06 |
873.03 |
7.5% |
158.49 |
1.4% |
88% |
True |
False |
|
| 20 |
11,728.09 |
10,527.43 |
1,200.66 |
10.3% |
156.08 |
1.3% |
92% |
True |
False |
|
| 40 |
11,728.09 |
9,742.89 |
1,985.20 |
17.1% |
187.60 |
1.6% |
95% |
True |
False |
|
| 60 |
11,728.09 |
9,489.58 |
2,238.51 |
19.3% |
187.86 |
1.6% |
95% |
True |
False |
|
| 80 |
11,728.09 |
8,665.40 |
3,062.69 |
26.3% |
183.41 |
1.6% |
97% |
True |
False |
|
| 100 |
11,728.09 |
7,432.28 |
4,295.81 |
36.9% |
186.18 |
1.6% |
98% |
True |
False |
|
| 120 |
11,728.09 |
6,771.91 |
4,956.18 |
42.6% |
220.78 |
1.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,546.39 |
|
2.618 |
12,232.16 |
|
1.618 |
12,039.62 |
|
1.000 |
11,920.63 |
|
0.618 |
11,847.08 |
|
HIGH |
11,728.09 |
|
0.618 |
11,654.54 |
|
0.500 |
11,631.82 |
|
0.382 |
11,609.10 |
|
LOW |
11,535.55 |
|
0.618 |
11,416.56 |
|
1.000 |
11,343.01 |
|
1.618 |
11,224.02 |
|
2.618 |
11,031.48 |
|
4.250 |
10,717.26 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,631.82 |
11,583.54 |
| PP |
11,629.94 |
11,540.91 |
| S1 |
11,628.05 |
11,498.28 |
|