Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,115.50 |
11,180.50 |
65.00 |
0.6% |
11,140.25 |
High |
11,266.00 |
11,237.75 |
-28.25 |
-0.3% |
11,266.00 |
Low |
11,094.25 |
11,096.00 |
1.75 |
0.0% |
10,845.50 |
Close |
11,175.25 |
11,133.75 |
-41.50 |
-0.4% |
11,133.75 |
Range |
171.75 |
141.75 |
-30.00 |
-17.5% |
420.50 |
ATR |
244.01 |
236.70 |
-7.30 |
-3.0% |
0.00 |
Volume |
413,661 |
398,616 |
-15,045 |
-3.6% |
2,293,995 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,581.00 |
11,499.25 |
11,211.75 |
|
R3 |
11,439.25 |
11,357.50 |
11,172.75 |
|
R2 |
11,297.50 |
11,297.50 |
11,159.75 |
|
R1 |
11,215.75 |
11,215.75 |
11,146.75 |
11,185.75 |
PP |
11,155.75 |
11,155.75 |
11,155.75 |
11,141.00 |
S1 |
11,074.00 |
11,074.00 |
11,120.75 |
11,044.00 |
S2 |
11,014.00 |
11,014.00 |
11,107.75 |
|
S3 |
10,872.25 |
10,932.25 |
11,094.75 |
|
S4 |
10,730.50 |
10,790.50 |
11,055.75 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,343.25 |
12,159.00 |
11,365.00 |
|
R3 |
11,922.75 |
11,738.50 |
11,249.50 |
|
R2 |
11,502.25 |
11,502.25 |
11,210.75 |
|
R1 |
11,318.00 |
11,318.00 |
11,172.25 |
11,200.00 |
PP |
11,081.75 |
11,081.75 |
11,081.75 |
11,022.75 |
S1 |
10,897.50 |
10,897.50 |
11,095.25 |
10,779.50 |
S2 |
10,661.25 |
10,661.25 |
11,056.75 |
|
S3 |
10,240.75 |
10,477.00 |
11,018.00 |
|
S4 |
9,820.25 |
10,056.50 |
10,902.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,266.00 |
10,845.50 |
420.50 |
3.8% |
232.25 |
2.1% |
69% |
False |
False |
458,799 |
10 |
11,283.25 |
10,845.50 |
437.75 |
3.9% |
202.75 |
1.8% |
66% |
False |
False |
438,112 |
20 |
11,283.25 |
10,301.00 |
982.25 |
8.8% |
247.50 |
2.2% |
85% |
False |
False |
482,841 |
40 |
11,283.25 |
9,728.75 |
1,554.50 |
14.0% |
250.50 |
2.2% |
90% |
False |
False |
510,218 |
60 |
11,283.25 |
9,158.75 |
2,124.50 |
19.1% |
242.50 |
2.2% |
93% |
False |
False |
379,952 |
80 |
11,283.25 |
8,491.00 |
2,792.25 |
25.1% |
240.00 |
2.2% |
95% |
False |
False |
285,053 |
100 |
11,283.25 |
7,314.50 |
3,968.75 |
35.6% |
257.25 |
2.3% |
96% |
False |
False |
228,159 |
120 |
11,283.25 |
6,626.00 |
4,657.25 |
41.8% |
304.50 |
2.7% |
97% |
False |
False |
190,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,840.25 |
2.618 |
11,608.75 |
1.618 |
11,467.00 |
1.000 |
11,379.50 |
0.618 |
11,325.25 |
HIGH |
11,237.75 |
0.618 |
11,183.50 |
0.500 |
11,167.00 |
0.382 |
11,150.25 |
LOW |
11,096.00 |
0.618 |
11,008.50 |
1.000 |
10,954.25 |
1.618 |
10,866.75 |
2.618 |
10,725.00 |
4.250 |
10,493.50 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,167.00 |
11,113.25 |
PP |
11,155.75 |
11,092.75 |
S1 |
11,144.75 |
11,072.25 |
|