| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,140.25 |
11,072.25 |
-68.00 |
-0.6% |
10,933.25 |
| High |
11,156.50 |
11,157.75 |
1.25 |
0.0% |
11,283.25 |
| Low |
10,928.25 |
10,845.50 |
-82.75 |
-0.8% |
10,876.25 |
| Close |
11,072.00 |
10,878.50 |
-193.50 |
-1.7% |
11,122.75 |
| Range |
228.25 |
312.25 |
84.00 |
36.8% |
407.00 |
| ATR |
239.97 |
245.13 |
5.16 |
2.2% |
0.00 |
| Volume |
485,730 |
561,748 |
76,018 |
15.7% |
2,087,133 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,897.25 |
11,700.25 |
11,050.25 |
|
| R3 |
11,585.00 |
11,388.00 |
10,964.25 |
|
| R2 |
11,272.75 |
11,272.75 |
10,935.75 |
|
| R1 |
11,075.75 |
11,075.75 |
10,907.00 |
11,018.00 |
| PP |
10,960.50 |
10,960.50 |
10,960.50 |
10,931.75 |
| S1 |
10,763.50 |
10,763.50 |
10,850.00 |
10,706.00 |
| S2 |
10,648.25 |
10,648.25 |
10,821.25 |
|
| S3 |
10,336.00 |
10,451.25 |
10,792.75 |
|
| S4 |
10,023.75 |
10,139.00 |
10,706.75 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,315.00 |
12,126.00 |
11,346.50 |
|
| R3 |
11,908.00 |
11,719.00 |
11,234.75 |
|
| R2 |
11,501.00 |
11,501.00 |
11,197.25 |
|
| R1 |
11,312.00 |
11,312.00 |
11,160.00 |
11,406.50 |
| PP |
11,094.00 |
11,094.00 |
11,094.00 |
11,141.50 |
| S1 |
10,905.00 |
10,905.00 |
11,085.50 |
10,999.50 |
| S2 |
10,687.00 |
10,687.00 |
11,048.25 |
|
| S3 |
10,280.00 |
10,498.00 |
11,010.75 |
|
| S4 |
9,873.00 |
10,091.00 |
10,899.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,283.25 |
10,845.50 |
437.75 |
4.0% |
219.50 |
2.0% |
8% |
False |
True |
469,858 |
| 10 |
11,283.25 |
10,502.75 |
780.50 |
7.2% |
223.50 |
2.1% |
48% |
False |
False |
465,533 |
| 20 |
11,283.25 |
10,301.00 |
982.25 |
9.0% |
245.75 |
2.3% |
59% |
False |
False |
510,114 |
| 40 |
11,283.25 |
9,728.75 |
1,554.50 |
14.3% |
247.75 |
2.3% |
74% |
False |
False |
514,859 |
| 60 |
11,283.25 |
9,097.00 |
2,186.25 |
20.1% |
242.00 |
2.2% |
81% |
False |
False |
359,198 |
| 80 |
11,283.25 |
8,334.00 |
2,949.25 |
27.1% |
243.00 |
2.2% |
86% |
False |
False |
269,487 |
| 100 |
11,283.25 |
6,626.00 |
4,657.25 |
42.8% |
270.50 |
2.5% |
91% |
False |
False |
215,726 |
| 120 |
11,283.25 |
6,626.00 |
4,657.25 |
42.8% |
306.75 |
2.8% |
91% |
False |
False |
179,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,484.75 |
|
2.618 |
11,975.25 |
|
1.618 |
11,663.00 |
|
1.000 |
11,470.00 |
|
0.618 |
11,350.75 |
|
HIGH |
11,157.75 |
|
0.618 |
11,038.50 |
|
0.500 |
11,001.50 |
|
0.382 |
10,964.75 |
|
LOW |
10,845.50 |
|
0.618 |
10,652.50 |
|
1.000 |
10,533.25 |
|
1.618 |
10,340.25 |
|
2.618 |
10,028.00 |
|
4.250 |
9,518.50 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,001.50 |
11,064.50 |
| PP |
10,960.50 |
11,002.50 |
| S1 |
10,919.50 |
10,940.50 |
|