| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
10,928.50 |
11,115.50 |
187.00 |
1.7% |
10,933.25 |
| High |
11,185.75 |
11,266.00 |
80.25 |
0.7% |
11,283.25 |
| Low |
10,878.50 |
11,094.25 |
215.75 |
2.0% |
10,876.25 |
| Close |
11,126.00 |
11,175.25 |
49.25 |
0.4% |
11,122.75 |
| Range |
307.25 |
171.75 |
-135.50 |
-44.1% |
407.00 |
| ATR |
249.57 |
244.01 |
-5.56 |
-2.2% |
0.00 |
| Volume |
434,240 |
413,661 |
-20,579 |
-4.7% |
2,087,133 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,693.75 |
11,606.25 |
11,269.75 |
|
| R3 |
11,522.00 |
11,434.50 |
11,222.50 |
|
| R2 |
11,350.25 |
11,350.25 |
11,206.75 |
|
| R1 |
11,262.75 |
11,262.75 |
11,191.00 |
11,306.50 |
| PP |
11,178.50 |
11,178.50 |
11,178.50 |
11,200.50 |
| S1 |
11,091.00 |
11,091.00 |
11,159.50 |
11,134.75 |
| S2 |
11,006.75 |
11,006.75 |
11,143.75 |
|
| S3 |
10,835.00 |
10,919.25 |
11,128.00 |
|
| S4 |
10,663.25 |
10,747.50 |
11,080.75 |
|
|
| 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 |
3.9% |
253.50 |
2.3% |
75% |
False |
False |
485,586 |
| 10 |
11,283.25 |
10,691.00 |
592.25 |
5.3% |
213.25 |
1.9% |
82% |
False |
False |
461,406 |
| 20 |
11,283.25 |
10,301.00 |
982.25 |
8.8% |
247.75 |
2.2% |
89% |
False |
False |
485,067 |
| 40 |
11,283.25 |
9,728.75 |
1,554.50 |
13.9% |
251.00 |
2.2% |
93% |
False |
False |
511,030 |
| 60 |
11,283.25 |
9,158.75 |
2,124.50 |
19.0% |
243.75 |
2.2% |
95% |
False |
False |
373,315 |
| 80 |
11,283.25 |
8,392.75 |
2,890.50 |
25.9% |
242.00 |
2.2% |
96% |
False |
False |
280,074 |
| 100 |
11,283.25 |
7,028.75 |
4,254.50 |
38.1% |
261.25 |
2.3% |
97% |
False |
False |
224,180 |
| 120 |
11,283.25 |
6,626.00 |
4,657.25 |
41.7% |
306.75 |
2.7% |
98% |
False |
False |
186,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,996.00 |
|
2.618 |
11,715.75 |
|
1.618 |
11,544.00 |
|
1.000 |
11,437.75 |
|
0.618 |
11,372.25 |
|
HIGH |
11,266.00 |
|
0.618 |
11,200.50 |
|
0.500 |
11,180.00 |
|
0.382 |
11,159.75 |
|
LOW |
11,094.25 |
|
0.618 |
10,988.00 |
|
1.000 |
10,922.50 |
|
1.618 |
10,816.25 |
|
2.618 |
10,644.50 |
|
4.250 |
10,364.25 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,180.00 |
11,135.50 |
| PP |
11,178.50 |
11,095.50 |
| S1 |
11,177.00 |
11,055.75 |
|