| 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 |
11,117.00 |
11,052.25 |
-64.75 |
-0.6% |
10,911.00 |
| High |
11,130.00 |
11,139.00 |
9.00 |
0.1% |
11,264.75 |
| Low |
10,915.00 |
10,830.25 |
-84.75 |
-0.8% |
10,862.00 |
| Close |
11,055.75 |
10,861.75 |
-194.00 |
-1.8% |
11,106.25 |
| Range |
215.00 |
308.75 |
93.75 |
43.6% |
402.75 |
| ATR |
233.80 |
239.15 |
5.35 |
2.3% |
0.00 |
| Volume |
377 |
696 |
319 |
84.6% |
2,506 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,870.00 |
11,674.50 |
11,031.50 |
|
| R3 |
11,561.25 |
11,365.75 |
10,946.75 |
|
| R2 |
11,252.50 |
11,252.50 |
10,918.25 |
|
| R1 |
11,057.00 |
11,057.00 |
10,890.00 |
11,000.50 |
| PP |
10,943.75 |
10,943.75 |
10,943.75 |
10,915.25 |
| S1 |
10,748.25 |
10,748.25 |
10,833.50 |
10,691.50 |
| S2 |
10,635.00 |
10,635.00 |
10,805.25 |
|
| S3 |
10,326.25 |
10,439.50 |
10,776.75 |
|
| S4 |
10,017.50 |
10,130.75 |
10,692.00 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,286.00 |
12,098.75 |
11,327.75 |
|
| R3 |
11,883.25 |
11,696.00 |
11,217.00 |
|
| R2 |
11,480.50 |
11,480.50 |
11,180.00 |
|
| R1 |
11,293.25 |
11,293.25 |
11,143.25 |
11,387.00 |
| PP |
11,077.75 |
11,077.75 |
11,077.75 |
11,124.50 |
| S1 |
10,890.50 |
10,890.50 |
11,069.25 |
10,984.00 |
| S2 |
10,675.00 |
10,675.00 |
11,032.50 |
|
| S3 |
10,272.25 |
10,487.75 |
10,995.50 |
|
| S4 |
9,869.50 |
10,085.00 |
10,884.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,264.75 |
10,830.25 |
434.50 |
4.0% |
214.00 |
2.0% |
7% |
False |
True |
481 |
| 10 |
11,264.75 |
10,489.00 |
775.75 |
7.1% |
219.00 |
2.0% |
48% |
False |
False |
581 |
| 20 |
11,264.75 |
10,288.00 |
976.75 |
9.0% |
240.75 |
2.2% |
59% |
False |
False |
594 |
| 40 |
11,264.75 |
9,720.25 |
1,544.50 |
14.2% |
241.50 |
2.2% |
74% |
False |
False |
525 |
| 60 |
11,264.75 |
9,168.00 |
2,096.75 |
19.3% |
225.75 |
2.1% |
81% |
False |
False |
363 |
| 80 |
11,264.75 |
8,348.50 |
2,916.25 |
26.8% |
217.75 |
2.0% |
86% |
False |
False |
273 |
| 100 |
11,264.75 |
6,626.75 |
4,638.00 |
42.7% |
232.25 |
2.1% |
91% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,451.25 |
|
2.618 |
11,947.25 |
|
1.618 |
11,638.50 |
|
1.000 |
11,447.75 |
|
0.618 |
11,329.75 |
|
HIGH |
11,139.00 |
|
0.618 |
11,021.00 |
|
0.500 |
10,984.50 |
|
0.382 |
10,948.25 |
|
LOW |
10,830.25 |
|
0.618 |
10,639.50 |
|
1.000 |
10,521.50 |
|
1.618 |
10,330.75 |
|
2.618 |
10,022.00 |
|
4.250 |
9,518.00 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,984.50 |
11,047.50 |
| PP |
10,943.75 |
10,985.50 |
| S1 |
10,902.75 |
10,923.75 |
|