| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,279.00 |
11,393.00 |
114.00 |
1.0% |
11,117.00 |
| High |
11,397.75 |
11,420.75 |
23.00 |
0.2% |
11,248.75 |
| Low |
11,253.25 |
11,284.25 |
31.00 |
0.3% |
10,830.25 |
| Close |
11,392.75 |
11,315.25 |
-77.50 |
-0.7% |
11,117.50 |
| Range |
144.50 |
136.50 |
-8.00 |
-5.5% |
418.50 |
| ATR |
220.99 |
214.96 |
-6.04 |
-2.7% |
0.00 |
| Volume |
717 |
846 |
129 |
18.0% |
2,572 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,749.50 |
11,669.00 |
11,390.25 |
|
| R3 |
11,613.00 |
11,532.50 |
11,352.75 |
|
| R2 |
11,476.50 |
11,476.50 |
11,340.25 |
|
| R1 |
11,396.00 |
11,396.00 |
11,327.75 |
11,368.00 |
| PP |
11,340.00 |
11,340.00 |
11,340.00 |
11,326.00 |
| S1 |
11,259.50 |
11,259.50 |
11,302.75 |
11,231.50 |
| S2 |
11,203.50 |
11,203.50 |
11,290.25 |
|
| S3 |
11,067.00 |
11,123.00 |
11,277.75 |
|
| S4 |
10,930.50 |
10,986.50 |
11,240.25 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,321.00 |
12,137.75 |
11,347.75 |
|
| R3 |
11,902.50 |
11,719.25 |
11,232.50 |
|
| R2 |
11,484.00 |
11,484.00 |
11,194.25 |
|
| R1 |
11,300.75 |
11,300.75 |
11,155.75 |
11,392.50 |
| PP |
11,065.50 |
11,065.50 |
11,065.50 |
11,111.25 |
| S1 |
10,882.25 |
10,882.25 |
11,079.25 |
10,974.00 |
| S2 |
10,647.00 |
10,647.00 |
11,040.75 |
|
| S3 |
10,228.50 |
10,463.75 |
11,002.50 |
|
| S4 |
9,810.00 |
10,045.25 |
10,887.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,420.75 |
11,080.00 |
340.75 |
3.0% |
147.75 |
1.3% |
69% |
True |
False |
572 |
| 10 |
11,420.75 |
10,830.25 |
590.50 |
5.2% |
202.75 |
1.8% |
82% |
True |
False |
522 |
| 20 |
11,420.75 |
10,288.00 |
1,132.75 |
10.0% |
222.75 |
2.0% |
91% |
True |
False |
592 |
| 40 |
11,420.75 |
9,720.25 |
1,700.50 |
15.0% |
236.75 |
2.1% |
94% |
True |
False |
576 |
| 60 |
11,420.75 |
9,168.00 |
2,252.75 |
19.9% |
230.00 |
2.0% |
95% |
True |
False |
418 |
| 80 |
11,420.75 |
8,555.00 |
2,865.75 |
25.3% |
213.75 |
1.9% |
96% |
True |
False |
314 |
| 100 |
11,420.75 |
7,386.50 |
4,034.25 |
35.7% |
217.00 |
1.9% |
97% |
True |
False |
251 |
| 120 |
11,420.75 |
6,626.75 |
4,794.00 |
42.4% |
241.50 |
2.1% |
98% |
True |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,001.00 |
|
2.618 |
11,778.00 |
|
1.618 |
11,641.50 |
|
1.000 |
11,557.25 |
|
0.618 |
11,505.00 |
|
HIGH |
11,420.75 |
|
0.618 |
11,368.50 |
|
0.500 |
11,352.50 |
|
0.382 |
11,336.50 |
|
LOW |
11,284.25 |
|
0.618 |
11,200.00 |
|
1.000 |
11,147.75 |
|
1.618 |
11,063.50 |
|
2.618 |
10,927.00 |
|
4.250 |
10,704.00 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,352.50 |
11,302.75 |
| PP |
11,340.00 |
11,290.25 |
| S1 |
11,327.75 |
11,277.75 |
|