| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,312.00 |
11,467.00 |
155.00 |
1.4% |
11,135.75 |
| High |
11,478.75 |
11,555.75 |
77.00 |
0.7% |
11,555.75 |
| Low |
11,206.25 |
11,392.25 |
186.00 |
1.7% |
11,134.75 |
| Close |
11,460.50 |
11,545.50 |
85.00 |
0.7% |
11,545.50 |
| Range |
272.50 |
163.50 |
-109.00 |
-40.0% |
421.00 |
| ATR |
219.07 |
215.10 |
-3.97 |
-1.8% |
0.00 |
| Volume |
696 |
1,384 |
688 |
98.9% |
3,880 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,988.25 |
11,930.50 |
11,635.50 |
|
| R3 |
11,824.75 |
11,767.00 |
11,590.50 |
|
| R2 |
11,661.25 |
11,661.25 |
11,575.50 |
|
| R1 |
11,603.50 |
11,603.50 |
11,560.50 |
11,632.50 |
| PP |
11,497.75 |
11,497.75 |
11,497.75 |
11,512.25 |
| S1 |
11,440.00 |
11,440.00 |
11,530.50 |
11,469.00 |
| S2 |
11,334.25 |
11,334.25 |
11,515.50 |
|
| S3 |
11,170.75 |
11,276.50 |
11,500.50 |
|
| S4 |
11,007.25 |
11,113.00 |
11,455.50 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675.00 |
12,531.25 |
11,777.00 |
|
| R3 |
12,254.00 |
12,110.25 |
11,661.25 |
|
| R2 |
11,833.00 |
11,833.00 |
11,622.75 |
|
| R1 |
11,689.25 |
11,689.25 |
11,584.00 |
11,761.00 |
| PP |
11,412.00 |
11,412.00 |
11,412.00 |
11,448.00 |
| S1 |
11,268.25 |
11,268.25 |
11,507.00 |
11,340.00 |
| S2 |
10,991.00 |
10,991.00 |
11,468.25 |
|
| S3 |
10,570.00 |
10,847.25 |
11,429.75 |
|
| S4 |
10,149.00 |
10,426.25 |
11,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,555.75 |
11,134.75 |
421.00 |
3.6% |
173.25 |
1.5% |
98% |
True |
False |
776 |
| 10 |
11,555.75 |
10,830.25 |
725.50 |
6.3% |
200.25 |
1.7% |
99% |
True |
False |
645 |
| 20 |
11,555.75 |
10,397.50 |
1,158.25 |
10.0% |
209.00 |
1.8% |
99% |
True |
False |
608 |
| 40 |
11,555.75 |
9,720.25 |
1,835.50 |
15.9% |
234.50 |
2.0% |
99% |
True |
False |
599 |
| 60 |
11,555.75 |
9,371.25 |
2,184.50 |
18.9% |
228.75 |
2.0% |
100% |
True |
False |
452 |
| 80 |
11,555.75 |
8,555.00 |
3,000.75 |
26.0% |
212.25 |
1.8% |
100% |
True |
False |
340 |
| 100 |
11,555.75 |
7,386.50 |
4,169.25 |
36.1% |
214.50 |
1.9% |
100% |
True |
False |
272 |
| 120 |
11,555.75 |
6,626.75 |
4,929.00 |
42.7% |
240.25 |
2.1% |
100% |
True |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,250.50 |
|
2.618 |
11,983.75 |
|
1.618 |
11,820.25 |
|
1.000 |
11,719.25 |
|
0.618 |
11,656.75 |
|
HIGH |
11,555.75 |
|
0.618 |
11,493.25 |
|
0.500 |
11,474.00 |
|
0.382 |
11,454.75 |
|
LOW |
11,392.25 |
|
0.618 |
11,291.25 |
|
1.000 |
11,228.75 |
|
1.618 |
11,127.75 |
|
2.618 |
10,964.25 |
|
4.250 |
10,697.50 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,521.75 |
11,490.75 |
| PP |
11,497.75 |
11,435.75 |
| S1 |
11,474.00 |
11,381.00 |
|