| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,174.64 |
11,187.82 |
13.18 |
0.1% |
11,153.51 |
| High |
11,271.22 |
11,213.27 |
-57.95 |
-0.5% |
11,271.22 |
| Low |
11,139.64 |
11,106.93 |
-32.71 |
-0.3% |
10,855.06 |
| Close |
11,178.37 |
11,164.45 |
-13.92 |
-0.1% |
11,164.45 |
| Range |
131.58 |
106.34 |
-25.24 |
-19.2% |
416.16 |
| ATR |
205.78 |
198.68 |
-7.10 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,480.57 |
11,428.85 |
11,222.94 |
|
| R3 |
11,374.23 |
11,322.51 |
11,193.69 |
|
| R2 |
11,267.89 |
11,267.89 |
11,183.95 |
|
| R1 |
11,216.17 |
11,216.17 |
11,174.20 |
11,188.86 |
| PP |
11,161.55 |
11,161.55 |
11,161.55 |
11,147.90 |
| S1 |
11,109.83 |
11,109.83 |
11,154.70 |
11,082.52 |
| S2 |
11,055.21 |
11,055.21 |
11,144.95 |
|
| S3 |
10,948.87 |
11,003.49 |
11,135.21 |
|
| S4 |
10,842.53 |
10,897.15 |
11,105.96 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,345.39 |
12,171.08 |
11,393.34 |
|
| R3 |
11,929.23 |
11,754.92 |
11,278.89 |
|
| R2 |
11,513.07 |
11,513.07 |
11,240.75 |
|
| R1 |
11,338.76 |
11,338.76 |
11,202.60 |
11,425.92 |
| PP |
11,096.91 |
11,096.91 |
11,096.91 |
11,140.49 |
| S1 |
10,922.60 |
10,922.60 |
11,126.30 |
11,009.76 |
| S2 |
10,680.75 |
10,680.75 |
11,088.15 |
|
| S3 |
10,264.59 |
10,506.44 |
11,050.01 |
|
| S4 |
9,848.43 |
10,090.28 |
10,935.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,271.22 |
10,855.06 |
416.16 |
3.7% |
182.14 |
1.6% |
74% |
False |
False |
|
| 10 |
11,282.23 |
10,855.06 |
427.17 |
3.8% |
158.12 |
1.4% |
72% |
False |
False |
|
| 20 |
11,282.23 |
10,313.94 |
968.29 |
8.7% |
183.78 |
1.6% |
88% |
False |
False |
|
| 40 |
11,282.23 |
9,742.89 |
1,539.34 |
13.8% |
195.67 |
1.8% |
92% |
False |
False |
|
| 60 |
11,282.23 |
9,182.45 |
2,099.78 |
18.8% |
190.85 |
1.7% |
94% |
False |
False |
|
| 80 |
11,282.23 |
8,599.99 |
2,682.24 |
24.0% |
184.67 |
1.7% |
96% |
False |
False |
|
| 100 |
11,282.23 |
7,390.41 |
3,891.82 |
34.9% |
194.89 |
1.7% |
97% |
False |
False |
|
| 120 |
11,282.23 |
6,771.91 |
4,510.32 |
40.4% |
231.03 |
2.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,665.22 |
|
2.618 |
11,491.67 |
|
1.618 |
11,385.33 |
|
1.000 |
11,319.61 |
|
0.618 |
11,278.99 |
|
HIGH |
11,213.27 |
|
0.618 |
11,172.65 |
|
0.500 |
11,160.10 |
|
0.382 |
11,147.55 |
|
LOW |
11,106.93 |
|
0.618 |
11,041.21 |
|
1.000 |
11,000.59 |
|
1.618 |
10,934.87 |
|
2.618 |
10,828.53 |
|
4.250 |
10,654.99 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,163.00 |
11,149.98 |
| PP |
11,161.55 |
11,135.51 |
| S1 |
11,160.10 |
11,121.05 |
|