| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,231.97 |
11,339.76 |
107.79 |
1.0% |
11,153.51 |
| High |
11,306.47 |
11,421.10 |
114.63 |
1.0% |
11,271.22 |
| Low |
11,228.14 |
11,279.08 |
50.94 |
0.5% |
10,855.06 |
| Close |
11,288.57 |
11,399.03 |
110.46 |
1.0% |
11,164.45 |
| Range |
78.33 |
142.02 |
63.69 |
81.3% |
416.16 |
| ATR |
194.63 |
190.87 |
-3.76 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,792.46 |
11,737.77 |
11,477.14 |
|
| R3 |
11,650.44 |
11,595.75 |
11,438.09 |
|
| R2 |
11,508.42 |
11,508.42 |
11,425.07 |
|
| R1 |
11,453.73 |
11,453.73 |
11,412.05 |
11,481.08 |
| PP |
11,366.40 |
11,366.40 |
11,366.40 |
11,380.08 |
| S1 |
11,311.71 |
11,311.71 |
11,386.01 |
11,339.06 |
| S2 |
11,224.38 |
11,224.38 |
11,372.99 |
|
| S3 |
11,082.36 |
11,169.69 |
11,359.97 |
|
| S4 |
10,940.34 |
11,027.67 |
11,320.92 |
|
|
| 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 |
11,421.10 |
10,970.87 |
450.23 |
3.9% |
135.53 |
1.2% |
95% |
True |
False |
|
| 10 |
11,421.10 |
10,855.06 |
566.04 |
5.0% |
161.85 |
1.4% |
96% |
True |
False |
|
| 20 |
11,421.10 |
10,313.94 |
1,107.16 |
9.7% |
166.49 |
1.5% |
98% |
True |
False |
|
| 40 |
11,421.10 |
9,742.89 |
1,678.21 |
14.7% |
192.95 |
1.7% |
99% |
True |
False |
|
| 60 |
11,421.10 |
9,182.45 |
2,238.65 |
19.6% |
190.35 |
1.7% |
99% |
True |
False |
|
| 80 |
11,421.10 |
8,665.40 |
2,755.70 |
24.2% |
182.89 |
1.6% |
99% |
True |
False |
|
| 100 |
11,421.10 |
7,423.97 |
3,997.13 |
35.1% |
189.59 |
1.7% |
99% |
True |
False |
|
| 120 |
11,421.10 |
6,771.91 |
4,649.19 |
40.8% |
228.08 |
2.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,024.69 |
|
2.618 |
11,792.91 |
|
1.618 |
11,650.89 |
|
1.000 |
11,563.12 |
|
0.618 |
11,508.87 |
|
HIGH |
11,421.10 |
|
0.618 |
11,366.85 |
|
0.500 |
11,350.09 |
|
0.382 |
11,333.33 |
|
LOW |
11,279.08 |
|
0.618 |
11,191.31 |
|
1.000 |
11,137.06 |
|
1.618 |
11,049.29 |
|
2.618 |
10,907.27 |
|
4.250 |
10,675.50 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,382.72 |
11,354.03 |
| PP |
11,366.40 |
11,309.02 |
| S1 |
11,350.09 |
11,264.02 |
|