| 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 |
11,277.05 |
11,476.85 |
199.80 |
1.8% |
11,231.97 |
| High |
11,497.18 |
11,574.79 |
77.61 |
0.7% |
11,574.79 |
| Low |
11,268.46 |
11,461.53 |
193.07 |
1.7% |
11,228.14 |
| Close |
11,477.05 |
11,555.16 |
78.11 |
0.7% |
11,555.16 |
| Range |
228.72 |
113.26 |
-115.46 |
-50.5% |
346.65 |
| ATR |
189.99 |
184.51 |
-5.48 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,870.27 |
11,825.98 |
11,617.45 |
|
| R3 |
11,757.01 |
11,712.72 |
11,586.31 |
|
| R2 |
11,643.75 |
11,643.75 |
11,575.92 |
|
| R1 |
11,599.46 |
11,599.46 |
11,565.54 |
11,621.61 |
| PP |
11,530.49 |
11,530.49 |
11,530.49 |
11,541.57 |
| S1 |
11,486.20 |
11,486.20 |
11,544.78 |
11,508.35 |
| S2 |
11,417.23 |
11,417.23 |
11,534.40 |
|
| S3 |
11,303.97 |
11,372.94 |
11,524.01 |
|
| S4 |
11,190.71 |
11,259.68 |
11,492.87 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,492.65 |
12,370.55 |
11,745.82 |
|
| R3 |
12,146.00 |
12,023.90 |
11,650.49 |
|
| R2 |
11,799.35 |
11,799.35 |
11,618.71 |
|
| R1 |
11,677.25 |
11,677.25 |
11,586.94 |
11,738.30 |
| PP |
11,452.70 |
11,452.70 |
11,452.70 |
11,483.22 |
| S1 |
11,330.60 |
11,330.60 |
11,523.38 |
11,391.65 |
| S2 |
11,106.05 |
11,106.05 |
11,491.61 |
|
| S3 |
10,759.40 |
10,983.95 |
11,459.83 |
|
| S4 |
10,412.75 |
10,637.30 |
11,364.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,574.79 |
11,228.14 |
346.65 |
3.0% |
139.83 |
1.2% |
94% |
True |
False |
|
| 10 |
11,574.79 |
10,855.06 |
719.73 |
6.2% |
160.98 |
1.4% |
97% |
True |
False |
|
| 20 |
11,574.79 |
10,527.43 |
1,047.36 |
9.1% |
154.55 |
1.3% |
98% |
True |
False |
|
| 40 |
11,574.79 |
9,742.89 |
1,831.90 |
15.9% |
189.19 |
1.6% |
99% |
True |
False |
|
| 60 |
11,574.79 |
9,379.93 |
2,194.86 |
19.0% |
187.82 |
1.6% |
99% |
True |
False |
|
| 80 |
11,574.79 |
8,665.40 |
2,909.39 |
25.2% |
182.28 |
1.6% |
99% |
True |
False |
|
| 100 |
11,574.79 |
7,423.97 |
4,150.82 |
35.9% |
187.03 |
1.6% |
100% |
True |
False |
|
| 120 |
11,574.79 |
6,771.91 |
4,802.88 |
41.6% |
221.51 |
1.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,056.15 |
|
2.618 |
11,871.30 |
|
1.618 |
11,758.04 |
|
1.000 |
11,688.05 |
|
0.618 |
11,644.78 |
|
HIGH |
11,574.79 |
|
0.618 |
11,531.52 |
|
0.500 |
11,518.16 |
|
0.382 |
11,504.80 |
|
LOW |
11,461.53 |
|
0.618 |
11,391.54 |
|
1.000 |
11,348.27 |
|
1.618 |
11,278.28 |
|
2.618 |
11,165.02 |
|
4.250 |
10,980.18 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,542.83 |
11,510.65 |
| PP |
11,530.49 |
11,466.14 |
| S1 |
11,518.16 |
11,421.63 |
|