Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,630.87 |
11,792.43 |
161.56 |
1.4% |
11,573.42 |
High |
11,856.97 |
12,476.88 |
619.91 |
5.2% |
12,073.09 |
Low |
11,630.87 |
11,704.00 |
73.13 |
0.6% |
11,139.23 |
Close |
11,771.60 |
12,322.48 |
550.88 |
4.7% |
11,771.60 |
Range |
226.10 |
772.88 |
546.78 |
241.8% |
933.86 |
ATR |
460.43 |
482.75 |
22.32 |
4.8% |
0.00 |
Volume |
36,807 |
85,730 |
48,923 |
132.9% |
199,725 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,486.43 |
14,177.33 |
12,747.56 |
|
R3 |
13,713.55 |
13,404.45 |
12,535.02 |
|
R2 |
12,940.67 |
12,940.67 |
12,464.17 |
|
R1 |
12,631.57 |
12,631.57 |
12,393.33 |
12,786.12 |
PP |
12,167.79 |
12,167.79 |
12,167.79 |
12,245.06 |
S1 |
11,858.69 |
11,858.69 |
12,251.63 |
12,013.24 |
S2 |
11,394.91 |
11,394.91 |
12,180.79 |
|
S3 |
10,622.03 |
11,085.81 |
12,109.94 |
|
S4 |
9,849.15 |
10,312.93 |
11,897.40 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,462.89 |
14,051.10 |
12,285.22 |
|
R3 |
13,529.03 |
13,117.24 |
12,028.41 |
|
R2 |
12,595.17 |
12,595.17 |
11,942.81 |
|
R1 |
12,183.38 |
12,183.38 |
11,857.20 |
12,389.28 |
PP |
11,661.31 |
11,661.31 |
11,661.31 |
11,764.25 |
S1 |
11,249.52 |
11,249.52 |
11,686.00 |
11,455.42 |
S2 |
10,727.45 |
10,727.45 |
11,600.39 |
|
S3 |
9,793.59 |
10,315.66 |
11,514.79 |
|
S4 |
8,859.73 |
9,381.80 |
11,257.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,476.88 |
11,139.23 |
1,337.65 |
10.9% |
530.62 |
4.3% |
88% |
True |
False |
47,453 |
10 |
12,476.88 |
11,044.15 |
1,432.73 |
11.6% |
507.18 |
4.1% |
89% |
True |
False |
44,749 |
20 |
12,476.88 |
9,155.59 |
3,321.29 |
27.0% |
545.05 |
4.4% |
95% |
True |
False |
52,713 |
40 |
12,476.88 |
8,848.18 |
3,628.70 |
29.4% |
384.65 |
3.1% |
96% |
True |
False |
39,268 |
60 |
12,476.88 |
8,705.92 |
3,770.96 |
30.6% |
385.78 |
3.1% |
96% |
True |
False |
40,773 |
80 |
12,476.88 |
7,673.69 |
4,803.19 |
39.0% |
453.81 |
3.7% |
97% |
True |
False |
51,219 |
100 |
12,476.88 |
6,166.48 |
6,310.40 |
51.2% |
445.39 |
3.6% |
98% |
True |
False |
51,634 |
120 |
12,476.88 |
3,925.27 |
8,551.61 |
69.4% |
505.81 |
4.1% |
98% |
True |
False |
62,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,761.62 |
2.618 |
14,500.28 |
1.618 |
13,727.40 |
1.000 |
13,249.76 |
0.618 |
12,954.52 |
HIGH |
12,476.88 |
0.618 |
12,181.64 |
0.500 |
12,090.44 |
0.382 |
11,999.24 |
LOW |
11,704.00 |
0.618 |
11,226.36 |
1.000 |
10,931.12 |
1.618 |
10,453.48 |
2.618 |
9,680.60 |
4.250 |
8,419.26 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12,245.13 |
12,174.63 |
PP |
12,167.79 |
12,026.78 |
S1 |
12,090.44 |
11,878.93 |
|