Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,263.41 |
11,500.22 |
236.81 |
2.1% |
11,623.34 |
High |
11,549.05 |
11,776.19 |
227.14 |
2.0% |
11,825.31 |
Low |
11,254.58 |
11,435.05 |
180.47 |
1.6% |
11,126.87 |
Close |
11,502.64 |
11,678.25 |
175.61 |
1.5% |
11,502.64 |
Range |
294.47 |
341.14 |
46.67 |
15.8% |
698.44 |
ATR |
443.26 |
435.96 |
-7.29 |
-1.6% |
0.00 |
Volume |
24,892 |
21,052 |
-3,840 |
-15.4% |
134,504 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,653.25 |
12,506.89 |
11,865.88 |
|
R3 |
12,312.11 |
12,165.75 |
11,772.06 |
|
R2 |
11,970.97 |
11,970.97 |
11,740.79 |
|
R1 |
11,824.61 |
11,824.61 |
11,709.52 |
11,897.79 |
PP |
11,629.83 |
11,629.83 |
11,629.83 |
11,666.42 |
S1 |
11,483.47 |
11,483.47 |
11,646.98 |
11,556.65 |
S2 |
11,288.69 |
11,288.69 |
11,615.71 |
|
S3 |
10,947.55 |
11,142.33 |
11,584.44 |
|
S4 |
10,606.41 |
10,801.19 |
11,490.62 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,580.26 |
13,239.89 |
11,886.78 |
|
R3 |
12,881.82 |
12,541.45 |
11,694.71 |
|
R2 |
12,183.38 |
12,183.38 |
11,630.69 |
|
R1 |
11,843.01 |
11,843.01 |
11,566.66 |
11,663.98 |
PP |
11,484.94 |
11,484.94 |
11,484.94 |
11,395.42 |
S1 |
11,144.57 |
11,144.57 |
11,438.62 |
10,965.54 |
S2 |
10,786.50 |
10,786.50 |
11,374.59 |
|
S3 |
10,088.06 |
10,446.13 |
11,310.57 |
|
S4 |
9,389.62 |
9,747.69 |
11,118.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,786.89 |
11,126.87 |
660.02 |
5.7% |
406.69 |
3.5% |
84% |
False |
False |
27,854 |
10 |
12,405.51 |
11,126.87 |
1,278.64 |
10.9% |
399.88 |
3.4% |
43% |
False |
False |
30,142 |
20 |
12,476.88 |
11,044.15 |
1,432.73 |
12.3% |
453.53 |
3.9% |
44% |
False |
False |
37,446 |
40 |
12,476.88 |
9,037.31 |
3,439.57 |
29.5% |
414.70 |
3.6% |
77% |
False |
False |
39,121 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
31.1% |
383.76 |
3.3% |
78% |
False |
False |
37,680 |
80 |
12,476.88 |
8,489.76 |
3,987.12 |
34.1% |
412.07 |
3.5% |
80% |
False |
False |
42,241 |
100 |
12,476.88 |
6,485.16 |
5,991.72 |
51.3% |
438.61 |
3.8% |
87% |
False |
False |
48,698 |
120 |
12,476.88 |
4,868.74 |
7,608.14 |
65.1% |
460.85 |
3.9% |
90% |
False |
False |
52,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,226.04 |
2.618 |
12,669.29 |
1.618 |
12,328.15 |
1.000 |
12,117.33 |
0.618 |
11,987.01 |
HIGH |
11,776.19 |
0.618 |
11,645.87 |
0.500 |
11,605.62 |
0.382 |
11,565.37 |
LOW |
11,435.05 |
0.618 |
11,224.23 |
1.000 |
11,093.91 |
1.618 |
10,883.09 |
2.618 |
10,541.95 |
4.250 |
9,985.21 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,654.04 |
11,603.78 |
PP |
11,629.83 |
11,529.31 |
S1 |
11,605.62 |
11,454.84 |
|