Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
26,749 |
27,067 |
318 |
1.2% |
26,275 |
High |
27,114 |
27,301 |
187 |
0.7% |
26,599 |
Low |
26,666 |
26,924 |
258 |
1.0% |
25,881 |
Close |
27,055 |
27,285 |
230 |
0.9% |
26,319 |
Range |
448 |
377 |
-71 |
-15.8% |
718 |
ATR |
490 |
482 |
-8 |
-1.6% |
0 |
Volume |
155,148 |
177,413 |
22,265 |
14.4% |
877,409 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,301 |
28,170 |
27,492 |
|
R3 |
27,924 |
27,793 |
27,389 |
|
R2 |
27,547 |
27,547 |
27,354 |
|
R1 |
27,416 |
27,416 |
27,320 |
27,482 |
PP |
27,170 |
27,170 |
27,170 |
27,203 |
S1 |
27,039 |
27,039 |
27,251 |
27,105 |
S2 |
26,793 |
26,793 |
27,216 |
|
S3 |
26,416 |
26,662 |
27,181 |
|
S4 |
26,039 |
26,285 |
27,078 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,420 |
28,088 |
26,714 |
|
R3 |
27,702 |
27,370 |
26,517 |
|
R2 |
26,984 |
26,984 |
26,451 |
|
R1 |
26,652 |
26,652 |
26,385 |
26,818 |
PP |
26,266 |
26,266 |
26,266 |
26,350 |
S1 |
25,934 |
25,934 |
26,253 |
26,100 |
S2 |
25,548 |
25,548 |
26,187 |
|
S3 |
24,830 |
25,216 |
26,122 |
|
S4 |
24,112 |
24,498 |
25,924 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,301 |
25,905 |
1,396 |
5.1% |
418 |
1.5% |
99% |
True |
False |
170,933 |
10 |
27,301 |
25,881 |
1,420 |
5.2% |
396 |
1.5% |
99% |
True |
False |
167,549 |
20 |
27,301 |
25,293 |
2,008 |
7.4% |
438 |
1.6% |
99% |
True |
False |
187,891 |
40 |
27,301 |
24,409 |
2,892 |
10.6% |
611 |
2.2% |
99% |
True |
False |
205,524 |
60 |
27,491 |
22,629 |
4,862 |
17.8% |
602 |
2.2% |
96% |
False |
False |
137,195 |
80 |
27,491 |
22,629 |
4,862 |
17.8% |
600 |
2.2% |
96% |
False |
False |
102,925 |
100 |
27,491 |
17,992 |
9,499 |
34.8% |
734 |
2.7% |
98% |
False |
False |
82,393 |
120 |
29,375 |
17,992 |
11,383 |
41.7% |
809 |
3.0% |
82% |
False |
False |
68,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,903 |
2.618 |
28,288 |
1.618 |
27,911 |
1.000 |
27,678 |
0.618 |
27,534 |
HIGH |
27,301 |
0.618 |
27,157 |
0.500 |
27,113 |
0.382 |
27,068 |
LOW |
26,924 |
0.618 |
26,691 |
1.000 |
26,547 |
1.618 |
26,314 |
2.618 |
25,937 |
4.250 |
25,322 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,228 |
27,147 |
PP |
27,170 |
27,008 |
S1 |
27,113 |
26,870 |
|