Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,364 |
27,690 |
326 |
1.2% |
26,400 |
High |
27,713 |
28,069 |
356 |
1.3% |
27,371 |
Low |
27,260 |
27,532 |
272 |
1.0% |
26,197 |
Close |
27,679 |
27,614 |
-65 |
-0.2% |
27,333 |
Range |
453 |
537 |
84 |
18.5% |
1,174 |
ATR |
465 |
470 |
5 |
1.1% |
0 |
Volume |
169,115 |
236,391 |
67,276 |
39.8% |
807,531 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,349 |
29,019 |
27,909 |
|
R3 |
28,812 |
28,482 |
27,762 |
|
R2 |
28,275 |
28,275 |
27,713 |
|
R1 |
27,945 |
27,945 |
27,663 |
27,842 |
PP |
27,738 |
27,738 |
27,738 |
27,687 |
S1 |
27,408 |
27,408 |
27,565 |
27,305 |
S2 |
27,201 |
27,201 |
27,516 |
|
S3 |
26,664 |
26,871 |
27,466 |
|
S4 |
26,127 |
26,334 |
27,319 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,489 |
30,085 |
27,979 |
|
R3 |
29,315 |
28,911 |
27,656 |
|
R2 |
28,141 |
28,141 |
27,548 |
|
R1 |
27,737 |
27,737 |
27,441 |
27,939 |
PP |
26,967 |
26,967 |
26,967 |
27,068 |
S1 |
26,563 |
26,563 |
27,226 |
26,765 |
S2 |
25,793 |
25,793 |
27,118 |
|
S3 |
24,619 |
25,389 |
27,010 |
|
S4 |
23,445 |
24,215 |
26,687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,069 |
26,666 |
1,403 |
5.1% |
416 |
1.5% |
68% |
True |
False |
185,367 |
10 |
28,069 |
25,881 |
2,188 |
7.9% |
425 |
1.5% |
79% |
True |
False |
180,121 |
20 |
28,069 |
25,881 |
2,188 |
7.9% |
400 |
1.4% |
79% |
True |
False |
178,048 |
40 |
28,069 |
24,743 |
3,326 |
12.0% |
538 |
1.9% |
86% |
True |
False |
207,937 |
60 |
28,069 |
23,559 |
4,510 |
16.3% |
588 |
2.1% |
90% |
True |
False |
147,090 |
80 |
28,069 |
22,629 |
5,440 |
19.7% |
589 |
2.1% |
92% |
True |
False |
110,349 |
100 |
28,069 |
17,992 |
10,077 |
36.5% |
702 |
2.5% |
95% |
True |
False |
88,334 |
120 |
29,069 |
17,992 |
11,077 |
40.1% |
812 |
2.9% |
87% |
False |
False |
73,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,351 |
2.618 |
29,475 |
1.618 |
28,938 |
1.000 |
28,606 |
0.618 |
28,401 |
HIGH |
28,069 |
0.618 |
27,864 |
0.500 |
27,801 |
0.382 |
27,737 |
LOW |
27,532 |
0.618 |
27,200 |
1.000 |
26,995 |
1.618 |
26,663 |
2.618 |
26,126 |
4.250 |
25,250 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,801 |
27,605 |
PP |
27,738 |
27,596 |
S1 |
27,676 |
27,587 |
|