Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,690 |
27,700 |
10 |
0.0% |
26,400 |
High |
28,069 |
27,963 |
-106 |
-0.4% |
27,371 |
Low |
27,532 |
27,612 |
80 |
0.3% |
26,197 |
Close |
27,614 |
27,866 |
252 |
0.9% |
27,333 |
Range |
537 |
351 |
-186 |
-34.6% |
1,174 |
ATR |
470 |
462 |
-9 |
-1.8% |
0 |
Volume |
236,391 |
162,035 |
-74,356 |
-31.5% |
807,531 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,867 |
28,717 |
28,059 |
|
R3 |
28,516 |
28,366 |
27,963 |
|
R2 |
28,165 |
28,165 |
27,930 |
|
R1 |
28,015 |
28,015 |
27,898 |
28,090 |
PP |
27,814 |
27,814 |
27,814 |
27,851 |
S1 |
27,664 |
27,664 |
27,834 |
27,739 |
S2 |
27,463 |
27,463 |
27,802 |
|
S3 |
27,112 |
27,313 |
27,770 |
|
S4 |
26,761 |
26,962 |
27,673 |
|
|
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 |
26,924 |
1,145 |
4.1% |
397 |
1.4% |
82% |
False |
False |
186,744 |
10 |
28,069 |
25,881 |
2,188 |
7.9% |
429 |
1.5% |
91% |
False |
False |
182,512 |
20 |
28,069 |
25,881 |
2,188 |
7.9% |
393 |
1.4% |
91% |
False |
False |
174,002 |
40 |
28,069 |
24,743 |
3,326 |
11.9% |
522 |
1.9% |
94% |
False |
False |
203,487 |
60 |
28,069 |
23,986 |
4,083 |
14.7% |
578 |
2.1% |
95% |
False |
False |
149,785 |
80 |
28,069 |
22,629 |
5,440 |
19.5% |
584 |
2.1% |
96% |
False |
False |
112,373 |
100 |
28,069 |
17,992 |
10,077 |
36.2% |
685 |
2.5% |
98% |
False |
False |
89,950 |
120 |
28,573 |
17,992 |
10,581 |
38.0% |
814 |
2.9% |
93% |
False |
False |
74,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,455 |
2.618 |
28,882 |
1.618 |
28,531 |
1.000 |
28,314 |
0.618 |
28,180 |
HIGH |
27,963 |
0.618 |
27,829 |
0.500 |
27,788 |
0.382 |
27,746 |
LOW |
27,612 |
0.618 |
27,395 |
1.000 |
27,261 |
1.618 |
27,044 |
2.618 |
26,693 |
4.250 |
26,120 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,840 |
27,799 |
PP |
27,814 |
27,732 |
S1 |
27,788 |
27,665 |
|