Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,700 |
27,858 |
158 |
0.6% |
26,400 |
High |
27,963 |
27,933 |
-30 |
-0.1% |
27,371 |
Low |
27,612 |
27,708 |
96 |
0.3% |
26,197 |
Close |
27,866 |
27,823 |
-43 |
-0.2% |
27,333 |
Range |
351 |
225 |
-126 |
-35.9% |
1,174 |
ATR |
462 |
445 |
-17 |
-3.7% |
0 |
Volume |
162,035 |
141,138 |
-20,897 |
-12.9% |
807,531 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,496 |
28,385 |
27,947 |
|
R3 |
28,271 |
28,160 |
27,885 |
|
R2 |
28,046 |
28,046 |
27,864 |
|
R1 |
27,935 |
27,935 |
27,844 |
27,878 |
PP |
27,821 |
27,821 |
27,821 |
27,793 |
S1 |
27,710 |
27,710 |
27,803 |
27,653 |
S2 |
27,596 |
27,596 |
27,782 |
|
S3 |
27,371 |
27,485 |
27,761 |
|
S4 |
27,146 |
27,260 |
27,699 |
|
|
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 |
27,105 |
964 |
3.5% |
367 |
1.3% |
74% |
False |
False |
179,489 |
10 |
28,069 |
25,905 |
2,164 |
7.8% |
392 |
1.4% |
89% |
False |
False |
175,211 |
20 |
28,069 |
25,881 |
2,188 |
7.9% |
384 |
1.4% |
89% |
False |
False |
171,143 |
40 |
28,069 |
24,743 |
3,326 |
12.0% |
514 |
1.8% |
93% |
False |
False |
201,603 |
60 |
28,069 |
23,986 |
4,083 |
14.7% |
571 |
2.1% |
94% |
False |
False |
152,134 |
80 |
28,069 |
22,629 |
5,440 |
19.6% |
577 |
2.1% |
95% |
False |
False |
114,135 |
100 |
28,069 |
18,587 |
9,482 |
34.1% |
671 |
2.4% |
97% |
False |
False |
91,358 |
120 |
28,145 |
17,992 |
10,153 |
36.5% |
809 |
2.9% |
97% |
False |
False |
76,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,889 |
2.618 |
28,522 |
1.618 |
28,297 |
1.000 |
28,158 |
0.618 |
28,072 |
HIGH |
27,933 |
0.618 |
27,847 |
0.500 |
27,821 |
0.382 |
27,794 |
LOW |
27,708 |
0.618 |
27,569 |
1.000 |
27,483 |
1.618 |
27,344 |
2.618 |
27,119 |
4.250 |
26,752 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,822 |
27,816 |
PP |
27,821 |
27,808 |
S1 |
27,821 |
27,801 |
|