Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
28,215 |
28,312 |
97 |
0.3% |
27,840 |
High |
28,339 |
28,590 |
251 |
0.9% |
27,928 |
Low |
28,095 |
28,181 |
86 |
0.3% |
27,392 |
Close |
28,312 |
28,468 |
156 |
0.6% |
27,859 |
Range |
244 |
409 |
165 |
67.6% |
536 |
ATR |
391 |
393 |
1 |
0.3% |
0 |
Volume |
144,026 |
210,284 |
66,258 |
46.0% |
751,103 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,640 |
29,463 |
28,693 |
|
R3 |
29,231 |
29,054 |
28,581 |
|
R2 |
28,822 |
28,822 |
28,543 |
|
R1 |
28,645 |
28,645 |
28,506 |
28,734 |
PP |
28,413 |
28,413 |
28,413 |
28,457 |
S1 |
28,236 |
28,236 |
28,431 |
28,325 |
S2 |
28,004 |
28,004 |
28,393 |
|
S3 |
27,595 |
27,827 |
28,356 |
|
S4 |
27,186 |
27,418 |
28,243 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,334 |
29,133 |
28,154 |
|
R3 |
28,798 |
28,597 |
28,007 |
|
R2 |
28,262 |
28,262 |
27,957 |
|
R1 |
28,061 |
28,061 |
27,908 |
28,162 |
PP |
27,726 |
27,726 |
27,726 |
27,777 |
S1 |
27,525 |
27,525 |
27,810 |
27,626 |
S2 |
27,190 |
27,190 |
27,761 |
|
S3 |
26,654 |
26,989 |
27,712 |
|
S4 |
26,118 |
26,453 |
27,564 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,590 |
27,473 |
1,117 |
3.9% |
382 |
1.3% |
89% |
True |
False |
174,265 |
10 |
28,590 |
27,392 |
1,198 |
4.2% |
335 |
1.2% |
90% |
True |
False |
159,718 |
20 |
28,590 |
25,905 |
2,685 |
9.4% |
364 |
1.3% |
95% |
True |
False |
167,464 |
40 |
28,590 |
25,293 |
3,297 |
11.6% |
420 |
1.5% |
96% |
True |
False |
183,786 |
60 |
28,590 |
24,409 |
4,181 |
14.7% |
544 |
1.9% |
97% |
True |
False |
178,696 |
80 |
28,590 |
22,629 |
5,961 |
20.9% |
549 |
1.9% |
98% |
True |
False |
134,086 |
100 |
28,590 |
22,194 |
6,396 |
22.5% |
578 |
2.0% |
98% |
True |
False |
107,303 |
120 |
28,590 |
17,992 |
10,598 |
37.2% |
742 |
2.6% |
99% |
True |
False |
89,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,328 |
2.618 |
29,661 |
1.618 |
29,252 |
1.000 |
28,999 |
0.618 |
28,843 |
HIGH |
28,590 |
0.618 |
28,434 |
0.500 |
28,386 |
0.382 |
28,337 |
LOW |
28,181 |
0.618 |
27,928 |
1.000 |
27,772 |
1.618 |
27,519 |
2.618 |
27,110 |
4.250 |
26,443 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
28,441 |
28,417 |
PP |
28,413 |
28,367 |
S1 |
28,386 |
28,316 |
|