Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12,966.0 |
12,900.0 |
-66.0 |
-0.5% |
12,690.5 |
High |
12,966.0 |
12,930.0 |
-36.0 |
-0.3% |
13,070.0 |
Low |
12,770.0 |
12,890.0 |
120.0 |
0.9% |
12,590.0 |
Close |
12,878.0 |
12,913.0 |
35.0 |
0.3% |
12,878.0 |
Range |
196.0 |
40.0 |
-156.0 |
-79.6% |
480.0 |
ATR |
219.2 |
207.3 |
-11.9 |
-5.4% |
0.0 |
Volume |
29 |
31 |
2 |
6.9% |
225 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,031.0 |
13,012.0 |
12,935.0 |
|
R3 |
12,991.0 |
12,972.0 |
12,924.0 |
|
R2 |
12,951.0 |
12,951.0 |
12,920.3 |
|
R1 |
12,932.0 |
12,932.0 |
12,916.7 |
12,941.5 |
PP |
12,911.0 |
12,911.0 |
12,911.0 |
12,915.8 |
S1 |
12,892.0 |
12,892.0 |
12,909.3 |
12,901.5 |
S2 |
12,871.0 |
12,871.0 |
12,905.7 |
|
S3 |
12,831.0 |
12,852.0 |
12,902.0 |
|
S4 |
12,791.0 |
12,812.0 |
12,891.0 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,286.0 |
14,062.0 |
13,142.0 |
|
R3 |
13,806.0 |
13,582.0 |
13,010.0 |
|
R2 |
13,326.0 |
13,326.0 |
12,966.0 |
|
R1 |
13,102.0 |
13,102.0 |
12,922.0 |
13,214.0 |
PP |
12,846.0 |
12,846.0 |
12,846.0 |
12,902.0 |
S1 |
12,622.0 |
12,622.0 |
12,834.0 |
12,734.0 |
S2 |
12,366.0 |
12,366.0 |
12,790.0 |
|
S3 |
11,886.0 |
12,142.0 |
12,746.0 |
|
S4 |
11,406.0 |
11,662.0 |
12,614.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,070.0 |
12,770.0 |
300.0 |
2.3% |
155.9 |
1.2% |
48% |
False |
False |
47 |
10 |
13,070.0 |
12,537.5 |
532.5 |
4.1% |
154.0 |
1.2% |
71% |
False |
False |
48 |
20 |
13,272.5 |
12,207.0 |
1,065.5 |
8.3% |
183.4 |
1.4% |
66% |
False |
False |
82 |
40 |
13,272.5 |
11,929.0 |
1,343.5 |
10.4% |
197.1 |
1.5% |
73% |
False |
False |
78 |
60 |
13,272.5 |
11,467.0 |
1,805.5 |
14.0% |
188.4 |
1.5% |
80% |
False |
False |
62 |
80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.8% |
157.3 |
1.2% |
88% |
False |
False |
53 |
100 |
13,272.5 |
9,411.0 |
3,861.5 |
29.9% |
152.4 |
1.2% |
91% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,100.0 |
2.618 |
13,034.7 |
1.618 |
12,994.7 |
1.000 |
12,970.0 |
0.618 |
12,954.7 |
HIGH |
12,930.0 |
0.618 |
12,914.7 |
0.500 |
12,910.0 |
0.382 |
12,905.3 |
LOW |
12,890.0 |
0.618 |
12,865.3 |
1.000 |
12,850.0 |
1.618 |
12,825.3 |
2.618 |
12,785.3 |
4.250 |
12,720.0 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12,912.0 |
12,907.3 |
PP |
12,911.0 |
12,901.5 |
S1 |
12,910.0 |
12,895.8 |
|