Trading Metrics calculated at close of trading on 19-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12,874.0 |
12,865.0 |
-9.0 |
-0.1% |
12,690.5 |
High |
13,000.0 |
12,960.0 |
-40.0 |
-0.3% |
13,070.0 |
Low |
12,811.5 |
12,865.0 |
53.5 |
0.4% |
12,590.0 |
Close |
12,833.0 |
12,956.0 |
123.0 |
1.0% |
12,878.0 |
Range |
188.5 |
95.0 |
-93.5 |
-49.6% |
480.0 |
ATR |
205.9 |
200.3 |
-5.6 |
-2.7% |
0.0 |
Volume |
100 |
52 |
-48 |
-48.0% |
225 |
|
Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,212.0 |
13,179.0 |
13,008.3 |
|
R3 |
13,117.0 |
13,084.0 |
12,982.1 |
|
R2 |
13,022.0 |
13,022.0 |
12,973.4 |
|
R1 |
12,989.0 |
12,989.0 |
12,964.7 |
13,005.5 |
PP |
12,927.0 |
12,927.0 |
12,927.0 |
12,935.3 |
S1 |
12,894.0 |
12,894.0 |
12,947.3 |
12,910.5 |
S2 |
12,832.0 |
12,832.0 |
12,938.6 |
|
S3 |
12,737.0 |
12,799.0 |
12,929.9 |
|
S4 |
12,642.0 |
12,704.0 |
12,903.8 |
|
|
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 |
13,021.5 |
12,770.0 |
251.5 |
1.9% |
120.2 |
0.9% |
74% |
False |
False |
52 |
10 |
13,070.0 |
12,537.5 |
532.5 |
4.1% |
154.4 |
1.2% |
79% |
False |
False |
49 |
20 |
13,165.0 |
12,207.0 |
958.0 |
7.4% |
184.2 |
1.4% |
78% |
False |
False |
77 |
40 |
13,272.5 |
11,929.0 |
1,343.5 |
10.4% |
186.3 |
1.4% |
76% |
False |
False |
77 |
60 |
13,272.5 |
11,570.0 |
1,702.5 |
13.1% |
192.9 |
1.5% |
81% |
False |
False |
64 |
80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.8% |
159.7 |
1.2% |
90% |
False |
False |
54 |
100 |
13,272.5 |
9,411.0 |
3,861.5 |
29.8% |
153.9 |
1.2% |
92% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,363.8 |
2.618 |
13,208.7 |
1.618 |
13,113.7 |
1.000 |
13,055.0 |
0.618 |
13,018.7 |
HIGH |
12,960.0 |
0.618 |
12,923.7 |
0.500 |
12,912.5 |
0.382 |
12,901.3 |
LOW |
12,865.0 |
0.618 |
12,806.3 |
1.000 |
12,770.0 |
1.618 |
12,711.3 |
2.618 |
12,616.3 |
4.250 |
12,461.3 |
|
|
Fisher Pivots for day following 19-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12,941.5 |
12,939.3 |
PP |
12,927.0 |
12,922.5 |
S1 |
12,912.5 |
12,905.8 |
|