Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12,900.0 |
12,770.0 |
-130.0 |
-1.0% |
12,900.0 |
High |
12,900.0 |
13,082.0 |
182.0 |
1.4% |
13,000.0 |
Low |
12,662.0 |
12,770.0 |
108.0 |
0.9% |
12,662.0 |
Close |
12,732.0 |
13,046.0 |
314.0 |
2.5% |
12,732.0 |
Range |
238.0 |
312.0 |
74.0 |
31.1% |
338.0 |
ATR |
202.0 |
212.6 |
10.6 |
5.2% |
0.0 |
Volume |
119 |
141 |
22 |
18.5% |
400 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,902.0 |
13,786.0 |
13,217.6 |
|
R3 |
13,590.0 |
13,474.0 |
13,131.8 |
|
R2 |
13,278.0 |
13,278.0 |
13,103.2 |
|
R1 |
13,162.0 |
13,162.0 |
13,074.6 |
13,220.0 |
PP |
12,966.0 |
12,966.0 |
12,966.0 |
12,995.0 |
S1 |
12,850.0 |
12,850.0 |
13,017.4 |
12,908.0 |
S2 |
12,654.0 |
12,654.0 |
12,988.8 |
|
S3 |
12,342.0 |
12,538.0 |
12,960.2 |
|
S4 |
12,030.0 |
12,226.0 |
12,874.4 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,812.0 |
13,610.0 |
12,917.9 |
|
R3 |
13,474.0 |
13,272.0 |
12,825.0 |
|
R2 |
13,136.0 |
13,136.0 |
12,794.0 |
|
R1 |
12,934.0 |
12,934.0 |
12,763.0 |
12,866.0 |
PP |
12,798.0 |
12,798.0 |
12,798.0 |
12,764.0 |
S1 |
12,596.0 |
12,596.0 |
12,701.0 |
12,528.0 |
S2 |
12,460.0 |
12,460.0 |
12,670.0 |
|
S3 |
12,122.0 |
12,258.0 |
12,639.1 |
|
S4 |
11,784.0 |
11,920.0 |
12,546.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,082.0 |
12,662.0 |
420.0 |
3.2% |
184.7 |
1.4% |
91% |
True |
False |
102 |
10 |
13,082.0 |
12,662.0 |
420.0 |
3.2% |
170.3 |
1.3% |
91% |
True |
False |
74 |
20 |
13,082.0 |
12,207.0 |
875.0 |
6.7% |
195.2 |
1.5% |
96% |
True |
False |
82 |
40 |
13,272.5 |
12,085.0 |
1,187.5 |
9.1% |
180.0 |
1.4% |
81% |
False |
False |
78 |
60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.7% |
199.5 |
1.5% |
86% |
False |
False |
69 |
80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.6% |
162.7 |
1.2% |
93% |
False |
False |
57 |
100 |
13,272.5 |
9,411.0 |
3,861.5 |
29.6% |
152.8 |
1.2% |
94% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,408.0 |
2.618 |
13,898.8 |
1.618 |
13,586.8 |
1.000 |
13,394.0 |
0.618 |
13,274.8 |
HIGH |
13,082.0 |
0.618 |
12,962.8 |
0.500 |
12,926.0 |
0.382 |
12,889.2 |
LOW |
12,770.0 |
0.618 |
12,577.2 |
1.000 |
12,458.0 |
1.618 |
12,265.2 |
2.618 |
11,953.2 |
4.250 |
11,444.0 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
13,006.0 |
12,988.0 |
PP |
12,966.0 |
12,930.0 |
S1 |
12,926.0 |
12,872.0 |
|