Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
12,770.0 |
13,141.0 |
371.0 |
2.9% |
12,900.0 |
High |
13,082.0 |
13,188.5 |
106.5 |
0.8% |
13,000.0 |
Low |
12,770.0 |
13,017.5 |
247.5 |
1.9% |
12,662.0 |
Close |
13,046.0 |
13,056.5 |
10.5 |
0.1% |
12,732.0 |
Range |
312.0 |
171.0 |
-141.0 |
-45.2% |
338.0 |
ATR |
212.6 |
209.6 |
-3.0 |
-1.4% |
0.0 |
Volume |
141 |
111 |
-30 |
-21.3% |
400 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,600.5 |
13,499.5 |
13,150.6 |
|
R3 |
13,429.5 |
13,328.5 |
13,103.5 |
|
R2 |
13,258.5 |
13,258.5 |
13,087.9 |
|
R1 |
13,157.5 |
13,157.5 |
13,072.2 |
13,122.5 |
PP |
13,087.5 |
13,087.5 |
13,087.5 |
13,070.0 |
S1 |
12,986.5 |
12,986.5 |
13,040.8 |
12,951.5 |
S2 |
12,916.5 |
12,916.5 |
13,025.2 |
|
S3 |
12,745.5 |
12,815.5 |
13,009.5 |
|
S4 |
12,574.5 |
12,644.5 |
12,962.5 |
|
|
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 |
13,188.5 |
12,662.0 |
526.5 |
4.0% |
181.2 |
1.4% |
75% |
True |
False |
104 |
10 |
13,188.5 |
12,662.0 |
526.5 |
4.0% |
166.4 |
1.3% |
75% |
True |
False |
79 |
20 |
13,188.5 |
12,207.0 |
981.5 |
7.5% |
195.2 |
1.5% |
87% |
True |
False |
84 |
40 |
13,272.5 |
12,085.0 |
1,187.5 |
9.1% |
179.1 |
1.4% |
82% |
False |
False |
79 |
60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.7% |
199.6 |
1.5% |
87% |
False |
False |
71 |
80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.6% |
164.8 |
1.3% |
93% |
False |
False |
58 |
100 |
13,272.5 |
9,476.0 |
3,796.5 |
29.1% |
152.9 |
1.2% |
94% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,915.3 |
2.618 |
13,636.2 |
1.618 |
13,465.2 |
1.000 |
13,359.5 |
0.618 |
13,294.2 |
HIGH |
13,188.5 |
0.618 |
13,123.2 |
0.500 |
13,103.0 |
0.382 |
13,082.8 |
LOW |
13,017.5 |
0.618 |
12,911.8 |
1.000 |
12,846.5 |
1.618 |
12,740.8 |
2.618 |
12,569.8 |
4.250 |
12,290.8 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
13,103.0 |
13,012.8 |
PP |
13,087.5 |
12,969.0 |
S1 |
13,072.0 |
12,925.3 |
|