Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
13,190.0 |
13,140.0 |
-50.0 |
-0.4% |
12,770.0 |
High |
13,194.5 |
13,154.5 |
-40.0 |
-0.3% |
13,215.0 |
Low |
13,025.5 |
12,956.0 |
-69.5 |
-0.5% |
12,770.0 |
Close |
13,073.5 |
13,006.0 |
-67.5 |
-0.5% |
13,006.0 |
Range |
169.0 |
198.5 |
29.5 |
17.5% |
445.0 |
ATR |
207.0 |
206.4 |
-0.6 |
-0.3% |
0.0 |
Volume |
100 |
62 |
-38 |
-38.0% |
487 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,634.3 |
13,518.7 |
13,115.2 |
|
R3 |
13,435.8 |
13,320.2 |
13,060.6 |
|
R2 |
13,237.3 |
13,237.3 |
13,042.4 |
|
R1 |
13,121.7 |
13,121.7 |
13,024.2 |
13,080.3 |
PP |
13,038.8 |
13,038.8 |
13,038.8 |
13,018.1 |
S1 |
12,923.2 |
12,923.2 |
12,987.8 |
12,881.8 |
S2 |
12,840.3 |
12,840.3 |
12,969.6 |
|
S3 |
12,641.8 |
12,724.7 |
12,951.4 |
|
S4 |
12,443.3 |
12,526.2 |
12,896.8 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,332.0 |
14,114.0 |
13,250.8 |
|
R3 |
13,887.0 |
13,669.0 |
13,128.4 |
|
R2 |
13,442.0 |
13,442.0 |
13,087.6 |
|
R1 |
13,224.0 |
13,224.0 |
13,046.8 |
13,333.0 |
PP |
12,997.0 |
12,997.0 |
12,997.0 |
13,051.5 |
S1 |
12,779.0 |
12,779.0 |
12,965.2 |
12,888.0 |
S2 |
12,552.0 |
12,552.0 |
12,924.4 |
|
S3 |
12,107.0 |
12,334.0 |
12,883.6 |
|
S4 |
11,662.0 |
11,889.0 |
12,761.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,215.0 |
12,770.0 |
445.0 |
3.4% |
212.9 |
1.6% |
53% |
False |
False |
97 |
10 |
13,215.0 |
12,662.0 |
553.0 |
4.3% |
171.6 |
1.3% |
62% |
False |
False |
88 |
20 |
13,215.0 |
12,320.0 |
895.0 |
6.9% |
177.9 |
1.4% |
77% |
False |
False |
77 |
40 |
13,272.5 |
12,207.0 |
1,065.5 |
8.2% |
178.4 |
1.4% |
75% |
False |
False |
82 |
60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.8% |
198.3 |
1.5% |
84% |
False |
False |
73 |
80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.7% |
171.2 |
1.3% |
91% |
False |
False |
60 |
100 |
13,272.5 |
10,180.0 |
3,092.5 |
23.8% |
152.6 |
1.2% |
91% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,998.1 |
2.618 |
13,674.2 |
1.618 |
13,475.7 |
1.000 |
13,353.0 |
0.618 |
13,277.2 |
HIGH |
13,154.5 |
0.618 |
13,078.7 |
0.500 |
13,055.3 |
0.382 |
13,031.8 |
LOW |
12,956.0 |
0.618 |
12,833.3 |
1.000 |
12,757.5 |
1.618 |
12,634.8 |
2.618 |
12,436.3 |
4.250 |
12,112.4 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
13,055.3 |
13,085.5 |
PP |
13,038.8 |
13,059.0 |
S1 |
13,022.4 |
13,032.5 |
|