Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
13,140.0 |
13,100.5 |
-39.5 |
-0.3% |
12,770.0 |
High |
13,154.5 |
13,120.0 |
-34.5 |
-0.3% |
13,215.0 |
Low |
12,956.0 |
12,908.0 |
-48.0 |
-0.4% |
12,770.0 |
Close |
13,006.0 |
12,908.0 |
-98.0 |
-0.8% |
13,006.0 |
Range |
198.5 |
212.0 |
13.5 |
6.8% |
445.0 |
ATR |
206.4 |
206.8 |
0.4 |
0.2% |
0.0 |
Volume |
62 |
73 |
11 |
17.7% |
487 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,614.7 |
13,473.3 |
13,024.6 |
|
R3 |
13,402.7 |
13,261.3 |
12,966.3 |
|
R2 |
13,190.7 |
13,190.7 |
12,946.9 |
|
R1 |
13,049.3 |
13,049.3 |
12,927.4 |
13,014.0 |
PP |
12,978.7 |
12,978.7 |
12,978.7 |
12,961.0 |
S1 |
12,837.3 |
12,837.3 |
12,888.6 |
12,802.0 |
S2 |
12,766.7 |
12,766.7 |
12,869.1 |
|
S3 |
12,554.7 |
12,625.3 |
12,849.7 |
|
S4 |
12,342.7 |
12,413.3 |
12,791.4 |
|
|
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 |
12,908.0 |
307.0 |
2.4% |
192.9 |
1.5% |
0% |
False |
True |
83 |
10 |
13,215.0 |
12,662.0 |
553.0 |
4.3% |
188.8 |
1.5% |
44% |
False |
False |
92 |
20 |
13,215.0 |
12,537.5 |
677.5 |
5.2% |
171.4 |
1.3% |
55% |
False |
False |
70 |
40 |
13,272.5 |
12,207.0 |
1,065.5 |
8.3% |
179.3 |
1.4% |
66% |
False |
False |
82 |
60 |
13,272.5 |
11,610.0 |
1,662.5 |
12.9% |
200.2 |
1.6% |
78% |
False |
False |
74 |
80 |
13,272.5 |
10,193.0 |
3,079.5 |
23.9% |
173.1 |
1.3% |
88% |
False |
False |
61 |
100 |
13,272.5 |
10,193.0 |
3,079.5 |
23.9% |
153.1 |
1.2% |
88% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,021.0 |
2.618 |
13,675.0 |
1.618 |
13,463.0 |
1.000 |
13,332.0 |
0.618 |
13,251.0 |
HIGH |
13,120.0 |
0.618 |
13,039.0 |
0.500 |
13,014.0 |
0.382 |
12,989.0 |
LOW |
12,908.0 |
0.618 |
12,777.0 |
1.000 |
12,696.0 |
1.618 |
12,565.0 |
2.618 |
12,353.0 |
4.250 |
12,007.0 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
13,014.0 |
13,051.3 |
PP |
12,978.7 |
13,003.5 |
S1 |
12,943.3 |
12,955.8 |
|