Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,187.82 |
11,231.97 |
44.15 |
0.4% |
11,153.51 |
High |
11,213.27 |
11,306.47 |
93.20 |
0.8% |
11,271.22 |
Low |
11,106.93 |
11,228.14 |
121.21 |
1.1% |
10,855.06 |
Close |
11,164.45 |
11,288.57 |
124.12 |
1.1% |
11,164.45 |
Range |
106.34 |
78.33 |
-28.01 |
-26.3% |
416.16 |
ATR |
198.68 |
194.63 |
-4.05 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,509.38 |
11,477.31 |
11,331.65 |
|
R3 |
11,431.05 |
11,398.98 |
11,310.11 |
|
R2 |
11,352.72 |
11,352.72 |
11,302.93 |
|
R1 |
11,320.65 |
11,320.65 |
11,295.75 |
11,336.69 |
PP |
11,274.39 |
11,274.39 |
11,274.39 |
11,282.41 |
S1 |
11,242.32 |
11,242.32 |
11,281.39 |
11,258.36 |
S2 |
11,196.06 |
11,196.06 |
11,274.21 |
|
S3 |
11,117.73 |
11,163.99 |
11,267.03 |
|
S4 |
11,039.40 |
11,085.66 |
11,245.49 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,345.39 |
12,171.08 |
11,393.34 |
|
R3 |
11,929.23 |
11,754.92 |
11,278.89 |
|
R2 |
11,513.07 |
11,513.07 |
11,240.75 |
|
R1 |
11,338.76 |
11,338.76 |
11,202.60 |
11,425.92 |
PP |
11,096.91 |
11,096.91 |
11,096.91 |
11,140.49 |
S1 |
10,922.60 |
10,922.60 |
11,126.30 |
11,009.76 |
S2 |
10,680.75 |
10,680.75 |
11,088.15 |
|
S3 |
10,264.59 |
10,506.44 |
11,050.01 |
|
S4 |
9,848.43 |
10,090.28 |
10,935.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,306.47 |
10,855.06 |
451.41 |
4.0% |
154.30 |
1.4% |
96% |
True |
False |
|
10 |
11,306.47 |
10,855.06 |
451.41 |
4.0% |
157.17 |
1.4% |
96% |
True |
False |
|
20 |
11,306.47 |
10,313.94 |
992.53 |
8.8% |
170.22 |
1.5% |
98% |
True |
False |
|
40 |
11,306.47 |
9,742.89 |
1,563.58 |
13.9% |
193.03 |
1.7% |
99% |
True |
False |
|
60 |
11,306.47 |
9,182.45 |
2,124.02 |
18.8% |
189.60 |
1.7% |
99% |
True |
False |
|
80 |
11,306.47 |
8,599.99 |
2,706.48 |
24.0% |
183.50 |
1.6% |
99% |
True |
False |
|
100 |
11,306.47 |
7,423.97 |
3,882.50 |
34.4% |
191.80 |
1.7% |
100% |
True |
False |
|
120 |
11,306.47 |
6,771.91 |
4,534.56 |
40.2% |
229.86 |
2.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,639.37 |
2.618 |
11,511.54 |
1.618 |
11,433.21 |
1.000 |
11,384.80 |
0.618 |
11,354.88 |
HIGH |
11,306.47 |
0.618 |
11,276.55 |
0.500 |
11,267.31 |
0.382 |
11,258.06 |
LOW |
11,228.14 |
0.618 |
11,179.73 |
1.000 |
11,149.81 |
1.618 |
11,101.40 |
2.618 |
11,023.07 |
4.250 |
10,895.24 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,281.48 |
11,261.28 |
PP |
11,274.39 |
11,233.99 |
S1 |
11,267.31 |
11,206.70 |
|