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 |
11,703.34 |
11,610.58 |
-92.76 |
-0.8% |
11,231.97 |
High |
11,728.09 |
11,723.95 |
-4.14 |
0.0% |
11,574.79 |
Low |
11,535.55 |
11,580.89 |
45.34 |
0.4% |
11,228.14 |
Close |
11,626.17 |
11,721.81 |
95.64 |
0.8% |
11,555.16 |
Range |
192.54 |
143.06 |
-49.48 |
-25.7% |
346.65 |
ATR |
185.08 |
182.08 |
-3.00 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,104.73 |
12,056.33 |
11,800.49 |
|
R3 |
11,961.67 |
11,913.27 |
11,761.15 |
|
R2 |
11,818.61 |
11,818.61 |
11,748.04 |
|
R1 |
11,770.21 |
11,770.21 |
11,734.92 |
11,794.41 |
PP |
11,675.55 |
11,675.55 |
11,675.55 |
11,687.65 |
S1 |
11,627.15 |
11,627.15 |
11,708.70 |
11,651.35 |
S2 |
11,532.49 |
11,532.49 |
11,695.58 |
|
S3 |
11,389.43 |
11,484.09 |
11,682.47 |
|
S4 |
11,246.37 |
11,341.03 |
11,643.13 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,492.65 |
12,370.55 |
11,745.82 |
|
R3 |
12,146.00 |
12,023.90 |
11,650.49 |
|
R2 |
11,799.35 |
11,799.35 |
11,618.71 |
|
R1 |
11,677.25 |
11,677.25 |
11,586.94 |
11,738.30 |
PP |
11,452.70 |
11,452.70 |
11,452.70 |
11,483.22 |
S1 |
11,330.60 |
11,330.60 |
11,523.38 |
11,391.65 |
S2 |
11,106.05 |
11,106.05 |
11,491.61 |
|
S3 |
10,759.40 |
10,983.95 |
11,459.83 |
|
S4 |
10,412.75 |
10,637.30 |
11,364.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,728.09 |
11,268.46 |
459.63 |
3.9% |
162.88 |
1.4% |
99% |
False |
False |
|
10 |
11,728.09 |
10,970.87 |
757.22 |
6.5% |
149.21 |
1.3% |
99% |
False |
False |
|
20 |
11,728.09 |
10,531.79 |
1,196.30 |
10.2% |
156.49 |
1.3% |
99% |
False |
False |
|
40 |
11,728.09 |
9,956.83 |
1,771.26 |
15.1% |
185.62 |
1.6% |
100% |
False |
False |
|
60 |
11,728.09 |
9,489.58 |
2,238.51 |
19.1% |
188.68 |
1.6% |
100% |
False |
False |
|
80 |
11,728.09 |
8,665.40 |
3,062.69 |
26.1% |
182.71 |
1.6% |
100% |
False |
False |
|
100 |
11,728.09 |
7,439.78 |
4,288.31 |
36.6% |
185.51 |
1.6% |
100% |
False |
False |
|
120 |
11,728.09 |
6,771.91 |
4,956.18 |
42.3% |
219.89 |
1.9% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,331.96 |
2.618 |
12,098.48 |
1.618 |
11,955.42 |
1.000 |
11,867.01 |
0.618 |
11,812.36 |
HIGH |
11,723.95 |
0.618 |
11,669.30 |
0.500 |
11,652.42 |
0.382 |
11,635.54 |
LOW |
11,580.89 |
0.618 |
11,492.48 |
1.000 |
11,437.83 |
1.618 |
11,349.42 |
2.618 |
11,206.36 |
4.250 |
10,972.89 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,698.68 |
11,679.48 |
PP |
11,675.55 |
11,637.14 |
S1 |
11,652.42 |
11,594.81 |
|