Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,610.58 |
11,779.35 |
168.77 |
1.5% |
11,231.97 |
High |
11,723.95 |
11,979.65 |
255.70 |
2.2% |
11,574.79 |
Low |
11,580.89 |
11,768.00 |
187.11 |
1.6% |
11,228.14 |
Close |
11,721.81 |
11,971.94 |
250.13 |
2.1% |
11,555.16 |
Range |
143.06 |
211.65 |
68.59 |
47.9% |
346.65 |
ATR |
182.08 |
187.49 |
5.41 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,541.48 |
12,468.36 |
12,088.35 |
|
R3 |
12,329.83 |
12,256.71 |
12,030.14 |
|
R2 |
12,118.18 |
12,118.18 |
12,010.74 |
|
R1 |
12,045.06 |
12,045.06 |
11,991.34 |
12,081.62 |
PP |
11,906.53 |
11,906.53 |
11,906.53 |
11,924.81 |
S1 |
11,833.41 |
11,833.41 |
11,952.54 |
11,869.97 |
S2 |
11,694.88 |
11,694.88 |
11,933.14 |
|
S3 |
11,483.23 |
11,621.76 |
11,913.74 |
|
S4 |
11,271.58 |
11,410.11 |
11,855.53 |
|
|
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 |
11,979.65 |
11,268.46 |
711.19 |
5.9% |
177.85 |
1.5% |
99% |
True |
False |
|
10 |
11,979.65 |
11,106.93 |
872.72 |
7.3% |
148.43 |
1.2% |
99% |
True |
False |
|
20 |
11,979.65 |
10,531.79 |
1,447.86 |
12.1% |
161.69 |
1.4% |
99% |
True |
False |
|
40 |
11,979.65 |
10,142.75 |
1,836.90 |
15.3% |
185.20 |
1.5% |
100% |
True |
False |
|
60 |
11,979.65 |
9,489.58 |
2,490.07 |
20.8% |
189.74 |
1.6% |
100% |
True |
False |
|
80 |
11,979.65 |
8,860.77 |
3,118.88 |
26.1% |
183.17 |
1.5% |
100% |
True |
False |
|
100 |
11,979.65 |
7,763.09 |
4,216.56 |
35.2% |
185.29 |
1.5% |
100% |
True |
False |
|
120 |
11,979.65 |
6,771.91 |
5,207.74 |
43.5% |
219.55 |
1.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,879.16 |
2.618 |
12,533.75 |
1.618 |
12,322.10 |
1.000 |
12,191.30 |
0.618 |
12,110.45 |
HIGH |
11,979.65 |
0.618 |
11,898.80 |
0.500 |
11,873.83 |
0.382 |
11,848.85 |
LOW |
11,768.00 |
0.618 |
11,637.20 |
1.000 |
11,556.35 |
1.618 |
11,425.55 |
2.618 |
11,213.90 |
4.250 |
10,868.49 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,939.24 |
11,900.49 |
PP |
11,906.53 |
11,829.05 |
S1 |
11,873.83 |
11,757.60 |
|