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 |
11,992.68 |
12,017.46 |
24.78 |
0.2% |
11,703.34 |
High |
12,018.14 |
12,167.46 |
149.32 |
1.2% |
12,047.99 |
Low |
11,928.69 |
12,000.11 |
71.42 |
0.6% |
11,535.55 |
Close |
11,995.85 |
12,110.70 |
114.85 |
1.0% |
11,995.85 |
Range |
89.45 |
167.35 |
77.90 |
87.1% |
512.44 |
ATR |
181.84 |
181.11 |
-0.73 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,594.81 |
12,520.10 |
12,202.74 |
|
R3 |
12,427.46 |
12,352.75 |
12,156.72 |
|
R2 |
12,260.11 |
12,260.11 |
12,141.38 |
|
R1 |
12,185.40 |
12,185.40 |
12,126.04 |
12,222.76 |
PP |
12,092.76 |
12,092.76 |
12,092.76 |
12,111.43 |
S1 |
12,018.05 |
12,018.05 |
12,095.36 |
12,055.41 |
S2 |
11,925.41 |
11,925.41 |
12,080.02 |
|
S3 |
11,758.06 |
11,850.70 |
12,064.68 |
|
S4 |
11,590.71 |
11,683.35 |
12,018.66 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,397.12 |
13,208.92 |
12,277.69 |
|
R3 |
12,884.68 |
12,696.48 |
12,136.77 |
|
R2 |
12,372.24 |
12,372.24 |
12,089.80 |
|
R1 |
12,184.04 |
12,184.04 |
12,042.82 |
12,278.14 |
PP |
11,859.80 |
11,859.80 |
11,859.80 |
11,906.85 |
S1 |
11,671.60 |
11,671.60 |
11,948.88 |
11,765.70 |
S2 |
11,347.36 |
11,347.36 |
11,901.90 |
|
S3 |
10,834.92 |
11,159.16 |
11,854.93 |
|
S4 |
10,322.48 |
10,646.72 |
11,714.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,167.46 |
11,580.89 |
586.57 |
4.8% |
163.33 |
1.3% |
90% |
True |
False |
|
10 |
12,167.46 |
11,268.46 |
899.00 |
7.4% |
163.00 |
1.3% |
94% |
True |
False |
|
20 |
12,167.46 |
10,855.06 |
1,312.40 |
10.8% |
160.09 |
1.3% |
96% |
True |
False |
|
40 |
12,167.46 |
10,313.94 |
1,853.52 |
15.3% |
186.20 |
1.5% |
97% |
True |
False |
|
60 |
12,167.46 |
9,489.58 |
2,677.88 |
22.1% |
190.23 |
1.6% |
98% |
True |
False |
|
80 |
12,167.46 |
8,860.77 |
3,306.69 |
27.3% |
184.74 |
1.5% |
98% |
True |
False |
|
100 |
12,167.46 |
8,158.58 |
4,008.88 |
33.1% |
181.85 |
1.5% |
99% |
True |
False |
|
120 |
12,167.46 |
6,771.91 |
5,395.55 |
44.6% |
214.34 |
1.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,878.70 |
2.618 |
12,605.58 |
1.618 |
12,438.23 |
1.000 |
12,334.81 |
0.618 |
12,270.88 |
HIGH |
12,167.46 |
0.618 |
12,103.53 |
0.500 |
12,083.79 |
0.382 |
12,064.04 |
LOW |
12,000.11 |
0.618 |
11,896.69 |
1.000 |
11,832.76 |
1.618 |
11,729.34 |
2.618 |
11,561.99 |
4.250 |
11,288.87 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
12,101.73 |
12,075.52 |
PP |
12,092.76 |
12,040.33 |
S1 |
12,083.79 |
12,005.15 |
|