Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
26,924.78 |
27,170.82 |
246.04 |
0.9% |
26,447.67 |
High |
27,221.67 |
27,394.10 |
172.43 |
0.6% |
26,625.46 |
Low |
26,924.78 |
27,145.25 |
220.47 |
0.8% |
25,992.28 |
Close |
27,201.52 |
27,386.98 |
185.46 |
0.7% |
26,428.32 |
Range |
296.89 |
248.85 |
-48.04 |
-16.2% |
633.18 |
ATR |
387.66 |
377.75 |
-9.92 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,055.33 |
27,970.00 |
27,523.85 |
|
R3 |
27,806.48 |
27,721.15 |
27,455.41 |
|
R2 |
27,557.63 |
27,557.63 |
27,432.60 |
|
R1 |
27,472.30 |
27,472.30 |
27,409.79 |
27,514.97 |
PP |
27,308.78 |
27,308.78 |
27,308.78 |
27,330.11 |
S1 |
27,223.45 |
27,223.45 |
27,364.17 |
27,266.12 |
S2 |
27,059.93 |
27,059.93 |
27,341.36 |
|
S3 |
26,811.08 |
26,974.60 |
27,318.55 |
|
S4 |
26,562.23 |
26,725.75 |
27,250.11 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,248.23 |
27,971.45 |
26,776.57 |
|
R3 |
27,615.05 |
27,338.27 |
26,602.44 |
|
R2 |
26,981.87 |
26,981.87 |
26,544.40 |
|
R1 |
26,705.09 |
26,705.09 |
26,486.36 |
26,526.89 |
PP |
26,348.69 |
26,348.69 |
26,348.69 |
26,259.59 |
S1 |
26,071.91 |
26,071.91 |
26,370.28 |
25,893.71 |
S2 |
25,715.51 |
25,715.51 |
26,312.24 |
|
S3 |
25,082.33 |
25,438.73 |
26,254.20 |
|
S4 |
24,449.15 |
24,805.55 |
26,080.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,394.10 |
26,013.59 |
1,380.51 |
5.0% |
274.12 |
1.0% |
99% |
True |
False |
|
10 |
27,394.10 |
25,992.28 |
1,401.82 |
5.1% |
259.68 |
0.9% |
99% |
True |
False |
|
20 |
27,394.10 |
25,637.50 |
1,756.60 |
6.4% |
319.12 |
1.2% |
100% |
True |
False |
|
40 |
27,394.10 |
24,843.18 |
2,550.92 |
9.3% |
432.21 |
1.6% |
100% |
True |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.5% |
425.17 |
1.6% |
96% |
False |
False |
|
80 |
27,580.21 |
22,789.62 |
4,790.59 |
17.5% |
416.24 |
1.5% |
96% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
34.2% |
524.33 |
1.9% |
98% |
False |
False |
|
120 |
29,409.09 |
18,213.65 |
11,195.44 |
40.9% |
596.99 |
2.2% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,451.71 |
2.618 |
28,045.59 |
1.618 |
27,796.74 |
1.000 |
27,642.95 |
0.618 |
27,547.89 |
HIGH |
27,394.10 |
0.618 |
27,299.04 |
0.500 |
27,269.68 |
0.382 |
27,240.31 |
LOW |
27,145.25 |
0.618 |
26,991.46 |
1.000 |
26,896.40 |
1.618 |
26,742.61 |
2.618 |
26,493.76 |
4.250 |
26,087.64 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,347.88 |
27,256.64 |
PP |
27,308.78 |
27,126.30 |
S1 |
27,269.68 |
26,995.96 |
|