Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,170.82 |
27,321.68 |
150.86 |
0.6% |
26,542.32 |
High |
27,394.10 |
27,456.24 |
62.14 |
0.2% |
27,456.24 |
Low |
27,145.25 |
27,223.55 |
78.30 |
0.3% |
26,534.38 |
Close |
27,386.98 |
27,433.48 |
46.50 |
0.2% |
27,433.48 |
Range |
248.85 |
232.69 |
-16.16 |
-6.5% |
921.86 |
ATR |
377.75 |
367.38 |
-10.36 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,069.16 |
27,984.01 |
27,561.46 |
|
R3 |
27,836.47 |
27,751.32 |
27,497.47 |
|
R2 |
27,603.78 |
27,603.78 |
27,476.14 |
|
R1 |
27,518.63 |
27,518.63 |
27,454.81 |
27,561.21 |
PP |
27,371.09 |
27,371.09 |
27,371.09 |
27,392.38 |
S1 |
27,285.94 |
27,285.94 |
27,412.15 |
27,328.52 |
S2 |
27,138.40 |
27,138.40 |
27,390.82 |
|
S3 |
26,905.71 |
27,053.25 |
27,369.49 |
|
S4 |
26,673.02 |
26,820.56 |
27,305.50 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,906.95 |
29,592.07 |
27,940.50 |
|
R3 |
28,985.09 |
28,670.21 |
27,686.99 |
|
R2 |
28,063.23 |
28,063.23 |
27,602.49 |
|
R1 |
27,748.35 |
27,748.35 |
27,517.98 |
27,905.79 |
PP |
27,141.37 |
27,141.37 |
27,141.37 |
27,220.09 |
S1 |
26,826.49 |
26,826.49 |
27,348.98 |
26,983.93 |
S2 |
26,219.51 |
26,219.51 |
27,264.47 |
|
S3 |
25,297.65 |
25,904.63 |
27,179.97 |
|
S4 |
24,375.79 |
24,982.77 |
26,926.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,456.24 |
26,534.38 |
921.86 |
3.4% |
237.24 |
0.9% |
98% |
True |
False |
|
10 |
27,456.24 |
25,992.28 |
1,463.96 |
5.3% |
260.67 |
1.0% |
98% |
True |
False |
|
20 |
27,456.24 |
25,992.28 |
1,463.96 |
5.3% |
307.57 |
1.1% |
98% |
True |
False |
|
40 |
27,456.24 |
24,843.18 |
2,613.06 |
9.5% |
407.74 |
1.5% |
99% |
True |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.5% |
418.36 |
1.5% |
97% |
False |
False |
|
80 |
27,580.21 |
22,789.62 |
4,790.59 |
17.5% |
413.95 |
1.5% |
97% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
34.1% |
511.69 |
1.9% |
98% |
False |
False |
|
120 |
29,409.09 |
18,213.65 |
11,195.44 |
40.8% |
597.15 |
2.2% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,445.17 |
2.618 |
28,065.42 |
1.618 |
27,832.73 |
1.000 |
27,688.93 |
0.618 |
27,600.04 |
HIGH |
27,456.24 |
0.618 |
27,367.35 |
0.500 |
27,339.90 |
0.382 |
27,312.44 |
LOW |
27,223.55 |
0.618 |
27,079.75 |
1.000 |
26,990.86 |
1.618 |
26,847.06 |
2.618 |
26,614.37 |
4.250 |
26,234.62 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,402.29 |
27,352.49 |
PP |
27,371.09 |
27,271.50 |
S1 |
27,339.90 |
27,190.51 |
|