Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,488.21 |
27,961.64 |
473.43 |
1.7% |
26,542.32 |
High |
27,803.86 |
28,154.88 |
351.02 |
1.3% |
27,456.24 |
Low |
27,488.21 |
27,624.51 |
136.30 |
0.5% |
26,534.38 |
Close |
27,791.44 |
27,686.91 |
-104.53 |
-0.4% |
27,433.48 |
Range |
315.65 |
530.37 |
214.72 |
68.0% |
921.86 |
ATR |
367.60 |
379.22 |
11.63 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,413.21 |
29,080.43 |
27,978.61 |
|
R3 |
28,882.84 |
28,550.06 |
27,832.76 |
|
R2 |
28,352.47 |
28,352.47 |
27,784.14 |
|
R1 |
28,019.69 |
28,019.69 |
27,735.53 |
27,920.90 |
PP |
27,822.10 |
27,822.10 |
27,822.10 |
27,772.70 |
S1 |
27,489.32 |
27,489.32 |
27,638.29 |
27,390.53 |
S2 |
27,291.73 |
27,291.73 |
27,589.68 |
|
S3 |
26,761.36 |
26,958.95 |
27,541.06 |
|
S4 |
26,230.99 |
26,428.58 |
27,395.21 |
|
|
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 |
28,154.88 |
26,924.78 |
1,230.10 |
4.4% |
324.89 |
1.2% |
62% |
True |
False |
|
10 |
28,154.88 |
25,992.28 |
2,162.60 |
7.8% |
305.90 |
1.1% |
78% |
True |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.8% |
285.35 |
1.0% |
78% |
True |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.5% |
380.50 |
1.4% |
85% |
True |
False |
|
60 |
28,154.88 |
24,059.98 |
4,094.90 |
14.8% |
412.17 |
1.5% |
89% |
True |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.4% |
414.10 |
1.5% |
91% |
True |
False |
|
100 |
28,154.88 |
18,213.65 |
9,941.23 |
35.9% |
491.87 |
1.8% |
95% |
True |
False |
|
120 |
29,146.53 |
18,213.65 |
10,932.88 |
39.5% |
599.67 |
2.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,408.95 |
2.618 |
29,543.39 |
1.618 |
29,013.02 |
1.000 |
28,685.25 |
0.618 |
28,482.65 |
HIGH |
28,154.88 |
0.618 |
27,952.28 |
0.500 |
27,889.70 |
0.382 |
27,827.11 |
LOW |
27,624.51 |
0.618 |
27,296.74 |
1.000 |
27,094.14 |
1.618 |
26,766.37 |
2.618 |
26,236.00 |
4.250 |
25,370.44 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,889.70 |
27,689.22 |
PP |
27,822.10 |
27,688.45 |
S1 |
27,754.51 |
27,687.68 |
|