Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,961.64 |
27,860.24 |
-101.40 |
-0.4% |
26,542.32 |
High |
28,154.88 |
28,043.89 |
-110.99 |
-0.4% |
27,456.24 |
Low |
27,624.51 |
27,843.32 |
218.81 |
0.8% |
26,534.38 |
Close |
27,686.91 |
27,976.84 |
289.93 |
1.0% |
27,433.48 |
Range |
530.37 |
200.57 |
-329.80 |
-62.2% |
921.86 |
ATR |
379.22 |
377.64 |
-1.59 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,556.39 |
28,467.19 |
28,087.15 |
|
R3 |
28,355.82 |
28,266.62 |
28,032.00 |
|
R2 |
28,155.25 |
28,155.25 |
28,013.61 |
|
R1 |
28,066.05 |
28,066.05 |
27,995.23 |
28,110.65 |
PP |
27,954.68 |
27,954.68 |
27,954.68 |
27,976.99 |
S1 |
27,865.48 |
27,865.48 |
27,958.45 |
27,910.08 |
S2 |
27,754.11 |
27,754.11 |
27,940.07 |
|
S3 |
27,553.54 |
27,664.91 |
27,921.68 |
|
S4 |
27,352.97 |
27,464.34 |
27,866.53 |
|
|
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 |
27,145.25 |
1,009.63 |
3.6% |
305.63 |
1.1% |
82% |
False |
False |
|
10 |
28,154.88 |
25,992.28 |
2,162.60 |
7.7% |
303.25 |
1.1% |
92% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.7% |
276.43 |
1.0% |
92% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.4% |
366.21 |
1.3% |
94% |
False |
False |
|
60 |
28,154.88 |
24,203.97 |
3,950.91 |
14.1% |
404.70 |
1.4% |
95% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.2% |
410.59 |
1.5% |
97% |
False |
False |
|
100 |
28,154.88 |
18,213.65 |
9,941.23 |
35.5% |
479.51 |
1.7% |
98% |
False |
False |
|
120 |
28,402.93 |
18,213.65 |
10,189.28 |
36.4% |
599.23 |
2.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,896.31 |
2.618 |
28,568.98 |
1.618 |
28,368.41 |
1.000 |
28,244.46 |
0.618 |
28,167.84 |
HIGH |
28,043.89 |
0.618 |
27,967.27 |
0.500 |
27,943.61 |
0.382 |
27,919.94 |
LOW |
27,843.32 |
0.618 |
27,719.37 |
1.000 |
27,642.75 |
1.618 |
27,518.80 |
2.618 |
27,318.23 |
4.250 |
26,990.90 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,965.76 |
27,925.08 |
PP |
27,954.68 |
27,873.31 |
S1 |
27,943.61 |
27,821.55 |
|