Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,860.24 |
27,922.51 |
62.27 |
0.2% |
26,542.32 |
High |
28,043.89 |
27,986.10 |
-57.79 |
-0.2% |
27,456.24 |
Low |
27,843.32 |
27,789.78 |
-53.54 |
-0.2% |
26,534.38 |
Close |
27,976.84 |
27,896.72 |
-80.12 |
-0.3% |
27,433.48 |
Range |
200.57 |
196.32 |
-4.25 |
-2.1% |
921.86 |
ATR |
377.64 |
364.68 |
-12.95 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,479.83 |
28,384.59 |
28,004.70 |
|
R3 |
28,283.51 |
28,188.27 |
27,950.71 |
|
R2 |
28,087.19 |
28,087.19 |
27,932.71 |
|
R1 |
27,991.95 |
27,991.95 |
27,914.72 |
27,941.41 |
PP |
27,890.87 |
27,890.87 |
27,890.87 |
27,865.60 |
S1 |
27,795.63 |
27,795.63 |
27,878.72 |
27,745.09 |
S2 |
27,694.55 |
27,694.55 |
27,860.73 |
|
S3 |
27,498.23 |
27,599.31 |
27,842.73 |
|
S4 |
27,301.91 |
27,402.99 |
27,788.74 |
|
|
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 |
27,223.55 |
931.33 |
3.3% |
295.12 |
1.1% |
72% |
False |
False |
|
10 |
28,154.88 |
26,013.59 |
2,141.29 |
7.7% |
284.62 |
1.0% |
88% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.8% |
271.79 |
1.0% |
88% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.4% |
362.82 |
1.3% |
92% |
False |
False |
|
60 |
28,154.88 |
24,294.07 |
3,860.81 |
13.8% |
401.38 |
1.4% |
93% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.2% |
407.75 |
1.5% |
95% |
False |
False |
|
100 |
28,154.88 |
19,649.25 |
8,505.63 |
30.5% |
472.40 |
1.7% |
97% |
False |
False |
|
120 |
28,154.88 |
18,213.65 |
9,941.23 |
35.6% |
596.77 |
2.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,820.46 |
2.618 |
28,500.07 |
1.618 |
28,303.75 |
1.000 |
28,182.42 |
0.618 |
28,107.43 |
HIGH |
27,986.10 |
0.618 |
27,911.11 |
0.500 |
27,887.94 |
0.382 |
27,864.77 |
LOW |
27,789.78 |
0.618 |
27,668.45 |
1.000 |
27,593.46 |
1.618 |
27,472.13 |
2.618 |
27,275.81 |
4.250 |
26,955.42 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,893.79 |
27,894.38 |
PP |
27,890.87 |
27,892.04 |
S1 |
27,887.94 |
27,889.70 |
|