Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,922.51 |
27,828.93 |
-93.58 |
-0.3% |
27,488.21 |
High |
27,986.10 |
27,977.81 |
-8.29 |
0.0% |
28,154.88 |
Low |
27,789.78 |
27,759.39 |
-30.39 |
-0.1% |
27,488.21 |
Close |
27,896.72 |
27,931.02 |
34.30 |
0.1% |
27,931.02 |
Range |
196.32 |
218.42 |
22.10 |
11.3% |
666.67 |
ATR |
364.68 |
354.24 |
-10.45 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,544.67 |
28,456.26 |
28,051.15 |
|
R3 |
28,326.25 |
28,237.84 |
27,991.09 |
|
R2 |
28,107.83 |
28,107.83 |
27,971.06 |
|
R1 |
28,019.42 |
28,019.42 |
27,951.04 |
28,063.63 |
PP |
27,889.41 |
27,889.41 |
27,889.41 |
27,911.51 |
S1 |
27,801.00 |
27,801.00 |
27,911.00 |
27,845.21 |
S2 |
27,670.99 |
27,670.99 |
27,890.98 |
|
S3 |
27,452.57 |
27,582.58 |
27,870.95 |
|
S4 |
27,234.15 |
27,364.16 |
27,810.89 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,858.05 |
29,561.20 |
28,297.69 |
|
R3 |
29,191.38 |
28,894.53 |
28,114.35 |
|
R2 |
28,524.71 |
28,524.71 |
28,053.24 |
|
R1 |
28,227.86 |
28,227.86 |
27,992.13 |
28,376.29 |
PP |
27,858.04 |
27,858.04 |
27,858.04 |
27,932.25 |
S1 |
27,561.19 |
27,561.19 |
27,869.91 |
27,709.62 |
S2 |
27,191.37 |
27,191.37 |
27,808.80 |
|
S3 |
26,524.70 |
26,894.52 |
27,747.69 |
|
S4 |
25,858.03 |
26,227.85 |
27,564.35 |
|
|
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 |
27,488.21 |
666.67 |
2.4% |
292.27 |
1.0% |
66% |
False |
False |
|
10 |
28,154.88 |
26,534.38 |
1,620.50 |
5.8% |
264.75 |
0.9% |
86% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.7% |
273.28 |
1.0% |
90% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.4% |
360.64 |
1.3% |
93% |
False |
False |
|
60 |
28,154.88 |
24,294.07 |
3,860.81 |
13.8% |
401.80 |
1.4% |
94% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.2% |
407.06 |
1.5% |
96% |
False |
False |
|
100 |
28,154.88 |
20,538.34 |
7,616.54 |
27.3% |
463.78 |
1.7% |
97% |
False |
False |
|
120 |
28,154.88 |
18,213.65 |
9,941.23 |
35.6% |
589.12 |
2.1% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,906.10 |
2.618 |
28,549.63 |
1.618 |
28,331.21 |
1.000 |
28,196.23 |
0.618 |
28,112.79 |
HIGH |
27,977.81 |
0.618 |
27,894.37 |
0.500 |
27,868.60 |
0.382 |
27,842.83 |
LOW |
27,759.39 |
0.618 |
27,624.41 |
1.000 |
27,540.97 |
1.618 |
27,405.99 |
2.618 |
27,187.57 |
4.250 |
26,831.11 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,910.21 |
27,921.23 |
PP |
27,889.41 |
27,911.43 |
S1 |
27,868.60 |
27,901.64 |
|