Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,828.93 |
27,970.05 |
141.12 |
0.5% |
27,488.21 |
High |
27,977.81 |
27,999.81 |
22.00 |
0.1% |
28,154.88 |
Low |
27,759.39 |
27,816.40 |
57.01 |
0.2% |
27,488.21 |
Close |
27,931.02 |
27,844.91 |
-86.11 |
-0.3% |
27,931.02 |
Range |
218.42 |
183.41 |
-35.01 |
-16.0% |
666.67 |
ATR |
354.24 |
342.04 |
-12.20 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,437.27 |
28,324.50 |
27,945.79 |
|
R3 |
28,253.86 |
28,141.09 |
27,895.35 |
|
R2 |
28,070.45 |
28,070.45 |
27,878.54 |
|
R1 |
27,957.68 |
27,957.68 |
27,861.72 |
27,922.36 |
PP |
27,887.04 |
27,887.04 |
27,887.04 |
27,869.38 |
S1 |
27,774.27 |
27,774.27 |
27,828.10 |
27,738.95 |
S2 |
27,703.63 |
27,703.63 |
27,811.28 |
|
S3 |
27,520.22 |
27,590.86 |
27,794.47 |
|
S4 |
27,336.81 |
27,407.45 |
27,744.03 |
|
|
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 |
27,624.51 |
530.37 |
1.9% |
265.82 |
1.0% |
42% |
False |
False |
|
10 |
28,154.88 |
26,597.82 |
1,557.06 |
5.6% |
265.81 |
1.0% |
80% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.8% |
269.41 |
1.0% |
86% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.4% |
347.93 |
1.2% |
90% |
False |
False |
|
60 |
28,154.88 |
24,294.07 |
3,860.81 |
13.9% |
399.06 |
1.4% |
92% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.3% |
404.39 |
1.5% |
94% |
False |
False |
|
100 |
28,154.88 |
20,735.02 |
7,419.86 |
26.6% |
450.80 |
1.6% |
96% |
False |
False |
|
120 |
28,154.88 |
18,213.65 |
9,941.23 |
35.7% |
585.21 |
2.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,779.30 |
2.618 |
28,479.98 |
1.618 |
28,296.57 |
1.000 |
28,183.22 |
0.618 |
28,113.16 |
HIGH |
27,999.81 |
0.618 |
27,929.75 |
0.500 |
27,908.11 |
0.382 |
27,886.46 |
LOW |
27,816.40 |
0.618 |
27,703.05 |
1.000 |
27,632.99 |
1.618 |
27,519.64 |
2.618 |
27,336.23 |
4.250 |
27,036.91 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,908.11 |
27,879.60 |
PP |
27,887.04 |
27,868.04 |
S1 |
27,865.98 |
27,856.47 |
|