Trading Metrics calculated at close of trading on 19-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,853.48 |
27,811.26 |
-42.22 |
-0.2% |
27,488.21 |
High |
27,891.12 |
27,920.42 |
29.30 |
0.1% |
28,154.88 |
Low |
27,668.79 |
27,647.67 |
-21.12 |
-0.1% |
27,488.21 |
Close |
27,778.07 |
27,692.88 |
-85.19 |
-0.3% |
27,931.02 |
Range |
222.33 |
272.75 |
50.42 |
22.7% |
666.67 |
ATR |
333.48 |
329.15 |
-4.34 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,571.91 |
28,405.14 |
27,842.89 |
|
R3 |
28,299.16 |
28,132.39 |
27,767.89 |
|
R2 |
28,026.41 |
28,026.41 |
27,742.88 |
|
R1 |
27,859.64 |
27,859.64 |
27,717.88 |
27,806.65 |
PP |
27,753.66 |
27,753.66 |
27,753.66 |
27,727.16 |
S1 |
27,586.89 |
27,586.89 |
27,667.88 |
27,533.90 |
S2 |
27,480.91 |
27,480.91 |
27,642.88 |
|
S3 |
27,208.16 |
27,314.14 |
27,617.87 |
|
S4 |
26,935.41 |
27,041.39 |
27,542.87 |
|
|
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 |
27,999.81 |
27,647.67 |
352.14 |
1.3% |
218.65 |
0.8% |
13% |
False |
True |
|
10 |
28,154.88 |
27,145.25 |
1,009.63 |
3.6% |
262.14 |
0.9% |
54% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.8% |
269.16 |
1.0% |
79% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.5% |
345.28 |
1.2% |
85% |
False |
False |
|
60 |
28,154.88 |
24,843.18 |
3,311.70 |
12.0% |
397.61 |
1.4% |
86% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.4% |
400.88 |
1.4% |
91% |
False |
False |
|
100 |
28,154.88 |
20,735.02 |
7,419.86 |
26.8% |
435.49 |
1.6% |
94% |
False |
False |
|
120 |
28,154.88 |
18,213.65 |
9,941.23 |
35.9% |
574.04 |
2.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,079.61 |
2.618 |
28,634.48 |
1.618 |
28,361.73 |
1.000 |
28,193.17 |
0.618 |
28,088.98 |
HIGH |
27,920.42 |
0.618 |
27,816.23 |
0.500 |
27,784.05 |
0.382 |
27,751.86 |
LOW |
27,647.67 |
0.618 |
27,479.11 |
1.000 |
27,374.92 |
1.618 |
27,206.36 |
2.618 |
26,933.61 |
4.250 |
26,488.48 |
|
|
Fisher Pivots for day following 19-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,784.05 |
27,823.74 |
PP |
27,753.66 |
27,780.12 |
S1 |
27,723.27 |
27,736.50 |
|