Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,811.26 |
27,622.68 |
-188.58 |
-0.7% |
27,488.21 |
High |
27,920.42 |
27,781.46 |
-138.96 |
-0.5% |
28,154.88 |
Low |
27,647.67 |
27,526.25 |
-121.42 |
-0.4% |
27,488.21 |
Close |
27,692.88 |
27,739.73 |
46.85 |
0.2% |
27,931.02 |
Range |
272.75 |
255.21 |
-17.54 |
-6.4% |
666.67 |
ATR |
329.15 |
323.87 |
-5.28 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,448.11 |
28,349.13 |
27,880.10 |
|
R3 |
28,192.90 |
28,093.92 |
27,809.91 |
|
R2 |
27,937.69 |
27,937.69 |
27,786.52 |
|
R1 |
27,838.71 |
27,838.71 |
27,763.12 |
27,888.20 |
PP |
27,682.48 |
27,682.48 |
27,682.48 |
27,707.23 |
S1 |
27,583.50 |
27,583.50 |
27,716.34 |
27,632.99 |
S2 |
27,427.27 |
27,427.27 |
27,692.94 |
|
S3 |
27,172.06 |
27,328.29 |
27,669.55 |
|
S4 |
26,916.85 |
27,073.08 |
27,599.36 |
|
|
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 |
27,526.25 |
473.56 |
1.7% |
230.42 |
0.8% |
45% |
False |
True |
|
10 |
28,154.88 |
27,223.55 |
931.33 |
3.4% |
262.77 |
0.9% |
55% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.8% |
261.23 |
0.9% |
81% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.5% |
334.26 |
1.2% |
87% |
False |
False |
|
60 |
28,154.88 |
24,843.18 |
3,311.70 |
11.9% |
392.84 |
1.4% |
87% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.3% |
398.06 |
1.4% |
92% |
False |
False |
|
100 |
28,154.88 |
20,735.02 |
7,419.86 |
26.7% |
429.48 |
1.5% |
94% |
False |
False |
|
120 |
28,154.88 |
18,213.65 |
9,941.23 |
35.8% |
565.26 |
2.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,866.10 |
2.618 |
28,449.60 |
1.618 |
28,194.39 |
1.000 |
28,036.67 |
0.618 |
27,939.18 |
HIGH |
27,781.46 |
0.618 |
27,683.97 |
0.500 |
27,653.86 |
0.382 |
27,623.74 |
LOW |
27,526.25 |
0.618 |
27,368.53 |
1.000 |
27,271.04 |
1.618 |
27,113.32 |
2.618 |
26,858.11 |
4.250 |
26,441.61 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,711.11 |
27,734.27 |
PP |
27,682.48 |
27,728.80 |
S1 |
27,653.86 |
27,723.34 |
|