Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
27,622.68 |
27,758.13 |
135.45 |
0.5% |
27,970.05 |
High |
27,781.46 |
27,959.48 |
178.02 |
0.6% |
27,999.81 |
Low |
27,526.25 |
27,686.78 |
160.53 |
0.6% |
27,526.25 |
Close |
27,739.73 |
27,930.33 |
190.60 |
0.7% |
27,930.33 |
Range |
255.21 |
272.70 |
17.49 |
6.9% |
473.56 |
ATR |
323.87 |
320.21 |
-3.65 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,676.96 |
28,576.35 |
28,080.32 |
|
R3 |
28,404.26 |
28,303.65 |
28,005.32 |
|
R2 |
28,131.56 |
28,131.56 |
27,980.33 |
|
R1 |
28,030.95 |
28,030.95 |
27,955.33 |
28,081.26 |
PP |
27,858.86 |
27,858.86 |
27,858.86 |
27,884.02 |
S1 |
27,758.25 |
27,758.25 |
27,905.33 |
27,808.56 |
S2 |
27,586.16 |
27,586.16 |
27,880.34 |
|
S3 |
27,313.46 |
27,485.55 |
27,855.34 |
|
S4 |
27,040.76 |
27,212.85 |
27,780.35 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,239.48 |
29,058.46 |
28,190.79 |
|
R3 |
28,765.92 |
28,584.90 |
28,060.56 |
|
R2 |
28,292.36 |
28,292.36 |
28,017.15 |
|
R1 |
28,111.34 |
28,111.34 |
27,973.74 |
27,965.07 |
PP |
27,818.80 |
27,818.80 |
27,818.80 |
27,745.66 |
S1 |
27,637.78 |
27,637.78 |
27,886.92 |
27,491.51 |
S2 |
27,345.24 |
27,345.24 |
27,843.51 |
|
S3 |
26,871.68 |
27,164.22 |
27,800.10 |
|
S4 |
26,398.12 |
26,690.66 |
27,669.87 |
|
|
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% |
241.28 |
0.9% |
85% |
False |
False |
|
10 |
28,154.88 |
27,488.21 |
666.67 |
2.4% |
266.77 |
1.0% |
66% |
False |
False |
|
20 |
28,154.88 |
25,992.28 |
2,162.60 |
7.7% |
263.72 |
0.9% |
90% |
False |
False |
|
40 |
28,154.88 |
24,971.03 |
3,183.85 |
11.4% |
327.52 |
1.2% |
93% |
False |
False |
|
60 |
28,154.88 |
24,843.18 |
3,311.70 |
11.9% |
390.71 |
1.4% |
93% |
False |
False |
|
80 |
28,154.88 |
22,789.62 |
5,365.26 |
19.2% |
397.58 |
1.4% |
96% |
False |
False |
|
100 |
28,154.88 |
20,735.02 |
7,419.86 |
26.6% |
425.99 |
1.5% |
97% |
False |
False |
|
120 |
28,154.88 |
18,213.65 |
9,941.23 |
35.6% |
556.11 |
2.0% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,118.46 |
2.618 |
28,673.41 |
1.618 |
28,400.71 |
1.000 |
28,232.18 |
0.618 |
28,128.01 |
HIGH |
27,959.48 |
0.618 |
27,855.31 |
0.500 |
27,823.13 |
0.382 |
27,790.95 |
LOW |
27,686.78 |
0.618 |
27,518.25 |
1.000 |
27,414.08 |
1.618 |
27,245.55 |
2.618 |
26,972.85 |
4.250 |
26,527.81 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,894.60 |
27,867.84 |
PP |
27,858.86 |
27,805.35 |
S1 |
27,823.13 |
27,742.87 |
|