Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
28,347.42 |
28,257.88 |
-89.54 |
-0.3% |
27,970.05 |
High |
28,400.74 |
28,353.80 |
-46.94 |
-0.2% |
27,999.81 |
Low |
28,094.57 |
28,153.91 |
59.34 |
0.2% |
27,526.25 |
Close |
28,248.44 |
28,331.92 |
83.48 |
0.3% |
27,930.33 |
Range |
306.17 |
199.89 |
-106.28 |
-34.7% |
473.56 |
ATR |
323.48 |
314.65 |
-8.83 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,879.55 |
28,805.62 |
28,441.86 |
|
R3 |
28,679.66 |
28,605.73 |
28,386.89 |
|
R2 |
28,479.77 |
28,479.77 |
28,368.57 |
|
R1 |
28,405.84 |
28,405.84 |
28,350.24 |
28,442.81 |
PP |
28,279.88 |
28,279.88 |
28,279.88 |
28,298.36 |
S1 |
28,205.95 |
28,205.95 |
28,313.60 |
28,242.92 |
S2 |
28,079.99 |
28,079.99 |
28,295.27 |
|
S3 |
27,880.10 |
28,006.06 |
28,276.95 |
|
S4 |
27,680.21 |
27,806.17 |
28,221.98 |
|
|
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 |
28,400.74 |
27,526.25 |
874.49 |
3.1% |
261.43 |
0.9% |
92% |
False |
False |
|
10 |
28,400.74 |
27,526.25 |
874.49 |
3.1% |
240.04 |
0.8% |
92% |
False |
False |
|
20 |
28,400.74 |
25,992.28 |
2,408.46 |
8.5% |
271.65 |
1.0% |
97% |
False |
False |
|
40 |
28,400.74 |
25,526.33 |
2,874.41 |
10.1% |
306.85 |
1.1% |
98% |
False |
False |
|
60 |
28,400.74 |
24,843.18 |
3,557.56 |
12.6% |
387.72 |
1.4% |
98% |
False |
False |
|
80 |
28,400.74 |
22,789.62 |
5,611.12 |
19.8% |
391.29 |
1.4% |
99% |
False |
False |
|
100 |
28,400.74 |
21,693.63 |
6,707.11 |
23.7% |
413.48 |
1.5% |
99% |
False |
False |
|
120 |
28,400.74 |
18,213.65 |
10,187.09 |
36.0% |
543.41 |
1.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,203.33 |
2.618 |
28,877.11 |
1.618 |
28,677.22 |
1.000 |
28,553.69 |
0.618 |
28,477.33 |
HIGH |
28,353.80 |
0.618 |
28,277.44 |
0.500 |
28,253.86 |
0.382 |
28,230.27 |
LOW |
28,153.91 |
0.618 |
28,030.38 |
1.000 |
27,954.02 |
1.618 |
27,830.49 |
2.618 |
27,630.60 |
4.250 |
27,304.38 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
28,305.90 |
28,295.03 |
PP |
28,279.88 |
28,258.14 |
S1 |
28,253.86 |
28,221.25 |
|