Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
28,257.88 |
28,384.07 |
126.19 |
0.4% |
27,970.05 |
High |
28,353.80 |
28,634.22 |
280.42 |
1.0% |
27,999.81 |
Low |
28,153.91 |
28,363.93 |
210.02 |
0.7% |
27,526.25 |
Close |
28,331.92 |
28,492.27 |
160.35 |
0.6% |
27,930.33 |
Range |
199.89 |
270.29 |
70.40 |
35.2% |
473.56 |
ATR |
314.65 |
313.77 |
-0.88 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,307.68 |
29,170.26 |
28,640.93 |
|
R3 |
29,037.39 |
28,899.97 |
28,566.60 |
|
R2 |
28,767.10 |
28,767.10 |
28,541.82 |
|
R1 |
28,629.68 |
28,629.68 |
28,517.05 |
28,698.39 |
PP |
28,496.81 |
28,496.81 |
28,496.81 |
28,531.16 |
S1 |
28,359.39 |
28,359.39 |
28,467.49 |
28,428.10 |
S2 |
28,226.52 |
28,226.52 |
28,442.72 |
|
S3 |
27,956.23 |
28,089.10 |
28,417.94 |
|
S4 |
27,685.94 |
27,818.81 |
28,343.61 |
|
|
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 |
28,634.22 |
27,686.78 |
947.44 |
3.3% |
264.45 |
0.9% |
85% |
True |
False |
|
10 |
28,634.22 |
27,526.25 |
1,107.97 |
3.9% |
247.44 |
0.9% |
87% |
True |
False |
|
20 |
28,634.22 |
26,013.59 |
2,620.63 |
9.2% |
266.03 |
0.9% |
95% |
True |
False |
|
40 |
28,634.22 |
25,526.33 |
3,107.89 |
10.9% |
305.97 |
1.1% |
95% |
True |
False |
|
60 |
28,634.22 |
24,843.18 |
3,791.04 |
13.3% |
385.05 |
1.4% |
96% |
True |
False |
|
80 |
28,634.22 |
22,789.62 |
5,844.60 |
20.5% |
390.91 |
1.4% |
98% |
True |
False |
|
100 |
28,634.22 |
22,634.45 |
5,999.77 |
21.1% |
405.28 |
1.4% |
98% |
True |
False |
|
120 |
28,634.22 |
18,213.65 |
10,420.57 |
36.6% |
534.94 |
1.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,782.95 |
2.618 |
29,341.84 |
1.618 |
29,071.55 |
1.000 |
28,904.51 |
0.618 |
28,801.26 |
HIGH |
28,634.22 |
0.618 |
28,530.97 |
0.500 |
28,499.08 |
0.382 |
28,467.18 |
LOW |
28,363.93 |
0.618 |
28,196.89 |
1.000 |
28,093.64 |
1.618 |
27,926.60 |
2.618 |
27,656.31 |
4.250 |
27,215.20 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
28,499.08 |
28,449.65 |
PP |
28,496.81 |
28,407.02 |
S1 |
28,494.54 |
28,364.40 |
|