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 |
12,032.02 |
11,716.63 |
-315.39 |
-2.6% |
11,573.42 |
High |
12,097.92 |
11,891.88 |
-206.04 |
-1.7% |
12,073.09 |
Low |
11,617.32 |
11,681.12 |
63.80 |
0.5% |
11,139.23 |
Close |
11,716.63 |
11,864.06 |
147.43 |
1.3% |
11,771.60 |
Range |
480.60 |
210.76 |
-269.84 |
-56.1% |
933.86 |
ATR |
487.67 |
467.89 |
-19.78 |
-4.1% |
0.00 |
Volume |
43,466 |
23,171 |
-20,295 |
-46.7% |
199,725 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,444.63 |
12,365.11 |
11,979.98 |
|
R3 |
12,233.87 |
12,154.35 |
11,922.02 |
|
R2 |
12,023.11 |
12,023.11 |
11,902.70 |
|
R1 |
11,943.59 |
11,943.59 |
11,883.38 |
11,983.35 |
PP |
11,812.35 |
11,812.35 |
11,812.35 |
11,832.24 |
S1 |
11,732.83 |
11,732.83 |
11,844.74 |
11,772.59 |
S2 |
11,601.59 |
11,601.59 |
11,825.42 |
|
S3 |
11,390.83 |
11,522.07 |
11,806.10 |
|
S4 |
11,180.07 |
11,311.31 |
11,748.14 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,462.89 |
14,051.10 |
12,285.22 |
|
R3 |
13,529.03 |
13,117.24 |
12,028.41 |
|
R2 |
12,595.17 |
12,595.17 |
11,942.81 |
|
R1 |
12,183.38 |
12,183.38 |
11,857.20 |
12,389.28 |
PP |
11,661.31 |
11,661.31 |
11,661.31 |
11,764.25 |
S1 |
11,249.52 |
11,249.52 |
11,686.00 |
11,455.42 |
S2 |
10,727.45 |
10,727.45 |
11,600.39 |
|
S3 |
9,793.59 |
10,315.66 |
11,514.79 |
|
S4 |
8,859.73 |
9,381.80 |
11,257.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,476.88 |
11,617.32 |
859.56 |
7.2% |
449.91 |
3.8% |
29% |
False |
False |
47,425 |
10 |
12,476.88 |
11,139.23 |
1,337.65 |
11.3% |
499.88 |
4.2% |
54% |
False |
False |
45,321 |
20 |
12,476.88 |
9,478.59 |
2,998.29 |
25.3% |
573.64 |
4.8% |
80% |
False |
False |
52,614 |
40 |
12,476.88 |
8,848.18 |
3,628.70 |
30.6% |
391.95 |
3.3% |
83% |
False |
False |
38,988 |
60 |
12,476.88 |
8,848.18 |
3,628.70 |
30.6% |
386.95 |
3.3% |
83% |
False |
False |
40,930 |
80 |
12,476.88 |
8,201.24 |
4,275.64 |
36.0% |
439.75 |
3.7% |
86% |
False |
False |
48,025 |
100 |
12,476.88 |
6,485.16 |
5,991.72 |
50.5% |
443.24 |
3.7% |
90% |
False |
False |
50,893 |
120 |
12,476.88 |
3,925.27 |
8,551.61 |
72.1% |
508.68 |
4.3% |
93% |
False |
False |
62,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,787.61 |
2.618 |
12,443.65 |
1.618 |
12,232.89 |
1.000 |
12,102.64 |
0.618 |
12,022.13 |
HIGH |
11,891.88 |
0.618 |
11,811.37 |
0.500 |
11,786.50 |
0.382 |
11,761.63 |
LOW |
11,681.12 |
0.618 |
11,550.87 |
1.000 |
11,470.36 |
1.618 |
11,340.11 |
2.618 |
11,129.35 |
4.250 |
10,785.39 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,838.21 |
12,011.42 |
PP |
11,812.35 |
11,962.30 |
S1 |
11,786.50 |
11,913.18 |
|