| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
27,828 |
27,840 |
12 |
0.0% |
27,364 |
| High |
27,911 |
27,928 |
17 |
0.1% |
28,069 |
| Low |
27,592 |
27,736 |
144 |
0.5% |
27,260 |
| Close |
27,792 |
27,775 |
-17 |
-0.1% |
27,792 |
| Range |
319 |
192 |
-127 |
-39.8% |
809 |
| ATR |
436 |
419 |
-17 |
-4.0% |
0 |
| Volume |
150,506 |
111,616 |
-38,890 |
-25.8% |
859,185 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,389 |
28,274 |
27,881 |
|
| R3 |
28,197 |
28,082 |
27,828 |
|
| R2 |
28,005 |
28,005 |
27,810 |
|
| R1 |
27,890 |
27,890 |
27,793 |
27,852 |
| PP |
27,813 |
27,813 |
27,813 |
27,794 |
| S1 |
27,698 |
27,698 |
27,758 |
27,660 |
| S2 |
27,621 |
27,621 |
27,740 |
|
| S3 |
27,429 |
27,506 |
27,722 |
|
| S4 |
27,237 |
27,314 |
27,670 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,134 |
29,772 |
28,237 |
|
| R3 |
29,325 |
28,963 |
28,015 |
|
| R2 |
28,516 |
28,516 |
27,940 |
|
| R1 |
28,154 |
28,154 |
27,866 |
28,335 |
| PP |
27,707 |
27,707 |
27,707 |
27,798 |
| S1 |
27,345 |
27,345 |
27,718 |
27,526 |
| S2 |
26,898 |
26,898 |
27,644 |
|
| S3 |
26,089 |
26,536 |
27,570 |
|
| S4 |
25,280 |
25,727 |
27,347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,069 |
27,532 |
537 |
1.9% |
325 |
1.2% |
45% |
False |
False |
160,337 |
| 10 |
28,069 |
26,439 |
1,630 |
5.9% |
347 |
1.3% |
82% |
False |
False |
163,764 |
| 20 |
28,069 |
25,881 |
2,188 |
7.9% |
383 |
1.4% |
87% |
False |
False |
168,248 |
| 40 |
28,069 |
24,743 |
3,326 |
12.0% |
493 |
1.8% |
91% |
False |
False |
196,110 |
| 60 |
28,069 |
23,999 |
4,070 |
14.7% |
566 |
2.0% |
93% |
False |
False |
156,497 |
| 80 |
28,069 |
22,629 |
5,440 |
19.6% |
568 |
2.0% |
95% |
False |
False |
117,409 |
| 100 |
28,069 |
20,466 |
7,603 |
27.4% |
639 |
2.3% |
96% |
False |
False |
93,971 |
| 120 |
28,069 |
17,992 |
10,077 |
36.3% |
798 |
2.9% |
97% |
False |
False |
78,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,744 |
|
2.618 |
28,431 |
|
1.618 |
28,239 |
|
1.000 |
28,120 |
|
0.618 |
28,047 |
|
HIGH |
27,928 |
|
0.618 |
27,855 |
|
0.500 |
27,832 |
|
0.382 |
27,809 |
|
LOW |
27,736 |
|
0.618 |
27,617 |
|
1.000 |
27,544 |
|
1.618 |
27,425 |
|
2.618 |
27,233 |
|
4.250 |
26,920 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,832 |
27,771 |
| PP |
27,813 |
27,767 |
| S1 |
27,794 |
27,763 |
|