| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
27,840 |
27,779 |
-61 |
-0.2% |
27,364 |
| High |
27,928 |
27,904 |
-24 |
-0.1% |
28,069 |
| Low |
27,736 |
27,596 |
-140 |
-0.5% |
27,260 |
| Close |
27,775 |
27,717 |
-58 |
-0.2% |
27,792 |
| Range |
192 |
308 |
116 |
60.4% |
809 |
| ATR |
419 |
411 |
-8 |
-1.9% |
0 |
| Volume |
111,616 |
142,732 |
31,116 |
27.9% |
859,185 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,663 |
28,498 |
27,887 |
|
| R3 |
28,355 |
28,190 |
27,802 |
|
| R2 |
28,047 |
28,047 |
27,774 |
|
| R1 |
27,882 |
27,882 |
27,745 |
27,811 |
| PP |
27,739 |
27,739 |
27,739 |
27,703 |
| S1 |
27,574 |
27,574 |
27,689 |
27,503 |
| S2 |
27,431 |
27,431 |
27,661 |
|
| S3 |
27,123 |
27,266 |
27,632 |
|
| S4 |
26,815 |
26,958 |
27,548 |
|
|
| 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 |
27,963 |
27,592 |
371 |
1.3% |
279 |
1.0% |
34% |
False |
False |
141,605 |
| 10 |
28,069 |
26,666 |
1,403 |
5.1% |
348 |
1.3% |
75% |
False |
False |
163,486 |
| 20 |
28,069 |
25,881 |
2,188 |
7.9% |
381 |
1.4% |
84% |
False |
False |
166,694 |
| 40 |
28,069 |
24,743 |
3,326 |
12.0% |
482 |
1.7% |
89% |
False |
False |
195,270 |
| 60 |
28,069 |
24,313 |
3,756 |
13.6% |
565 |
2.0% |
91% |
False |
False |
158,874 |
| 80 |
28,069 |
22,629 |
5,440 |
19.6% |
565 |
2.0% |
94% |
False |
False |
119,192 |
| 100 |
28,069 |
20,466 |
7,603 |
27.4% |
624 |
2.2% |
95% |
False |
False |
95,395 |
| 120 |
28,069 |
17,992 |
10,077 |
36.4% |
788 |
2.8% |
97% |
False |
False |
79,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,213 |
|
2.618 |
28,710 |
|
1.618 |
28,402 |
|
1.000 |
28,212 |
|
0.618 |
28,094 |
|
HIGH |
27,904 |
|
0.618 |
27,786 |
|
0.500 |
27,750 |
|
0.382 |
27,714 |
|
LOW |
27,596 |
|
0.618 |
27,406 |
|
1.000 |
27,288 |
|
1.618 |
27,098 |
|
2.618 |
26,790 |
|
4.250 |
26,287 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,750 |
27,760 |
| PP |
27,739 |
27,746 |
| S1 |
27,728 |
27,731 |
|