| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
27,645 |
27,676 |
31 |
0.1% |
27,840 |
| High |
27,717 |
27,904 |
187 |
0.7% |
27,928 |
| Low |
27,392 |
27,473 |
81 |
0.3% |
27,392 |
| Close |
27,669 |
27,859 |
190 |
0.7% |
27,859 |
| Range |
325 |
431 |
106 |
32.6% |
536 |
| ATR |
397 |
399 |
2 |
0.6% |
0 |
| Volume |
161,159 |
175,756 |
14,597 |
9.1% |
751,103 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,038 |
28,880 |
28,096 |
|
| R3 |
28,607 |
28,449 |
27,978 |
|
| R2 |
28,176 |
28,176 |
27,938 |
|
| R1 |
28,018 |
28,018 |
27,899 |
28,097 |
| PP |
27,745 |
27,745 |
27,745 |
27,785 |
| S1 |
27,587 |
27,587 |
27,820 |
27,666 |
| S2 |
27,314 |
27,314 |
27,780 |
|
| S3 |
26,883 |
27,156 |
27,741 |
|
| S4 |
26,452 |
26,725 |
27,622 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,334 |
29,133 |
28,154 |
|
| R3 |
28,798 |
28,597 |
28,007 |
|
| R2 |
28,262 |
28,262 |
27,957 |
|
| R1 |
28,061 |
28,061 |
27,908 |
28,162 |
| PP |
27,726 |
27,726 |
27,726 |
27,777 |
| S1 |
27,525 |
27,525 |
27,810 |
27,626 |
| S2 |
27,190 |
27,190 |
27,761 |
|
| S3 |
26,654 |
26,989 |
27,712 |
|
| S4 |
26,118 |
26,453 |
27,564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,928 |
27,392 |
536 |
1.9% |
310 |
1.1% |
87% |
False |
False |
150,220 |
| 10 |
28,069 |
27,260 |
809 |
2.9% |
344 |
1.2% |
74% |
False |
False |
161,028 |
| 20 |
28,069 |
25,881 |
2,188 |
7.9% |
367 |
1.3% |
90% |
False |
False |
164,761 |
| 40 |
28,069 |
24,743 |
3,326 |
11.9% |
448 |
1.6% |
94% |
False |
False |
189,072 |
| 60 |
28,069 |
24,409 |
3,660 |
13.1% |
552 |
2.0% |
94% |
False |
False |
167,134 |
| 80 |
28,069 |
22,629 |
5,440 |
19.5% |
556 |
2.0% |
96% |
False |
False |
125,397 |
| 100 |
28,069 |
20,466 |
7,603 |
27.3% |
601 |
2.2% |
97% |
False |
False |
100,353 |
| 120 |
28,069 |
17,992 |
10,077 |
36.2% |
765 |
2.7% |
98% |
False |
False |
83,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,736 |
|
2.618 |
29,032 |
|
1.618 |
28,601 |
|
1.000 |
28,335 |
|
0.618 |
28,170 |
|
HIGH |
27,904 |
|
0.618 |
27,739 |
|
0.500 |
27,689 |
|
0.382 |
27,638 |
|
LOW |
27,473 |
|
0.618 |
27,207 |
|
1.000 |
27,042 |
|
1.618 |
26,776 |
|
2.618 |
26,345 |
|
4.250 |
25,641 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,802 |
27,789 |
| PP |
27,745 |
27,718 |
| S1 |
27,689 |
27,648 |
|