| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
27,676 |
27,900 |
224 |
0.8% |
27,840 |
| High |
27,904 |
28,266 |
362 |
1.3% |
27,928 |
| Low |
27,473 |
27,877 |
404 |
1.5% |
27,392 |
| Close |
27,859 |
28,239 |
380 |
1.4% |
27,859 |
| Range |
431 |
389 |
-42 |
-9.7% |
536 |
| ATR |
399 |
400 |
1 |
0.1% |
0 |
| Volume |
175,756 |
157,196 |
-18,560 |
-10.6% |
751,103 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,294 |
29,156 |
28,453 |
|
| R3 |
28,905 |
28,767 |
28,346 |
|
| R2 |
28,516 |
28,516 |
28,310 |
|
| R1 |
28,378 |
28,378 |
28,275 |
28,447 |
| PP |
28,127 |
28,127 |
28,127 |
28,162 |
| S1 |
27,989 |
27,989 |
28,203 |
28,058 |
| S2 |
27,738 |
27,738 |
28,168 |
|
| S3 |
27,349 |
27,600 |
28,132 |
|
| S4 |
26,960 |
27,211 |
28,025 |
|
|
| 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 |
28,266 |
27,392 |
874 |
3.1% |
350 |
1.2% |
97% |
True |
False |
159,336 |
| 10 |
28,266 |
27,392 |
874 |
3.1% |
337 |
1.2% |
97% |
True |
False |
159,836 |
| 20 |
28,266 |
25,881 |
2,385 |
8.4% |
372 |
1.3% |
99% |
True |
False |
165,535 |
| 40 |
28,266 |
24,743 |
3,523 |
12.5% |
437 |
1.5% |
99% |
True |
False |
186,436 |
| 60 |
28,266 |
24,409 |
3,857 |
13.7% |
550 |
1.9% |
99% |
True |
False |
169,748 |
| 80 |
28,266 |
22,629 |
5,637 |
20.0% |
553 |
2.0% |
100% |
True |
False |
127,361 |
| 100 |
28,266 |
20,466 |
7,800 |
27.6% |
596 |
2.1% |
100% |
True |
False |
101,923 |
| 120 |
28,266 |
17,992 |
10,274 |
36.4% |
758 |
2.7% |
100% |
True |
False |
84,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,919 |
|
2.618 |
29,285 |
|
1.618 |
28,896 |
|
1.000 |
28,655 |
|
0.618 |
28,507 |
|
HIGH |
28,266 |
|
0.618 |
28,118 |
|
0.500 |
28,072 |
|
0.382 |
28,026 |
|
LOW |
27,877 |
|
0.618 |
27,637 |
|
1.000 |
27,488 |
|
1.618 |
27,248 |
|
2.618 |
26,859 |
|
4.250 |
26,224 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
28,183 |
28,102 |
| PP |
28,127 |
27,966 |
| S1 |
28,072 |
27,829 |
|