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 |
404.0970 |
416.0720 |
11.9750 |
3.0% |
439.2010 |
High |
418.1090 |
418.7370 |
0.6280 |
0.2% |
445.9600 |
Low |
402.7840 |
394.9350 |
-7.8490 |
-1.9% |
394.6660 |
Close |
416.0720 |
396.6000 |
-19.4720 |
-4.7% |
396.6000 |
Range |
15.3250 |
23.8020 |
8.4770 |
55.3% |
51.2940 |
ATR |
24.2284 |
24.1980 |
-0.0305 |
-0.1% |
0.0000 |
Volume |
753,199 |
726,960 |
-26,239 |
-3.5% |
4,230,892 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474.8300 |
459.5170 |
409.6911 |
|
R3 |
451.0280 |
435.7150 |
403.1456 |
|
R2 |
427.2260 |
427.2260 |
400.9637 |
|
R1 |
411.9130 |
411.9130 |
398.7819 |
407.6685 |
PP |
403.4240 |
403.4240 |
403.4240 |
401.3018 |
S1 |
388.1110 |
388.1110 |
394.4182 |
383.8665 |
S2 |
379.6220 |
379.6220 |
392.2363 |
|
S3 |
355.8200 |
364.3090 |
390.0545 |
|
S4 |
332.0180 |
340.5070 |
383.5089 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
566.2907 |
532.7393 |
424.8117 |
|
R3 |
514.9967 |
481.4453 |
410.7059 |
|
R2 |
463.7027 |
463.7027 |
406.0039 |
|
R1 |
430.1513 |
430.1513 |
401.3020 |
421.2800 |
PP |
412.4087 |
412.4087 |
412.4087 |
407.9730 |
S1 |
378.8573 |
378.8573 |
391.8981 |
369.9860 |
S2 |
361.1147 |
361.1147 |
387.1961 |
|
S3 |
309.8207 |
327.5633 |
382.4942 |
|
S4 |
258.5267 |
276.2693 |
368.3883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
445.9600 |
394.6660 |
51.2940 |
12.9% |
26.1892 |
6.6% |
4% |
False |
False |
846,178 |
10 |
445.9600 |
366.4460 |
79.5140 |
20.0% |
27.5200 |
6.9% |
38% |
False |
False |
977,785 |
20 |
445.9600 |
278.4650 |
167.4950 |
42.2% |
28.9930 |
7.3% |
71% |
False |
False |
1,128,303 |
40 |
445.9600 |
216.4670 |
229.4930 |
57.9% |
19.4909 |
4.9% |
78% |
False |
False |
830,175 |
60 |
445.9600 |
216.4670 |
229.4930 |
57.9% |
17.1418 |
4.3% |
78% |
False |
False |
778,730 |
80 |
445.9600 |
176.6020 |
269.3580 |
67.9% |
16.2204 |
4.1% |
82% |
False |
False |
782,612 |
100 |
445.9600 |
139.2420 |
306.7180 |
77.3% |
15.7747 |
4.0% |
84% |
False |
False |
868,423 |
120 |
445.9600 |
89.5050 |
356.4550 |
89.9% |
16.8040 |
4.2% |
86% |
False |
False |
1,015,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
519.8955 |
2.618 |
481.0506 |
1.618 |
457.2486 |
1.000 |
442.5390 |
0.618 |
433.4466 |
HIGH |
418.7370 |
0.618 |
409.6446 |
0.500 |
406.8360 |
0.382 |
404.0274 |
LOW |
394.9350 |
0.618 |
380.2254 |
1.000 |
371.1330 |
1.618 |
356.4234 |
2.618 |
332.6214 |
4.250 |
293.7765 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
406.8360 |
411.9990 |
PP |
403.4240 |
406.8660 |
S1 |
400.0120 |
401.7330 |
|