Trading Metrics calculated at close of trading on 10-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,343.75 |
3,347.00 |
3.25 |
0.1% |
3,272.00 |
High |
3,347.75 |
3,357.25 |
9.50 |
0.3% |
3,347.75 |
Low |
3,322.25 |
3,329.00 |
6.75 |
0.2% |
3,254.75 |
Close |
3,344.75 |
3,352.75 |
8.00 |
0.2% |
3,344.75 |
Range |
25.50 |
28.25 |
2.75 |
10.8% |
93.00 |
ATR |
51.78 |
50.10 |
-1.68 |
-3.2% |
0.00 |
Volume |
1,615,367 |
1,201,751 |
-413,616 |
-25.6% |
6,474,537 |
|
Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,431.00 |
3,420.25 |
3,368.25 |
|
R3 |
3,402.75 |
3,392.00 |
3,360.50 |
|
R2 |
3,374.50 |
3,374.50 |
3,358.00 |
|
R1 |
3,363.75 |
3,363.75 |
3,355.25 |
3,369.00 |
PP |
3,346.25 |
3,346.25 |
3,346.25 |
3,349.00 |
S1 |
3,335.50 |
3,335.50 |
3,350.25 |
3,341.00 |
S2 |
3,318.00 |
3,318.00 |
3,347.50 |
|
S3 |
3,289.75 |
3,307.25 |
3,345.00 |
|
S4 |
3,261.50 |
3,279.00 |
3,337.25 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,594.75 |
3,562.75 |
3,396.00 |
|
R3 |
3,501.75 |
3,469.75 |
3,370.25 |
|
R2 |
3,408.75 |
3,408.75 |
3,361.75 |
|
R1 |
3,376.75 |
3,376.75 |
3,353.25 |
3,392.75 |
PP |
3,315.75 |
3,315.75 |
3,315.75 |
3,323.75 |
S1 |
3,283.75 |
3,283.75 |
3,336.25 |
3,299.75 |
S2 |
3,222.75 |
3,222.75 |
3,327.75 |
|
S3 |
3,129.75 |
3,190.75 |
3,319.25 |
|
S4 |
3,036.75 |
3,097.75 |
3,293.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,357.25 |
3,271.00 |
86.25 |
2.6% |
32.00 |
1.0% |
95% |
True |
False |
1,285,167 |
10 |
3,357.25 |
3,195.00 |
162.25 |
4.8% |
42.75 |
1.3% |
97% |
True |
False |
1,455,312 |
20 |
3,357.25 |
3,119.00 |
238.25 |
7.1% |
45.50 |
1.4% |
98% |
True |
False |
1,523,233 |
40 |
3,357.25 |
2,923.75 |
433.50 |
12.9% |
60.75 |
1.8% |
99% |
True |
False |
1,686,016 |
60 |
3,357.25 |
2,801.00 |
556.25 |
16.6% |
63.25 |
1.9% |
99% |
True |
False |
1,191,895 |
80 |
3,357.25 |
2,711.00 |
646.25 |
19.3% |
66.25 |
2.0% |
99% |
True |
False |
894,654 |
100 |
3,357.25 |
2,165.50 |
1,191.75 |
35.5% |
81.25 |
2.4% |
100% |
True |
False |
717,316 |
120 |
3,396.50 |
2,165.50 |
1,231.00 |
36.7% |
96.50 |
2.9% |
96% |
False |
False |
598,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,477.25 |
2.618 |
3,431.25 |
1.618 |
3,403.00 |
1.000 |
3,385.50 |
0.618 |
3,374.75 |
HIGH |
3,357.25 |
0.618 |
3,346.50 |
0.500 |
3,343.00 |
0.382 |
3,339.75 |
LOW |
3,329.00 |
0.618 |
3,311.50 |
1.000 |
3,300.75 |
1.618 |
3,283.25 |
2.618 |
3,255.00 |
4.250 |
3,209.00 |
|
|
Fisher Pivots for day following 10-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,349.50 |
3,344.75 |
PP |
3,346.25 |
3,336.75 |
S1 |
3,343.00 |
3,329.00 |
|