Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,347.00 |
3,350.25 |
3.25 |
0.1% |
3,272.00 |
High |
3,357.25 |
3,379.00 |
21.75 |
0.6% |
3,347.75 |
Low |
3,329.00 |
3,319.50 |
-9.50 |
-0.3% |
3,254.75 |
Close |
3,352.75 |
3,330.00 |
-22.75 |
-0.7% |
3,344.75 |
Range |
28.25 |
59.50 |
31.25 |
110.6% |
93.00 |
ATR |
50.10 |
50.77 |
0.67 |
1.3% |
0.00 |
Volume |
1,201,751 |
1,733,040 |
531,289 |
44.2% |
6,474,537 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,521.25 |
3,485.25 |
3,362.75 |
|
R3 |
3,461.75 |
3,425.75 |
3,346.25 |
|
R2 |
3,402.25 |
3,402.25 |
3,341.00 |
|
R1 |
3,366.25 |
3,366.25 |
3,335.50 |
3,354.50 |
PP |
3,342.75 |
3,342.75 |
3,342.75 |
3,337.00 |
S1 |
3,306.75 |
3,306.75 |
3,324.50 |
3,295.00 |
S2 |
3,283.25 |
3,283.25 |
3,319.00 |
|
S3 |
3,223.75 |
3,247.25 |
3,313.75 |
|
S4 |
3,164.25 |
3,187.75 |
3,297.25 |
|
|
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 |
3,379.00 |
3,292.00 |
87.00 |
2.6% |
38.00 |
1.1% |
44% |
True |
False |
1,402,722 |
10 |
3,379.00 |
3,195.00 |
184.00 |
5.5% |
44.75 |
1.3% |
73% |
True |
False |
1,491,087 |
20 |
3,379.00 |
3,188.50 |
190.50 |
5.7% |
45.00 |
1.3% |
74% |
True |
False |
1,497,047 |
40 |
3,379.00 |
2,983.50 |
395.50 |
11.9% |
58.75 |
1.8% |
88% |
True |
False |
1,655,075 |
60 |
3,379.00 |
2,842.50 |
536.50 |
16.1% |
63.50 |
1.9% |
91% |
True |
False |
1,220,707 |
80 |
3,379.00 |
2,711.00 |
668.00 |
20.1% |
66.00 |
2.0% |
93% |
True |
False |
916,261 |
100 |
3,379.00 |
2,165.50 |
1,213.50 |
36.4% |
80.25 |
2.4% |
96% |
True |
False |
734,571 |
120 |
3,379.00 |
2,165.50 |
1,213.50 |
36.4% |
96.50 |
2.9% |
96% |
True |
False |
612,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,632.00 |
2.618 |
3,534.75 |
1.618 |
3,475.25 |
1.000 |
3,438.50 |
0.618 |
3,415.75 |
HIGH |
3,379.00 |
0.618 |
3,356.25 |
0.500 |
3,349.25 |
0.382 |
3,342.25 |
LOW |
3,319.50 |
0.618 |
3,282.75 |
1.000 |
3,260.00 |
1.618 |
3,223.25 |
2.618 |
3,163.75 |
4.250 |
3,066.50 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,349.25 |
3,349.25 |
PP |
3,342.75 |
3,342.75 |
S1 |
3,336.50 |
3,336.50 |
|