Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,350.25 |
3,339.50 |
-10.75 |
-0.3% |
3,272.00 |
High |
3,379.00 |
3,382.50 |
3.50 |
0.1% |
3,347.75 |
Low |
3,319.50 |
3,326.25 |
6.75 |
0.2% |
3,254.75 |
Close |
3,330.00 |
3,370.00 |
40.00 |
1.2% |
3,344.75 |
Range |
59.50 |
56.25 |
-3.25 |
-5.5% |
93.00 |
ATR |
50.77 |
51.16 |
0.39 |
0.8% |
0.00 |
Volume |
1,733,040 |
1,408,718 |
-324,322 |
-18.7% |
6,474,537 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,528.25 |
3,505.50 |
3,401.00 |
|
R3 |
3,472.00 |
3,449.25 |
3,385.50 |
|
R2 |
3,415.75 |
3,415.75 |
3,380.25 |
|
R1 |
3,393.00 |
3,393.00 |
3,375.25 |
3,404.50 |
PP |
3,359.50 |
3,359.50 |
3,359.50 |
3,365.25 |
S1 |
3,336.75 |
3,336.75 |
3,364.75 |
3,348.00 |
S2 |
3,303.25 |
3,303.25 |
3,359.75 |
|
S3 |
3,247.00 |
3,280.50 |
3,354.50 |
|
S4 |
3,190.75 |
3,224.25 |
3,339.00 |
|
|
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 |
3,382.50 |
3,300.50 |
82.00 |
2.4% |
43.00 |
1.3% |
85% |
True |
False |
1,461,108 |
10 |
3,382.50 |
3,195.00 |
187.50 |
5.6% |
45.00 |
1.3% |
93% |
True |
False |
1,510,156 |
20 |
3,382.50 |
3,188.50 |
194.00 |
5.8% |
45.75 |
1.4% |
94% |
True |
False |
1,470,598 |
40 |
3,382.50 |
2,983.50 |
399.00 |
11.8% |
57.75 |
1.7% |
97% |
True |
False |
1,615,362 |
60 |
3,382.50 |
2,895.50 |
487.00 |
14.5% |
62.50 |
1.9% |
97% |
True |
False |
1,244,110 |
80 |
3,382.50 |
2,711.00 |
671.50 |
19.9% |
66.00 |
2.0% |
98% |
True |
False |
933,853 |
100 |
3,382.50 |
2,165.50 |
1,217.00 |
36.1% |
78.25 |
2.3% |
99% |
True |
False |
748,617 |
120 |
3,382.50 |
2,165.50 |
1,217.00 |
36.1% |
96.50 |
2.9% |
99% |
True |
False |
624,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,621.50 |
2.618 |
3,529.75 |
1.618 |
3,473.50 |
1.000 |
3,438.75 |
0.618 |
3,417.25 |
HIGH |
3,382.50 |
0.618 |
3,361.00 |
0.500 |
3,354.50 |
0.382 |
3,347.75 |
LOW |
3,326.25 |
0.618 |
3,291.50 |
1.000 |
3,270.00 |
1.618 |
3,235.25 |
2.618 |
3,179.00 |
4.250 |
3,087.25 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,364.75 |
3,363.75 |
PP |
3,359.50 |
3,357.25 |
S1 |
3,354.50 |
3,351.00 |
|