Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,339.50 |
3,367.75 |
28.25 |
0.8% |
3,272.00 |
High |
3,382.50 |
3,382.00 |
-0.50 |
0.0% |
3,347.75 |
Low |
3,326.25 |
3,357.50 |
31.25 |
0.9% |
3,254.75 |
Close |
3,370.00 |
3,367.75 |
-2.25 |
-0.1% |
3,344.75 |
Range |
56.25 |
24.50 |
-31.75 |
-56.4% |
93.00 |
ATR |
51.16 |
49.26 |
-1.90 |
-3.7% |
0.00 |
Volume |
1,408,718 |
1,205,758 |
-202,960 |
-14.4% |
6,474,537 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,442.50 |
3,429.75 |
3,381.25 |
|
R3 |
3,418.00 |
3,405.25 |
3,374.50 |
|
R2 |
3,393.50 |
3,393.50 |
3,372.25 |
|
R1 |
3,380.75 |
3,380.75 |
3,370.00 |
3,380.00 |
PP |
3,369.00 |
3,369.00 |
3,369.00 |
3,368.75 |
S1 |
3,356.25 |
3,356.25 |
3,365.50 |
3,355.50 |
S2 |
3,344.50 |
3,344.50 |
3,363.25 |
|
S3 |
3,320.00 |
3,331.75 |
3,361.00 |
|
S4 |
3,295.50 |
3,307.25 |
3,354.25 |
|
|
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 |
3,382.50 |
3,319.50 |
63.00 |
1.9% |
38.75 |
1.2% |
77% |
False |
False |
1,432,926 |
10 |
3,382.50 |
3,212.50 |
170.00 |
5.0% |
40.25 |
1.2% |
91% |
False |
False |
1,430,659 |
20 |
3,382.50 |
3,190.25 |
192.25 |
5.7% |
44.75 |
1.3% |
92% |
False |
False |
1,457,320 |
40 |
3,382.50 |
2,983.50 |
399.00 |
11.8% |
57.00 |
1.7% |
96% |
False |
False |
1,599,248 |
60 |
3,382.50 |
2,895.50 |
487.00 |
14.5% |
61.75 |
1.8% |
97% |
False |
False |
1,264,130 |
80 |
3,382.50 |
2,711.75 |
670.75 |
19.9% |
64.75 |
1.9% |
98% |
False |
False |
948,891 |
100 |
3,382.50 |
2,226.25 |
1,156.25 |
34.3% |
76.50 |
2.3% |
99% |
False |
False |
760,549 |
120 |
3,382.50 |
2,165.50 |
1,217.00 |
36.1% |
96.00 |
2.9% |
99% |
False |
False |
634,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,486.00 |
2.618 |
3,446.25 |
1.618 |
3,421.75 |
1.000 |
3,406.50 |
0.618 |
3,397.25 |
HIGH |
3,382.00 |
0.618 |
3,372.75 |
0.500 |
3,369.75 |
0.382 |
3,366.75 |
LOW |
3,357.50 |
0.618 |
3,342.25 |
1.000 |
3,333.00 |
1.618 |
3,317.75 |
2.618 |
3,293.25 |
4.250 |
3,253.50 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,369.75 |
3,362.25 |
PP |
3,369.00 |
3,356.50 |
S1 |
3,368.50 |
3,351.00 |
|