Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,367.75 |
3,369.25 |
1.50 |
0.0% |
3,347.00 |
High |
3,382.00 |
3,380.50 |
-1.50 |
0.0% |
3,382.50 |
Low |
3,357.50 |
3,350.00 |
-7.50 |
-0.2% |
3,319.50 |
Close |
3,367.75 |
3,361.50 |
-6.25 |
-0.2% |
3,361.50 |
Range |
24.50 |
30.50 |
6.00 |
24.5% |
63.00 |
ATR |
49.26 |
47.92 |
-1.34 |
-2.7% |
0.00 |
Volume |
1,205,758 |
1,084,771 |
-120,987 |
-10.0% |
6,634,038 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,455.50 |
3,439.00 |
3,378.25 |
|
R3 |
3,425.00 |
3,408.50 |
3,370.00 |
|
R2 |
3,394.50 |
3,394.50 |
3,367.00 |
|
R1 |
3,378.00 |
3,378.00 |
3,364.25 |
3,371.00 |
PP |
3,364.00 |
3,364.00 |
3,364.00 |
3,360.50 |
S1 |
3,347.50 |
3,347.50 |
3,358.75 |
3,340.50 |
S2 |
3,333.50 |
3,333.50 |
3,356.00 |
|
S3 |
3,303.00 |
3,317.00 |
3,353.00 |
|
S4 |
3,272.50 |
3,286.50 |
3,344.75 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,543.50 |
3,515.50 |
3,396.25 |
|
R3 |
3,480.50 |
3,452.50 |
3,378.75 |
|
R2 |
3,417.50 |
3,417.50 |
3,373.00 |
|
R1 |
3,389.50 |
3,389.50 |
3,367.25 |
3,403.50 |
PP |
3,354.50 |
3,354.50 |
3,354.50 |
3,361.50 |
S1 |
3,326.50 |
3,326.50 |
3,355.75 |
3,340.50 |
S2 |
3,291.50 |
3,291.50 |
3,350.00 |
|
S3 |
3,228.50 |
3,263.50 |
3,344.25 |
|
S4 |
3,165.50 |
3,200.50 |
3,326.75 |
|
|
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% |
39.75 |
1.2% |
67% |
False |
False |
1,326,807 |
10 |
3,382.50 |
3,254.75 |
127.75 |
3.8% |
37.00 |
1.1% |
84% |
False |
False |
1,310,857 |
20 |
3,382.50 |
3,190.25 |
192.25 |
5.7% |
44.75 |
1.3% |
89% |
False |
False |
1,448,503 |
40 |
3,382.50 |
2,983.50 |
399.00 |
11.9% |
56.25 |
1.7% |
95% |
False |
False |
1,585,462 |
60 |
3,382.50 |
2,895.50 |
487.00 |
14.5% |
61.25 |
1.8% |
96% |
False |
False |
1,282,146 |
80 |
3,382.50 |
2,748.75 |
633.75 |
18.9% |
64.00 |
1.9% |
97% |
False |
False |
962,425 |
100 |
3,382.50 |
2,380.00 |
1,002.50 |
29.8% |
74.75 |
2.2% |
98% |
False |
False |
771,329 |
120 |
3,382.50 |
2,165.50 |
1,217.00 |
36.2% |
95.00 |
2.8% |
98% |
False |
False |
643,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,510.00 |
2.618 |
3,460.25 |
1.618 |
3,429.75 |
1.000 |
3,411.00 |
0.618 |
3,399.25 |
HIGH |
3,380.50 |
0.618 |
3,368.75 |
0.500 |
3,365.25 |
0.382 |
3,361.75 |
LOW |
3,350.00 |
0.618 |
3,331.25 |
1.000 |
3,319.50 |
1.618 |
3,300.75 |
2.618 |
3,270.25 |
4.250 |
3,220.50 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,365.25 |
3,359.00 |
PP |
3,364.00 |
3,356.75 |
S1 |
3,362.75 |
3,354.50 |
|