Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,369.25 |
3,366.00 |
-3.25 |
-0.1% |
3,347.00 |
High |
3,380.50 |
3,382.75 |
2.25 |
0.1% |
3,382.50 |
Low |
3,350.00 |
3,364.75 |
14.75 |
0.4% |
3,319.50 |
Close |
3,361.50 |
3,379.75 |
18.25 |
0.5% |
3,361.50 |
Range |
30.50 |
18.00 |
-12.50 |
-41.0% |
63.00 |
ATR |
47.92 |
46.01 |
-1.90 |
-4.0% |
0.00 |
Volume |
1,084,771 |
759,304 |
-325,467 |
-30.0% |
6,634,038 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,429.75 |
3,422.75 |
3,389.75 |
|
R3 |
3,411.75 |
3,404.75 |
3,384.75 |
|
R2 |
3,393.75 |
3,393.75 |
3,383.00 |
|
R1 |
3,386.75 |
3,386.75 |
3,381.50 |
3,390.25 |
PP |
3,375.75 |
3,375.75 |
3,375.75 |
3,377.50 |
S1 |
3,368.75 |
3,368.75 |
3,378.00 |
3,372.25 |
S2 |
3,357.75 |
3,357.75 |
3,376.50 |
|
S3 |
3,339.75 |
3,350.75 |
3,374.75 |
|
S4 |
3,321.75 |
3,332.75 |
3,369.75 |
|
|
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 |
3,382.75 |
3,319.50 |
63.25 |
1.9% |
37.75 |
1.1% |
95% |
True |
False |
1,238,318 |
10 |
3,382.75 |
3,271.00 |
111.75 |
3.3% |
34.75 |
1.0% |
97% |
True |
False |
1,261,743 |
20 |
3,382.75 |
3,191.50 |
191.25 |
5.7% |
42.75 |
1.3% |
98% |
True |
False |
1,416,410 |
40 |
3,382.75 |
2,983.50 |
399.25 |
11.8% |
54.50 |
1.6% |
99% |
True |
False |
1,555,638 |
60 |
3,382.75 |
2,895.50 |
487.25 |
14.4% |
61.00 |
1.8% |
99% |
True |
False |
1,294,748 |
80 |
3,382.75 |
2,748.75 |
634.00 |
18.8% |
63.50 |
1.9% |
100% |
True |
False |
971,884 |
100 |
3,382.75 |
2,397.25 |
985.50 |
29.2% |
73.00 |
2.2% |
100% |
True |
False |
778,797 |
120 |
3,382.75 |
2,165.50 |
1,217.25 |
36.0% |
94.50 |
2.8% |
100% |
True |
False |
649,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,459.25 |
2.618 |
3,429.75 |
1.618 |
3,411.75 |
1.000 |
3,400.75 |
0.618 |
3,393.75 |
HIGH |
3,382.75 |
0.618 |
3,375.75 |
0.500 |
3,373.75 |
0.382 |
3,371.75 |
LOW |
3,364.75 |
0.618 |
3,353.75 |
1.000 |
3,346.75 |
1.618 |
3,335.75 |
2.618 |
3,317.75 |
4.250 |
3,288.25 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,377.75 |
3,375.25 |
PP |
3,375.75 |
3,370.75 |
S1 |
3,373.75 |
3,366.50 |
|