Trading Metrics calculated at close of trading on 19-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,379.25 |
3,388.75 |
9.50 |
0.3% |
3,347.00 |
High |
3,390.75 |
3,395.75 |
5.00 |
0.1% |
3,382.50 |
Low |
3,365.25 |
3,365.50 |
0.25 |
0.0% |
3,319.50 |
Close |
3,387.00 |
3,372.75 |
-14.25 |
-0.4% |
3,361.50 |
Range |
25.50 |
30.25 |
4.75 |
18.6% |
63.00 |
ATR |
44.55 |
43.53 |
-1.02 |
-2.3% |
0.00 |
Volume |
1,019,552 |
1,368,420 |
348,868 |
34.2% |
6,634,038 |
|
Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,468.75 |
3,451.00 |
3,389.50 |
|
R3 |
3,438.50 |
3,420.75 |
3,381.00 |
|
R2 |
3,408.25 |
3,408.25 |
3,378.25 |
|
R1 |
3,390.50 |
3,390.50 |
3,375.50 |
3,384.25 |
PP |
3,378.00 |
3,378.00 |
3,378.00 |
3,375.00 |
S1 |
3,360.25 |
3,360.25 |
3,370.00 |
3,354.00 |
S2 |
3,347.75 |
3,347.75 |
3,367.25 |
|
S3 |
3,317.50 |
3,330.00 |
3,364.50 |
|
S4 |
3,287.25 |
3,299.75 |
3,356.00 |
|
|
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 |
3,395.75 |
3,350.00 |
45.75 |
1.4% |
25.75 |
0.8% |
50% |
True |
False |
1,087,561 |
10 |
3,395.75 |
3,300.50 |
95.25 |
2.8% |
34.25 |
1.0% |
76% |
True |
False |
1,274,334 |
20 |
3,395.75 |
3,191.50 |
204.25 |
6.1% |
41.50 |
1.2% |
89% |
True |
False |
1,394,900 |
40 |
3,395.75 |
2,983.50 |
412.25 |
12.2% |
51.75 |
1.5% |
94% |
True |
False |
1,542,317 |
60 |
3,395.75 |
2,923.75 |
472.00 |
14.0% |
59.75 |
1.8% |
95% |
True |
False |
1,334,406 |
80 |
3,395.75 |
2,751.50 |
644.25 |
19.1% |
62.50 |
1.9% |
96% |
True |
False |
1,001,655 |
100 |
3,395.75 |
2,422.25 |
973.50 |
28.9% |
70.25 |
2.1% |
98% |
True |
False |
802,455 |
120 |
3,395.75 |
2,165.50 |
1,230.25 |
36.5% |
92.25 |
2.7% |
98% |
True |
False |
669,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,524.25 |
2.618 |
3,475.00 |
1.618 |
3,444.75 |
1.000 |
3,426.00 |
0.618 |
3,414.50 |
HIGH |
3,395.75 |
0.618 |
3,384.25 |
0.500 |
3,380.50 |
0.382 |
3,377.00 |
LOW |
3,365.50 |
0.618 |
3,346.75 |
1.000 |
3,335.25 |
1.618 |
3,316.50 |
2.618 |
3,286.25 |
4.250 |
3,237.00 |
|
|
Fisher Pivots for day following 19-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,380.50 |
3,380.25 |
PP |
3,378.00 |
3,377.75 |
S1 |
3,375.50 |
3,375.25 |
|