Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,388.75 |
3,370.25 |
-18.50 |
-0.5% |
3,347.00 |
High |
3,395.75 |
3,387.00 |
-8.75 |
-0.3% |
3,382.50 |
Low |
3,365.50 |
3,344.75 |
-20.75 |
-0.6% |
3,319.50 |
Close |
3,372.75 |
3,380.75 |
8.00 |
0.2% |
3,361.50 |
Range |
30.25 |
42.25 |
12.00 |
39.7% |
63.00 |
ATR |
43.53 |
43.44 |
-0.09 |
-0.2% |
0.00 |
Volume |
1,368,420 |
1,203,334 |
-165,086 |
-12.1% |
6,634,038 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,497.50 |
3,481.50 |
3,404.00 |
|
R3 |
3,455.25 |
3,439.25 |
3,392.25 |
|
R2 |
3,413.00 |
3,413.00 |
3,388.50 |
|
R1 |
3,397.00 |
3,397.00 |
3,384.50 |
3,405.00 |
PP |
3,370.75 |
3,370.75 |
3,370.75 |
3,375.00 |
S1 |
3,354.75 |
3,354.75 |
3,377.00 |
3,362.75 |
S2 |
3,328.50 |
3,328.50 |
3,373.00 |
|
S3 |
3,286.25 |
3,312.50 |
3,369.25 |
|
S4 |
3,244.00 |
3,270.25 |
3,357.50 |
|
|
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 |
3,344.75 |
51.00 |
1.5% |
29.25 |
0.9% |
71% |
False |
True |
1,087,076 |
10 |
3,395.75 |
3,319.50 |
76.25 |
2.3% |
34.00 |
1.0% |
80% |
False |
False |
1,260,001 |
20 |
3,395.75 |
3,191.50 |
204.25 |
6.0% |
40.25 |
1.2% |
93% |
False |
False |
1,369,844 |
40 |
3,395.75 |
2,983.50 |
412.25 |
12.2% |
50.00 |
1.5% |
96% |
False |
False |
1,512,702 |
60 |
3,395.75 |
2,923.75 |
472.00 |
14.0% |
59.25 |
1.8% |
97% |
False |
False |
1,354,333 |
80 |
3,395.75 |
2,751.50 |
644.25 |
19.1% |
62.25 |
1.8% |
98% |
False |
False |
1,016,664 |
100 |
3,395.75 |
2,422.25 |
973.50 |
28.8% |
68.75 |
2.0% |
98% |
False |
False |
814,387 |
120 |
3,395.75 |
2,165.50 |
1,230.25 |
36.4% |
91.00 |
2.7% |
99% |
False |
False |
679,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,566.50 |
2.618 |
3,497.50 |
1.618 |
3,455.25 |
1.000 |
3,429.25 |
0.618 |
3,413.00 |
HIGH |
3,387.00 |
0.618 |
3,370.75 |
0.500 |
3,366.00 |
0.382 |
3,361.00 |
LOW |
3,344.75 |
0.618 |
3,318.75 |
1.000 |
3,302.50 |
1.618 |
3,276.50 |
2.618 |
3,234.25 |
4.250 |
3,165.25 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,375.75 |
3,377.25 |
PP |
3,370.75 |
3,373.75 |
S1 |
3,366.00 |
3,370.25 |
|