Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,370.25 |
3,383.50 |
13.25 |
0.4% |
3,366.00 |
High |
3,387.00 |
3,396.25 |
9.25 |
0.3% |
3,396.25 |
Low |
3,344.75 |
3,356.75 |
12.00 |
0.4% |
3,344.75 |
Close |
3,380.75 |
3,392.50 |
11.75 |
0.3% |
3,392.50 |
Range |
42.25 |
39.50 |
-2.75 |
-6.5% |
51.50 |
ATR |
43.44 |
43.15 |
-0.28 |
-0.6% |
0.00 |
Volume |
1,203,334 |
1,221,450 |
18,116 |
1.5% |
5,572,060 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,500.25 |
3,486.00 |
3,414.25 |
|
R3 |
3,460.75 |
3,446.50 |
3,403.25 |
|
R2 |
3,421.25 |
3,421.25 |
3,399.75 |
|
R1 |
3,407.00 |
3,407.00 |
3,396.00 |
3,414.00 |
PP |
3,381.75 |
3,381.75 |
3,381.75 |
3,385.50 |
S1 |
3,367.50 |
3,367.50 |
3,389.00 |
3,374.50 |
S2 |
3,342.25 |
3,342.25 |
3,385.25 |
|
S3 |
3,302.75 |
3,328.00 |
3,381.75 |
|
S4 |
3,263.25 |
3,288.50 |
3,370.75 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,532.25 |
3,514.00 |
3,420.75 |
|
R3 |
3,480.75 |
3,462.50 |
3,406.75 |
|
R2 |
3,429.25 |
3,429.25 |
3,402.00 |
|
R1 |
3,411.00 |
3,411.00 |
3,397.25 |
3,420.00 |
PP |
3,377.75 |
3,377.75 |
3,377.75 |
3,382.50 |
S1 |
3,359.50 |
3,359.50 |
3,387.75 |
3,368.50 |
S2 |
3,326.25 |
3,326.25 |
3,383.00 |
|
S3 |
3,274.75 |
3,308.00 |
3,378.25 |
|
S4 |
3,223.25 |
3,256.50 |
3,364.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,396.25 |
3,344.75 |
51.50 |
1.5% |
31.00 |
0.9% |
93% |
True |
False |
1,114,412 |
10 |
3,396.25 |
3,319.50 |
76.75 |
2.3% |
35.50 |
1.0% |
95% |
True |
False |
1,220,609 |
20 |
3,396.25 |
3,192.00 |
204.25 |
6.0% |
39.75 |
1.2% |
98% |
True |
False |
1,342,849 |
40 |
3,396.25 |
2,983.50 |
412.75 |
12.2% |
49.00 |
1.4% |
99% |
True |
False |
1,494,058 |
60 |
3,396.25 |
2,923.75 |
472.50 |
13.9% |
59.00 |
1.7% |
99% |
True |
False |
1,374,530 |
80 |
3,396.25 |
2,751.50 |
644.75 |
19.0% |
61.50 |
1.8% |
99% |
True |
False |
1,031,899 |
100 |
3,396.25 |
2,422.25 |
974.00 |
28.7% |
68.50 |
2.0% |
100% |
True |
False |
826,458 |
120 |
3,396.25 |
2,165.50 |
1,230.75 |
36.3% |
90.00 |
2.7% |
100% |
True |
False |
689,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,564.00 |
2.618 |
3,499.75 |
1.618 |
3,460.25 |
1.000 |
3,435.75 |
0.618 |
3,420.75 |
HIGH |
3,396.25 |
0.618 |
3,381.25 |
0.500 |
3,376.50 |
0.382 |
3,371.75 |
LOW |
3,356.75 |
0.618 |
3,332.25 |
1.000 |
3,317.25 |
1.618 |
3,292.75 |
2.618 |
3,253.25 |
4.250 |
3,189.00 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,387.25 |
3,385.25 |
PP |
3,381.75 |
3,377.75 |
S1 |
3,376.50 |
3,370.50 |
|