Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,398.75 |
3,427.00 |
28.25 |
0.8% |
3,366.00 |
High |
3,429.50 |
3,448.75 |
19.25 |
0.6% |
3,396.25 |
Low |
3,393.50 |
3,421.75 |
28.25 |
0.8% |
3,344.75 |
Close |
3,427.50 |
3,443.00 |
15.50 |
0.5% |
3,392.50 |
Range |
36.00 |
27.00 |
-9.00 |
-25.0% |
51.50 |
ATR |
42.72 |
41.59 |
-1.12 |
-2.6% |
0.00 |
Volume |
1,282,950 |
1,133,837 |
-149,113 |
-11.6% |
5,572,060 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,518.75 |
3,508.00 |
3,457.75 |
|
R3 |
3,491.75 |
3,481.00 |
3,450.50 |
|
R2 |
3,464.75 |
3,464.75 |
3,448.00 |
|
R1 |
3,454.00 |
3,454.00 |
3,445.50 |
3,459.50 |
PP |
3,437.75 |
3,437.75 |
3,437.75 |
3,440.50 |
S1 |
3,427.00 |
3,427.00 |
3,440.50 |
3,432.50 |
S2 |
3,410.75 |
3,410.75 |
3,438.00 |
|
S3 |
3,383.75 |
3,400.00 |
3,435.50 |
|
S4 |
3,356.75 |
3,373.00 |
3,428.25 |
|
|
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 |
3,448.75 |
3,344.75 |
104.00 |
3.0% |
35.00 |
1.0% |
94% |
True |
False |
1,241,998 |
10 |
3,448.75 |
3,326.25 |
122.50 |
3.6% |
33.00 |
1.0% |
95% |
True |
False |
1,168,809 |
20 |
3,448.75 |
3,195.00 |
253.75 |
7.4% |
39.00 |
1.1% |
98% |
True |
False |
1,329,948 |
40 |
3,448.75 |
3,030.25 |
418.50 |
12.2% |
46.75 |
1.4% |
99% |
True |
False |
1,459,638 |
60 |
3,448.75 |
2,923.75 |
525.00 |
15.2% |
58.25 |
1.7% |
99% |
True |
False |
1,414,418 |
80 |
3,448.75 |
2,751.50 |
697.25 |
20.3% |
60.25 |
1.8% |
99% |
True |
False |
1,062,054 |
100 |
3,448.75 |
2,446.50 |
1,002.25 |
29.1% |
66.75 |
1.9% |
99% |
True |
False |
850,409 |
120 |
3,448.75 |
2,165.50 |
1,283.25 |
37.3% |
88.25 |
2.6% |
100% |
True |
False |
709,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,563.50 |
2.618 |
3,519.50 |
1.618 |
3,492.50 |
1.000 |
3,475.75 |
0.618 |
3,465.50 |
HIGH |
3,448.75 |
0.618 |
3,438.50 |
0.500 |
3,435.25 |
0.382 |
3,432.00 |
LOW |
3,421.75 |
0.618 |
3,405.00 |
1.000 |
3,394.75 |
1.618 |
3,378.00 |
2.618 |
3,351.00 |
4.250 |
3,307.00 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,440.50 |
3,429.50 |
PP |
3,437.75 |
3,416.25 |
S1 |
3,435.25 |
3,402.75 |
|