Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,444.75 |
3,479.50 |
34.75 |
1.0% |
3,366.00 |
High |
3,483.50 |
3,498.25 |
14.75 |
0.4% |
3,396.25 |
Low |
3,436.75 |
3,464.75 |
28.00 |
0.8% |
3,344.75 |
Close |
3,480.25 |
3,485.25 |
5.00 |
0.1% |
3,392.50 |
Range |
46.75 |
33.50 |
-13.25 |
-28.3% |
51.50 |
ATR |
41.96 |
41.36 |
-0.60 |
-1.4% |
0.00 |
Volume |
1,277,539 |
1,633,581 |
356,042 |
27.9% |
5,572,060 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.25 |
3,567.75 |
3,503.75 |
|
R3 |
3,549.75 |
3,534.25 |
3,494.50 |
|
R2 |
3,516.25 |
3,516.25 |
3,491.50 |
|
R1 |
3,500.75 |
3,500.75 |
3,488.25 |
3,508.50 |
PP |
3,482.75 |
3,482.75 |
3,482.75 |
3,486.50 |
S1 |
3,467.25 |
3,467.25 |
3,482.25 |
3,475.00 |
S2 |
3,449.25 |
3,449.25 |
3,479.00 |
|
S3 |
3,415.75 |
3,433.75 |
3,476.00 |
|
S4 |
3,382.25 |
3,400.25 |
3,466.75 |
|
|
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 |
3,498.25 |
3,356.75 |
141.50 |
4.1% |
36.50 |
1.0% |
91% |
True |
False |
1,309,871 |
10 |
3,498.25 |
3,344.75 |
153.50 |
4.4% |
33.00 |
0.9% |
92% |
True |
False |
1,198,473 |
20 |
3,498.25 |
3,212.50 |
285.75 |
8.2% |
36.50 |
1.0% |
95% |
True |
False |
1,314,566 |
40 |
3,498.25 |
3,095.50 |
402.75 |
11.6% |
45.50 |
1.3% |
97% |
True |
False |
1,450,879 |
60 |
3,498.25 |
2,923.75 |
574.50 |
16.5% |
58.00 |
1.7% |
98% |
True |
False |
1,462,208 |
80 |
3,498.25 |
2,751.50 |
746.75 |
21.4% |
59.75 |
1.7% |
98% |
True |
False |
1,098,368 |
100 |
3,498.25 |
2,616.25 |
882.00 |
25.3% |
65.00 |
1.9% |
99% |
True |
False |
879,343 |
120 |
3,498.25 |
2,165.50 |
1,332.75 |
38.2% |
86.00 |
2.5% |
99% |
True |
False |
734,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,640.50 |
2.618 |
3,586.00 |
1.618 |
3,552.50 |
1.000 |
3,531.75 |
0.618 |
3,519.00 |
HIGH |
3,498.25 |
0.618 |
3,485.50 |
0.500 |
3,481.50 |
0.382 |
3,477.50 |
LOW |
3,464.75 |
0.618 |
3,444.00 |
1.000 |
3,431.25 |
1.618 |
3,410.50 |
2.618 |
3,377.00 |
4.250 |
3,322.50 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,484.00 |
3,476.75 |
PP |
3,482.75 |
3,468.50 |
S1 |
3,481.50 |
3,460.00 |
|