Trading Metrics calculated at close of trading on 10-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,223.0 |
3,247.0 |
24.0 |
0.7% |
3,170.0 |
High |
3,246.0 |
3,261.0 |
15.0 |
0.5% |
3,273.0 |
Low |
3,205.0 |
3,225.0 |
20.0 |
0.6% |
3,157.0 |
Close |
3,231.0 |
3,242.0 |
11.0 |
0.3% |
3,231.0 |
Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
116.0 |
ATR |
58.8 |
57.2 |
-1.6 |
-2.8% |
0.0 |
Volume |
5,043 |
3,149 |
-1,894 |
-37.6% |
24,935 |
|
Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,350.7 |
3,332.3 |
3,261.8 |
|
R3 |
3,314.7 |
3,296.3 |
3,251.9 |
|
R2 |
3,278.7 |
3,278.7 |
3,248.6 |
|
R1 |
3,260.3 |
3,260.3 |
3,245.3 |
3,251.5 |
PP |
3,242.7 |
3,242.7 |
3,242.7 |
3,238.3 |
S1 |
3,224.3 |
3,224.3 |
3,238.7 |
3,215.5 |
S2 |
3,206.7 |
3,206.7 |
3,235.4 |
|
S3 |
3,170.7 |
3,188.3 |
3,232.1 |
|
S4 |
3,134.7 |
3,152.3 |
3,222.2 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.3 |
3,515.7 |
3,294.8 |
|
R3 |
3,452.3 |
3,399.7 |
3,262.9 |
|
R2 |
3,336.3 |
3,336.3 |
3,252.3 |
|
R1 |
3,283.7 |
3,283.7 |
3,241.6 |
3,310.0 |
PP |
3,220.3 |
3,220.3 |
3,220.3 |
3,233.5 |
S1 |
3,167.7 |
3,167.7 |
3,220.4 |
3,194.0 |
S2 |
3,104.3 |
3,104.3 |
3,209.7 |
|
S3 |
2,988.3 |
3,051.7 |
3,199.1 |
|
S4 |
2,872.3 |
2,935.7 |
3,167.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,273.0 |
3,205.0 |
68.0 |
2.1% |
41.0 |
1.3% |
54% |
False |
False |
5,563 |
10 |
3,295.0 |
3,127.0 |
168.0 |
5.2% |
56.7 |
1.7% |
68% |
False |
False |
3,145 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
49.3 |
1.5% |
38% |
False |
False |
2,067 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
53.1 |
1.6% |
38% |
False |
False |
3,507 |
60 |
3,430.0 |
2,826.0 |
604.0 |
18.6% |
48.8 |
1.5% |
69% |
False |
False |
5,927 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
43.5 |
1.3% |
75% |
False |
False |
6,769 |
100 |
3,430.0 |
2,360.0 |
1,070.0 |
33.0% |
37.1 |
1.1% |
82% |
False |
False |
9,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,414.0 |
2.618 |
3,355.2 |
1.618 |
3,319.2 |
1.000 |
3,297.0 |
0.618 |
3,283.2 |
HIGH |
3,261.0 |
0.618 |
3,247.2 |
0.500 |
3,243.0 |
0.382 |
3,238.8 |
LOW |
3,225.0 |
0.618 |
3,202.8 |
1.000 |
3,189.0 |
1.618 |
3,166.8 |
2.618 |
3,130.8 |
4.250 |
3,072.0 |
|
|
Fisher Pivots for day following 10-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,243.0 |
3,239.8 |
PP |
3,242.7 |
3,237.7 |
S1 |
3,242.3 |
3,235.5 |
|