Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,269.0 |
3,291.0 |
22.0 |
0.7% |
3,170.0 |
High |
3,334.0 |
3,359.0 |
25.0 |
0.7% |
3,273.0 |
Low |
3,266.0 |
3,291.0 |
25.0 |
0.8% |
3,157.0 |
Close |
3,315.0 |
3,352.0 |
37.0 |
1.1% |
3,231.0 |
Range |
68.0 |
68.0 |
0.0 |
0.0% |
116.0 |
ATR |
59.7 |
60.3 |
0.6 |
1.0% |
0.0 |
Volume |
538 |
754 |
216 |
40.1% |
24,935 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.0 |
3,513.0 |
3,389.4 |
|
R3 |
3,470.0 |
3,445.0 |
3,370.7 |
|
R2 |
3,402.0 |
3,402.0 |
3,364.5 |
|
R1 |
3,377.0 |
3,377.0 |
3,358.2 |
3,389.5 |
PP |
3,334.0 |
3,334.0 |
3,334.0 |
3,340.3 |
S1 |
3,309.0 |
3,309.0 |
3,345.8 |
3,321.5 |
S2 |
3,266.0 |
3,266.0 |
3,339.5 |
|
S3 |
3,198.0 |
3,241.0 |
3,333.3 |
|
S4 |
3,130.0 |
3,173.0 |
3,314.6 |
|
|
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 |
3,359.0 |
3,205.0 |
154.0 |
4.6% |
53.6 |
1.6% |
95% |
True |
False |
4,046 |
10 |
3,359.0 |
3,127.0 |
232.0 |
6.9% |
65.8 |
2.0% |
97% |
True |
False |
2,982 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.0% |
50.8 |
1.5% |
74% |
False |
False |
2,086 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.0% |
53.7 |
1.6% |
74% |
False |
False |
2,685 |
60 |
3,430.0 |
2,826.0 |
604.0 |
18.0% |
49.9 |
1.5% |
87% |
False |
False |
5,414 |
80 |
3,430.0 |
2,665.0 |
765.0 |
22.8% |
43.8 |
1.3% |
90% |
False |
False |
6,653 |
100 |
3,430.0 |
2,381.0 |
1,049.0 |
31.3% |
38.4 |
1.1% |
93% |
False |
False |
8,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.0 |
2.618 |
3,537.0 |
1.618 |
3,469.0 |
1.000 |
3,427.0 |
0.618 |
3,401.0 |
HIGH |
3,359.0 |
0.618 |
3,333.0 |
0.500 |
3,325.0 |
0.382 |
3,317.0 |
LOW |
3,291.0 |
0.618 |
3,249.0 |
1.000 |
3,223.0 |
1.618 |
3,181.0 |
2.618 |
3,113.0 |
4.250 |
3,002.0 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,343.0 |
3,332.0 |
PP |
3,334.0 |
3,312.0 |
S1 |
3,325.0 |
3,292.0 |
|