Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,321.0 |
3,288.0 |
-33.0 |
-1.0% |
3,247.0 |
High |
3,329.0 |
3,302.0 |
-27.0 |
-0.8% |
3,359.0 |
Low |
3,261.0 |
3,280.0 |
19.0 |
0.6% |
3,225.0 |
Close |
3,293.0 |
3,295.0 |
2.0 |
0.1% |
3,293.0 |
Range |
68.0 |
22.0 |
-46.0 |
-67.6% |
134.0 |
ATR |
59.8 |
57.1 |
-2.7 |
-4.5% |
0.0 |
Volume |
719 |
200 |
-519 |
-72.2% |
11,417 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,358.3 |
3,348.7 |
3,307.1 |
|
R3 |
3,336.3 |
3,326.7 |
3,301.1 |
|
R2 |
3,314.3 |
3,314.3 |
3,299.0 |
|
R1 |
3,304.7 |
3,304.7 |
3,297.0 |
3,309.5 |
PP |
3,292.3 |
3,292.3 |
3,292.3 |
3,294.8 |
S1 |
3,282.7 |
3,282.7 |
3,293.0 |
3,287.5 |
S2 |
3,270.3 |
3,270.3 |
3,291.0 |
|
S3 |
3,248.3 |
3,260.7 |
3,289.0 |
|
S4 |
3,226.3 |
3,238.7 |
3,282.9 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,694.3 |
3,627.7 |
3,366.7 |
|
R3 |
3,560.3 |
3,493.7 |
3,329.9 |
|
R2 |
3,426.3 |
3,426.3 |
3,317.6 |
|
R1 |
3,359.7 |
3,359.7 |
3,305.3 |
3,393.0 |
PP |
3,292.3 |
3,292.3 |
3,292.3 |
3,309.0 |
S1 |
3,225.7 |
3,225.7 |
3,280.7 |
3,259.0 |
S2 |
3,158.3 |
3,158.3 |
3,268.4 |
|
S3 |
3,024.3 |
3,091.7 |
3,256.2 |
|
S4 |
2,890.3 |
2,957.7 |
3,219.3 |
|
|
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 |
3,261.0 |
98.0 |
3.0% |
53.4 |
1.6% |
35% |
False |
False |
1,693 |
10 |
3,359.0 |
3,205.0 |
154.0 |
4.7% |
47.2 |
1.4% |
58% |
False |
False |
3,628 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
51.9 |
1.6% |
55% |
False |
False |
2,430 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
53.6 |
1.6% |
55% |
False |
False |
2,228 |
60 |
3,430.0 |
2,946.0 |
484.0 |
14.7% |
50.6 |
1.5% |
72% |
False |
False |
5,007 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
45.2 |
1.4% |
82% |
False |
False |
6,436 |
100 |
3,430.0 |
2,612.0 |
818.0 |
24.8% |
39.8 |
1.2% |
83% |
False |
False |
8,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,395.5 |
2.618 |
3,359.6 |
1.618 |
3,337.6 |
1.000 |
3,324.0 |
0.618 |
3,315.6 |
HIGH |
3,302.0 |
0.618 |
3,293.6 |
0.500 |
3,291.0 |
0.382 |
3,288.4 |
LOW |
3,280.0 |
0.618 |
3,266.4 |
1.000 |
3,258.0 |
1.618 |
3,244.4 |
2.618 |
3,222.4 |
4.250 |
3,186.5 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,293.7 |
3,307.0 |
PP |
3,292.3 |
3,303.0 |
S1 |
3,291.0 |
3,299.0 |
|