Trading Metrics calculated at close of trading on 18-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,288.0 |
3,281.0 |
-7.0 |
-0.2% |
3,247.0 |
High |
3,302.0 |
3,316.0 |
14.0 |
0.4% |
3,359.0 |
Low |
3,280.0 |
3,263.0 |
-17.0 |
-0.5% |
3,225.0 |
Close |
3,295.0 |
3,266.0 |
-29.0 |
-0.9% |
3,293.0 |
Range |
22.0 |
53.0 |
31.0 |
140.9% |
134.0 |
ATR |
57.1 |
56.8 |
-0.3 |
-0.5% |
0.0 |
Volume |
200 |
95 |
-105 |
-52.5% |
11,417 |
|
Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,440.7 |
3,406.3 |
3,295.2 |
|
R3 |
3,387.7 |
3,353.3 |
3,280.6 |
|
R2 |
3,334.7 |
3,334.7 |
3,275.7 |
|
R1 |
3,300.3 |
3,300.3 |
3,270.9 |
3,291.0 |
PP |
3,281.7 |
3,281.7 |
3,281.7 |
3,277.0 |
S1 |
3,247.3 |
3,247.3 |
3,261.1 |
3,238.0 |
S2 |
3,228.7 |
3,228.7 |
3,256.3 |
|
S3 |
3,175.7 |
3,194.3 |
3,251.4 |
|
S4 |
3,122.7 |
3,141.3 |
3,236.9 |
|
|
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% |
50.4 |
1.5% |
5% |
False |
False |
1,605 |
10 |
3,359.0 |
3,205.0 |
154.0 |
4.7% |
48.6 |
1.5% |
40% |
False |
False |
2,820 |
20 |
3,387.0 |
3,127.0 |
260.0 |
8.0% |
51.3 |
1.6% |
53% |
False |
False |
2,407 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
53.5 |
1.6% |
46% |
False |
False |
2,102 |
60 |
3,430.0 |
2,960.0 |
470.0 |
14.4% |
51.2 |
1.6% |
65% |
False |
False |
4,889 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.4% |
45.9 |
1.4% |
79% |
False |
False |
6,423 |
100 |
3,430.0 |
2,612.0 |
818.0 |
25.0% |
39.8 |
1.2% |
80% |
False |
False |
8,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,541.3 |
2.618 |
3,454.8 |
1.618 |
3,401.8 |
1.000 |
3,369.0 |
0.618 |
3,348.8 |
HIGH |
3,316.0 |
0.618 |
3,295.8 |
0.500 |
3,289.5 |
0.382 |
3,283.2 |
LOW |
3,263.0 |
0.618 |
3,230.2 |
1.000 |
3,210.0 |
1.618 |
3,177.2 |
2.618 |
3,124.2 |
4.250 |
3,037.8 |
|
|
Fisher Pivots for day following 18-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,289.5 |
3,295.0 |
PP |
3,281.7 |
3,285.3 |
S1 |
3,273.8 |
3,275.7 |
|