Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,271.0 |
3,281.0 |
10.0 |
0.3% |
3,288.0 |
High |
3,271.0 |
3,281.0 |
10.0 |
0.3% |
3,316.0 |
Low |
3,245.0 |
3,204.0 |
-41.0 |
-1.3% |
3,204.0 |
Close |
3,259.0 |
3,239.0 |
-20.0 |
-0.6% |
3,239.0 |
Range |
26.0 |
77.0 |
51.0 |
196.2% |
112.0 |
ATR |
56.0 |
57.5 |
1.5 |
2.7% |
0.0 |
Volume |
10,417 |
2,191 |
-8,226 |
-79.0% |
14,221 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,472.3 |
3,432.7 |
3,281.4 |
|
R3 |
3,395.3 |
3,355.7 |
3,260.2 |
|
R2 |
3,318.3 |
3,318.3 |
3,253.1 |
|
R1 |
3,278.7 |
3,278.7 |
3,246.1 |
3,260.0 |
PP |
3,241.3 |
3,241.3 |
3,241.3 |
3,232.0 |
S1 |
3,201.7 |
3,201.7 |
3,231.9 |
3,183.0 |
S2 |
3,164.3 |
3,164.3 |
3,224.9 |
|
S3 |
3,087.3 |
3,124.7 |
3,217.8 |
|
S4 |
3,010.3 |
3,047.7 |
3,196.7 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,589.0 |
3,526.0 |
3,300.6 |
|
R3 |
3,477.0 |
3,414.0 |
3,269.8 |
|
R2 |
3,365.0 |
3,365.0 |
3,259.5 |
|
R1 |
3,302.0 |
3,302.0 |
3,249.3 |
3,277.5 |
PP |
3,253.0 |
3,253.0 |
3,253.0 |
3,240.8 |
S1 |
3,190.0 |
3,190.0 |
3,228.7 |
3,165.5 |
S2 |
3,141.0 |
3,141.0 |
3,218.5 |
|
S3 |
3,029.0 |
3,078.0 |
3,208.2 |
|
S4 |
2,917.0 |
2,966.0 |
3,177.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,316.0 |
3,204.0 |
112.0 |
3.5% |
44.6 |
1.4% |
31% |
False |
True |
2,844 |
10 |
3,359.0 |
3,204.0 |
155.0 |
4.8% |
50.4 |
1.6% |
23% |
False |
True |
2,563 |
20 |
3,359.0 |
3,127.0 |
232.0 |
7.2% |
52.5 |
1.6% |
48% |
False |
False |
2,724 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
51.3 |
1.6% |
37% |
False |
False |
2,437 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
52.3 |
1.6% |
53% |
False |
False |
4,344 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
46.0 |
1.4% |
75% |
False |
False |
5,700 |
100 |
3,430.0 |
2,612.0 |
818.0 |
25.3% |
41.2 |
1.3% |
77% |
False |
False |
8,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,608.3 |
2.618 |
3,482.6 |
1.618 |
3,405.6 |
1.000 |
3,358.0 |
0.618 |
3,328.6 |
HIGH |
3,281.0 |
0.618 |
3,251.6 |
0.500 |
3,242.5 |
0.382 |
3,233.4 |
LOW |
3,204.0 |
0.618 |
3,156.4 |
1.000 |
3,127.0 |
1.618 |
3,079.4 |
2.618 |
3,002.4 |
4.250 |
2,876.8 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,242.5 |
3,254.5 |
PP |
3,241.3 |
3,249.3 |
S1 |
3,240.2 |
3,244.2 |
|