Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,281.0 |
3,258.0 |
-23.0 |
-0.7% |
3,288.0 |
High |
3,281.0 |
3,320.0 |
39.0 |
1.2% |
3,316.0 |
Low |
3,204.0 |
3,255.0 |
51.0 |
1.6% |
3,204.0 |
Close |
3,239.0 |
3,317.0 |
78.0 |
2.4% |
3,239.0 |
Range |
77.0 |
65.0 |
-12.0 |
-15.6% |
112.0 |
ATR |
57.5 |
59.2 |
1.7 |
2.9% |
0.0 |
Volume |
2,191 |
1,650 |
-541 |
-24.7% |
14,221 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,492.3 |
3,469.7 |
3,352.8 |
|
R3 |
3,427.3 |
3,404.7 |
3,334.9 |
|
R2 |
3,362.3 |
3,362.3 |
3,328.9 |
|
R1 |
3,339.7 |
3,339.7 |
3,323.0 |
3,351.0 |
PP |
3,297.3 |
3,297.3 |
3,297.3 |
3,303.0 |
S1 |
3,274.7 |
3,274.7 |
3,311.0 |
3,286.0 |
S2 |
3,232.3 |
3,232.3 |
3,305.1 |
|
S3 |
3,167.3 |
3,209.7 |
3,299.1 |
|
S4 |
3,102.3 |
3,144.7 |
3,281.3 |
|
|
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 |
3,320.0 |
3,204.0 |
116.0 |
3.5% |
53.2 |
1.6% |
97% |
True |
False |
3,134 |
10 |
3,359.0 |
3,204.0 |
155.0 |
4.7% |
53.3 |
1.6% |
73% |
False |
False |
2,413 |
20 |
3,359.0 |
3,127.0 |
232.0 |
7.0% |
55.0 |
1.7% |
82% |
False |
False |
2,779 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
51.6 |
1.6% |
63% |
False |
False |
2,100 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.2% |
53.3 |
1.6% |
72% |
False |
False |
4,372 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
46.7 |
1.4% |
85% |
False |
False |
5,615 |
100 |
3,430.0 |
2,616.0 |
814.0 |
24.5% |
41.8 |
1.3% |
86% |
False |
False |
7,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,596.3 |
2.618 |
3,490.2 |
1.618 |
3,425.2 |
1.000 |
3,385.0 |
0.618 |
3,360.2 |
HIGH |
3,320.0 |
0.618 |
3,295.2 |
0.500 |
3,287.5 |
0.382 |
3,279.8 |
LOW |
3,255.0 |
0.618 |
3,214.8 |
1.000 |
3,190.0 |
1.618 |
3,149.8 |
2.618 |
3,084.8 |
4.250 |
2,978.8 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,307.2 |
3,298.7 |
PP |
3,297.3 |
3,280.3 |
S1 |
3,287.5 |
3,262.0 |
|