Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,258.0 |
3,333.0 |
75.0 |
2.3% |
3,288.0 |
High |
3,320.0 |
3,358.0 |
38.0 |
1.1% |
3,316.0 |
Low |
3,255.0 |
3,303.0 |
48.0 |
1.5% |
3,204.0 |
Close |
3,317.0 |
3,318.0 |
1.0 |
0.0% |
3,239.0 |
Range |
65.0 |
55.0 |
-10.0 |
-15.4% |
112.0 |
ATR |
59.2 |
58.9 |
-0.3 |
-0.5% |
0.0 |
Volume |
1,650 |
1,267 |
-383 |
-23.2% |
14,221 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,491.3 |
3,459.7 |
3,348.3 |
|
R3 |
3,436.3 |
3,404.7 |
3,333.1 |
|
R2 |
3,381.3 |
3,381.3 |
3,328.1 |
|
R1 |
3,349.7 |
3,349.7 |
3,323.0 |
3,338.0 |
PP |
3,326.3 |
3,326.3 |
3,326.3 |
3,320.5 |
S1 |
3,294.7 |
3,294.7 |
3,313.0 |
3,283.0 |
S2 |
3,271.3 |
3,271.3 |
3,307.9 |
|
S3 |
3,216.3 |
3,239.7 |
3,302.9 |
|
S4 |
3,161.3 |
3,184.7 |
3,287.8 |
|
|
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 |
3,358.0 |
3,204.0 |
154.0 |
4.6% |
53.6 |
1.6% |
74% |
True |
False |
3,368 |
10 |
3,359.0 |
3,204.0 |
155.0 |
4.7% |
52.0 |
1.6% |
74% |
False |
False |
2,486 |
20 |
3,359.0 |
3,127.0 |
232.0 |
7.0% |
56.3 |
1.7% |
82% |
False |
False |
2,713 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
52.1 |
1.6% |
63% |
False |
False |
2,117 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.2% |
53.9 |
1.6% |
72% |
False |
False |
4,358 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
47.2 |
1.4% |
85% |
False |
False |
5,336 |
100 |
3,430.0 |
2,616.0 |
814.0 |
24.5% |
42.4 |
1.3% |
86% |
False |
False |
7,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,591.8 |
2.618 |
3,502.0 |
1.618 |
3,447.0 |
1.000 |
3,413.0 |
0.618 |
3,392.0 |
HIGH |
3,358.0 |
0.618 |
3,337.0 |
0.500 |
3,330.5 |
0.382 |
3,324.0 |
LOW |
3,303.0 |
0.618 |
3,269.0 |
1.000 |
3,248.0 |
1.618 |
3,214.0 |
2.618 |
3,159.0 |
4.250 |
3,069.3 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,330.5 |
3,305.7 |
PP |
3,326.3 |
3,293.3 |
S1 |
3,322.2 |
3,281.0 |
|