Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,323.0 |
3,340.0 |
17.0 |
0.5% |
3,288.0 |
High |
3,350.0 |
3,341.0 |
-9.0 |
-0.3% |
3,316.0 |
Low |
3,301.0 |
3,300.0 |
-1.0 |
0.0% |
3,204.0 |
Close |
3,341.0 |
3,313.0 |
-28.0 |
-0.8% |
3,239.0 |
Range |
49.0 |
41.0 |
-8.0 |
-16.3% |
112.0 |
ATR |
58.2 |
56.9 |
-1.2 |
-2.1% |
0.0 |
Volume |
281 |
20,267 |
19,986 |
7,112.5% |
14,221 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,441.0 |
3,418.0 |
3,335.6 |
|
R3 |
3,400.0 |
3,377.0 |
3,324.3 |
|
R2 |
3,359.0 |
3,359.0 |
3,320.5 |
|
R1 |
3,336.0 |
3,336.0 |
3,316.8 |
3,327.0 |
PP |
3,318.0 |
3,318.0 |
3,318.0 |
3,313.5 |
S1 |
3,295.0 |
3,295.0 |
3,309.2 |
3,286.0 |
S2 |
3,277.0 |
3,277.0 |
3,305.5 |
|
S3 |
3,236.0 |
3,254.0 |
3,301.7 |
|
S4 |
3,195.0 |
3,213.0 |
3,290.5 |
|
|
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% |
57.4 |
1.7% |
71% |
False |
False |
5,131 |
10 |
3,358.0 |
3,204.0 |
154.0 |
4.6% |
50.1 |
1.5% |
71% |
False |
False |
3,840 |
20 |
3,359.0 |
3,127.0 |
232.0 |
7.0% |
53.5 |
1.6% |
80% |
False |
False |
3,714 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.1% |
50.9 |
1.5% |
61% |
False |
False |
2,535 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.2% |
53.8 |
1.6% |
71% |
False |
False |
4,283 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
47.5 |
1.4% |
85% |
False |
False |
5,329 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.1% |
43.3 |
1.3% |
85% |
False |
False |
7,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,515.3 |
2.618 |
3,448.3 |
1.618 |
3,407.3 |
1.000 |
3,382.0 |
0.618 |
3,366.3 |
HIGH |
3,341.0 |
0.618 |
3,325.3 |
0.500 |
3,320.5 |
0.382 |
3,315.7 |
LOW |
3,300.0 |
0.618 |
3,274.7 |
1.000 |
3,259.0 |
1.618 |
3,233.7 |
2.618 |
3,192.7 |
4.250 |
3,125.8 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,320.5 |
3,329.0 |
PP |
3,318.0 |
3,323.7 |
S1 |
3,315.5 |
3,318.3 |
|