Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,340.0 |
3,333.0 |
-7.0 |
-0.2% |
3,258.0 |
High |
3,341.0 |
3,334.0 |
-7.0 |
-0.2% |
3,358.0 |
Low |
3,300.0 |
3,285.0 |
-15.0 |
-0.5% |
3,255.0 |
Close |
3,313.0 |
3,302.0 |
-11.0 |
-0.3% |
3,302.0 |
Range |
41.0 |
49.0 |
8.0 |
19.5% |
103.0 |
ATR |
56.9 |
56.4 |
-0.6 |
-1.0% |
0.0 |
Volume |
20,267 |
11,630 |
-8,637 |
-42.6% |
35,095 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,454.0 |
3,427.0 |
3,329.0 |
|
R3 |
3,405.0 |
3,378.0 |
3,315.5 |
|
R2 |
3,356.0 |
3,356.0 |
3,311.0 |
|
R1 |
3,329.0 |
3,329.0 |
3,306.5 |
3,318.0 |
PP |
3,307.0 |
3,307.0 |
3,307.0 |
3,301.5 |
S1 |
3,280.0 |
3,280.0 |
3,297.5 |
3,269.0 |
S2 |
3,258.0 |
3,258.0 |
3,293.0 |
|
S3 |
3,209.0 |
3,231.0 |
3,288.5 |
|
S4 |
3,160.0 |
3,182.0 |
3,275.1 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,614.0 |
3,561.0 |
3,358.7 |
|
R3 |
3,511.0 |
3,458.0 |
3,330.3 |
|
R2 |
3,408.0 |
3,408.0 |
3,320.9 |
|
R1 |
3,355.0 |
3,355.0 |
3,311.4 |
3,381.5 |
PP |
3,305.0 |
3,305.0 |
3,305.0 |
3,318.3 |
S1 |
3,252.0 |
3,252.0 |
3,292.6 |
3,278.5 |
S2 |
3,202.0 |
3,202.0 |
3,283.1 |
|
S3 |
3,099.0 |
3,149.0 |
3,273.7 |
|
S4 |
2,996.0 |
3,046.0 |
3,245.4 |
|
|
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 |
3,255.0 |
103.0 |
3.1% |
51.8 |
1.6% |
46% |
False |
False |
7,019 |
10 |
3,358.0 |
3,204.0 |
154.0 |
4.7% |
48.2 |
1.5% |
64% |
False |
False |
4,931 |
20 |
3,359.0 |
3,157.0 |
202.0 |
6.1% |
51.0 |
1.5% |
72% |
False |
False |
4,283 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.2% |
51.1 |
1.5% |
58% |
False |
False |
2,826 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.2% |
54.2 |
1.6% |
68% |
False |
False |
4,386 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
48.1 |
1.5% |
83% |
False |
False |
5,470 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.2% |
43.8 |
1.3% |
83% |
False |
False |
7,233 |
120 |
3,430.0 |
2,293.0 |
1,137.0 |
34.4% |
37.0 |
1.1% |
89% |
False |
False |
8,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,542.3 |
2.618 |
3,462.3 |
1.618 |
3,413.3 |
1.000 |
3,383.0 |
0.618 |
3,364.3 |
HIGH |
3,334.0 |
0.618 |
3,315.3 |
0.500 |
3,309.5 |
0.382 |
3,303.7 |
LOW |
3,285.0 |
0.618 |
3,254.7 |
1.000 |
3,236.0 |
1.618 |
3,205.7 |
2.618 |
3,156.7 |
4.250 |
3,076.8 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,309.5 |
3,317.5 |
PP |
3,307.0 |
3,312.3 |
S1 |
3,304.5 |
3,307.2 |
|