Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,333.0 |
3,335.0 |
2.0 |
0.1% |
3,258.0 |
High |
3,334.0 |
3,335.0 |
1.0 |
0.0% |
3,358.0 |
Low |
3,285.0 |
3,251.0 |
-34.0 |
-1.0% |
3,255.0 |
Close |
3,302.0 |
3,254.0 |
-48.0 |
-1.5% |
3,302.0 |
Range |
49.0 |
84.0 |
35.0 |
71.4% |
103.0 |
ATR |
56.4 |
58.4 |
2.0 |
3.5% |
0.0 |
Volume |
11,630 |
22,508 |
10,878 |
93.5% |
35,095 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,532.0 |
3,477.0 |
3,300.2 |
|
R3 |
3,448.0 |
3,393.0 |
3,277.1 |
|
R2 |
3,364.0 |
3,364.0 |
3,269.4 |
|
R1 |
3,309.0 |
3,309.0 |
3,261.7 |
3,294.5 |
PP |
3,280.0 |
3,280.0 |
3,280.0 |
3,272.8 |
S1 |
3,225.0 |
3,225.0 |
3,246.3 |
3,210.5 |
S2 |
3,196.0 |
3,196.0 |
3,238.6 |
|
S3 |
3,112.0 |
3,141.0 |
3,230.9 |
|
S4 |
3,028.0 |
3,057.0 |
3,207.8 |
|
|
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 |
3,251.0 |
107.0 |
3.3% |
55.6 |
1.7% |
3% |
False |
True |
11,190 |
10 |
3,358.0 |
3,204.0 |
154.0 |
4.7% |
54.4 |
1.7% |
32% |
False |
False |
7,162 |
20 |
3,359.0 |
3,204.0 |
155.0 |
4.8% |
50.8 |
1.6% |
32% |
False |
False |
5,395 |
40 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
52.2 |
1.6% |
42% |
False |
False |
3,354 |
60 |
3,430.0 |
3,026.0 |
404.0 |
12.4% |
55.4 |
1.7% |
56% |
False |
False |
4,676 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
48.6 |
1.5% |
77% |
False |
False |
5,738 |
100 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
44.6 |
1.4% |
77% |
False |
False |
7,226 |
120 |
3,430.0 |
2,293.0 |
1,137.0 |
34.9% |
37.7 |
1.2% |
85% |
False |
False |
8,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,692.0 |
2.618 |
3,554.9 |
1.618 |
3,470.9 |
1.000 |
3,419.0 |
0.618 |
3,386.9 |
HIGH |
3,335.0 |
0.618 |
3,302.9 |
0.500 |
3,293.0 |
0.382 |
3,283.1 |
LOW |
3,251.0 |
0.618 |
3,199.1 |
1.000 |
3,167.0 |
1.618 |
3,115.1 |
2.618 |
3,031.1 |
4.250 |
2,894.0 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,293.0 |
3,296.0 |
PP |
3,280.0 |
3,282.0 |
S1 |
3,267.0 |
3,268.0 |
|