Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
2,010.5 |
1,934.4 |
-76.1 |
-3.8% |
2,044.8 |
High |
2,015.6 |
1,963.1 |
-52.5 |
-2.6% |
2,060.8 |
Low |
1,930.5 |
1,928.9 |
-1.6 |
-0.1% |
1,874.2 |
Close |
1,970.3 |
1,946.5 |
-23.8 |
-1.2% |
1,949.8 |
Range |
85.1 |
34.2 |
-50.9 |
-59.8% |
186.6 |
ATR |
49.0 |
48.5 |
-0.5 |
-1.1% |
0.0 |
Volume |
443,256 |
383,338 |
-59,918 |
-13.5% |
1,867,838 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.8 |
2,031.8 |
1,965.3 |
|
R3 |
2,014.6 |
1,997.6 |
1,955.9 |
|
R2 |
1,980.4 |
1,980.4 |
1,952.8 |
|
R1 |
1,963.4 |
1,963.4 |
1,949.6 |
1,971.9 |
PP |
1,946.2 |
1,946.2 |
1,946.2 |
1,950.4 |
S1 |
1,929.2 |
1,929.2 |
1,943.4 |
1,937.7 |
S2 |
1,912.0 |
1,912.0 |
1,940.2 |
|
S3 |
1,877.8 |
1,895.0 |
1,937.1 |
|
S4 |
1,843.6 |
1,860.8 |
1,927.7 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,521.4 |
2,422.2 |
2,052.4 |
|
R3 |
2,334.8 |
2,235.6 |
2,001.1 |
|
R2 |
2,148.2 |
2,148.2 |
1,984.0 |
|
R1 |
2,049.0 |
2,049.0 |
1,966.9 |
2,005.3 |
PP |
1,961.6 |
1,961.6 |
1,961.6 |
1,939.8 |
S1 |
1,862.4 |
1,862.4 |
1,932.7 |
1,818.7 |
S2 |
1,775.0 |
1,775.0 |
1,915.6 |
|
S3 |
1,588.4 |
1,675.8 |
1,898.5 |
|
S4 |
1,401.8 |
1,489.2 |
1,847.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,024.6 |
1,928.9 |
95.7 |
4.9% |
50.3 |
2.6% |
18% |
False |
True |
343,860 |
10 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
61.7 |
3.2% |
34% |
False |
False |
374,347 |
20 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
51.8 |
2.7% |
34% |
False |
False |
299,508 |
40 |
2,089.2 |
1,772.0 |
317.2 |
16.3% |
38.0 |
2.0% |
55% |
False |
False |
162,877 |
60 |
2,089.2 |
1,690.1 |
399.1 |
20.5% |
34.9 |
1.8% |
64% |
False |
False |
110,523 |
80 |
2,089.2 |
1,687.8 |
401.4 |
20.6% |
33.4 |
1.7% |
64% |
False |
False |
84,252 |
100 |
2,089.2 |
1,577.7 |
511.5 |
26.3% |
35.2 |
1.8% |
72% |
False |
False |
68,200 |
120 |
2,089.2 |
1,458.8 |
630.4 |
32.4% |
39.5 |
2.0% |
77% |
False |
False |
57,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.5 |
2.618 |
2,052.6 |
1.618 |
2,018.4 |
1.000 |
1,997.3 |
0.618 |
1,984.2 |
HIGH |
1,963.1 |
0.618 |
1,950.0 |
0.500 |
1,946.0 |
0.382 |
1,942.0 |
LOW |
1,928.9 |
0.618 |
1,907.8 |
1.000 |
1,894.7 |
1.618 |
1,873.6 |
2.618 |
1,839.4 |
4.250 |
1,783.6 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,946.3 |
1,976.8 |
PP |
1,946.2 |
1,966.7 |
S1 |
1,946.0 |
1,956.6 |
|