Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,935.9 |
1,939.0 |
3.1 |
0.2% |
1,956.4 |
High |
1,944.1 |
1,963.4 |
19.3 |
1.0% |
2,024.6 |
Low |
1,919.1 |
1,908.4 |
-10.7 |
-0.6% |
1,916.6 |
Close |
1,923.1 |
1,952.5 |
29.4 |
1.5% |
1,947.0 |
Range |
25.0 |
55.0 |
30.0 |
120.0% |
108.0 |
ATR |
46.1 |
46.7 |
0.6 |
1.4% |
0.0 |
Volume |
274,113 |
342,207 |
68,094 |
24.8% |
1,832,571 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.4 |
2,084.5 |
1,982.8 |
|
R3 |
2,051.4 |
2,029.5 |
1,967.6 |
|
R2 |
1,996.4 |
1,996.4 |
1,962.6 |
|
R1 |
1,974.5 |
1,974.5 |
1,957.5 |
1,985.5 |
PP |
1,941.4 |
1,941.4 |
1,941.4 |
1,946.9 |
S1 |
1,919.5 |
1,919.5 |
1,947.5 |
1,930.5 |
S2 |
1,886.4 |
1,886.4 |
1,942.4 |
|
S3 |
1,831.4 |
1,864.5 |
1,937.4 |
|
S4 |
1,776.4 |
1,809.5 |
1,922.3 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,286.7 |
2,224.9 |
2,006.4 |
|
R3 |
2,178.7 |
2,116.9 |
1,976.7 |
|
R2 |
2,070.7 |
2,070.7 |
1,966.8 |
|
R1 |
2,008.9 |
2,008.9 |
1,956.9 |
1,985.8 |
PP |
1,962.7 |
1,962.7 |
1,962.7 |
1,951.2 |
S1 |
1,900.9 |
1,900.9 |
1,937.1 |
1,877.8 |
S2 |
1,854.7 |
1,854.7 |
1,927.2 |
|
S3 |
1,746.7 |
1,792.9 |
1,917.3 |
|
S4 |
1,638.7 |
1,684.9 |
1,887.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.3 |
1,908.4 |
61.9 |
3.2% |
40.0 |
2.1% |
71% |
False |
True |
328,196 |
10 |
2,024.6 |
1,908.4 |
116.2 |
6.0% |
46.9 |
2.4% |
38% |
False |
True |
332,683 |
20 |
2,089.2 |
1,874.2 |
215.0 |
11.0% |
50.8 |
2.6% |
36% |
False |
False |
334,206 |
40 |
2,089.2 |
1,788.3 |
300.9 |
15.4% |
39.9 |
2.0% |
55% |
False |
False |
193,722 |
60 |
2,089.2 |
1,690.1 |
399.1 |
20.4% |
36.0 |
1.8% |
66% |
False |
False |
131,169 |
80 |
2,089.2 |
1,690.1 |
399.1 |
20.4% |
33.9 |
1.7% |
66% |
False |
False |
99,831 |
100 |
2,089.2 |
1,639.7 |
449.5 |
23.0% |
35.3 |
1.8% |
70% |
False |
False |
80,646 |
120 |
2,089.2 |
1,458.8 |
630.4 |
32.3% |
39.6 |
2.0% |
78% |
False |
False |
67,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,197.2 |
2.618 |
2,107.4 |
1.618 |
2,052.4 |
1.000 |
2,018.4 |
0.618 |
1,997.4 |
HIGH |
1,963.4 |
0.618 |
1,942.4 |
0.500 |
1,935.9 |
0.382 |
1,929.4 |
LOW |
1,908.4 |
0.618 |
1,874.4 |
1.000 |
1,853.4 |
1.618 |
1,819.4 |
2.618 |
1,764.4 |
4.250 |
1,674.7 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,947.0 |
1,948.1 |
PP |
1,941.4 |
1,943.7 |
S1 |
1,935.9 |
1,939.4 |
|