Trading Metrics calculated at close of trading on 13-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,121.5 |
6,245.0 |
123.5 |
2.0% |
5,877.5 |
High |
6,267.5 |
6,245.0 |
-22.5 |
-0.4% |
6,075.0 |
Low |
6,100.5 |
6,150.5 |
50.0 |
0.8% |
5,819.0 |
Close |
6,258.5 |
6,186.5 |
-72.0 |
-1.2% |
5,992.0 |
Range |
167.0 |
94.5 |
-72.5 |
-43.4% |
256.0 |
ATR |
122.5 |
121.4 |
-1.0 |
-0.8% |
0.0 |
Volume |
110,584 |
85,769 |
-24,815 |
-22.4% |
437,427 |
|
Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,477.5 |
6,426.5 |
6,238.5 |
|
R3 |
6,383.0 |
6,332.0 |
6,212.5 |
|
R2 |
6,288.5 |
6,288.5 |
6,204.0 |
|
R1 |
6,237.5 |
6,237.5 |
6,195.0 |
6,216.0 |
PP |
6,194.0 |
6,194.0 |
6,194.0 |
6,183.0 |
S1 |
6,143.0 |
6,143.0 |
6,178.0 |
6,121.0 |
S2 |
6,099.5 |
6,099.5 |
6,169.0 |
|
S3 |
6,005.0 |
6,048.5 |
6,160.5 |
|
S4 |
5,910.5 |
5,954.0 |
6,134.5 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,730.0 |
6,617.0 |
6,133.0 |
|
R3 |
6,474.0 |
6,361.0 |
6,062.5 |
|
R2 |
6,218.0 |
6,218.0 |
6,039.0 |
|
R1 |
6,105.0 |
6,105.0 |
6,015.5 |
6,161.5 |
PP |
5,962.0 |
5,962.0 |
5,962.0 |
5,990.0 |
S1 |
5,849.0 |
5,849.0 |
5,968.5 |
5,905.5 |
S2 |
5,706.0 |
5,706.0 |
5,945.0 |
|
S3 |
5,450.0 |
5,593.0 |
5,921.5 |
|
S4 |
5,194.0 |
5,337.0 |
5,851.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,267.5 |
5,964.5 |
303.0 |
4.9% |
107.0 |
1.7% |
73% |
False |
False |
85,354 |
10 |
6,267.5 |
5,815.5 |
452.0 |
7.3% |
121.5 |
2.0% |
82% |
False |
False |
91,824 |
20 |
6,283.0 |
5,815.5 |
467.5 |
7.6% |
109.5 |
1.8% |
79% |
False |
False |
85,887 |
40 |
6,302.5 |
5,815.5 |
487.0 |
7.9% |
121.5 |
2.0% |
76% |
False |
False |
87,527 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.5% |
116.0 |
1.9% |
57% |
False |
False |
76,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,646.5 |
2.618 |
6,492.5 |
1.618 |
6,398.0 |
1.000 |
6,339.5 |
0.618 |
6,303.5 |
HIGH |
6,245.0 |
0.618 |
6,209.0 |
0.500 |
6,198.0 |
0.382 |
6,186.5 |
LOW |
6,150.5 |
0.618 |
6,092.0 |
1.000 |
6,056.0 |
1.618 |
5,997.5 |
2.618 |
5,903.0 |
4.250 |
5,749.0 |
|
|
Fisher Pivots for day following 13-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,198.0 |
6,176.0 |
PP |
6,194.0 |
6,165.0 |
S1 |
6,190.0 |
6,154.5 |
|