Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,245.0 |
6,170.0 |
-75.0 |
-1.2% |
6,021.0 |
High |
6,245.0 |
6,192.5 |
-52.5 |
-0.8% |
6,267.5 |
Low |
6,150.5 |
6,023.0 |
-127.5 |
-2.1% |
5,996.5 |
Close |
6,186.5 |
6,080.5 |
-106.0 |
-1.7% |
6,080.5 |
Range |
94.5 |
169.5 |
75.0 |
79.4% |
271.0 |
ATR |
121.4 |
124.9 |
3.4 |
2.8% |
0.0 |
Volume |
85,769 |
95,869 |
10,100 |
11.8% |
456,680 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,607.0 |
6,513.5 |
6,173.5 |
|
R3 |
6,437.5 |
6,344.0 |
6,127.0 |
|
R2 |
6,268.0 |
6,268.0 |
6,111.5 |
|
R1 |
6,174.5 |
6,174.5 |
6,096.0 |
6,136.5 |
PP |
6,098.5 |
6,098.5 |
6,098.5 |
6,080.0 |
S1 |
6,005.0 |
6,005.0 |
6,065.0 |
5,967.0 |
S2 |
5,929.0 |
5,929.0 |
6,049.5 |
|
S3 |
5,759.5 |
5,835.5 |
6,034.0 |
|
S4 |
5,590.0 |
5,666.0 |
5,987.5 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,928.0 |
6,775.0 |
6,229.5 |
|
R3 |
6,657.0 |
6,504.0 |
6,155.0 |
|
R2 |
6,386.0 |
6,386.0 |
6,130.0 |
|
R1 |
6,233.0 |
6,233.0 |
6,105.5 |
6,309.5 |
PP |
6,115.0 |
6,115.0 |
6,115.0 |
6,153.0 |
S1 |
5,962.0 |
5,962.0 |
6,055.5 |
6,038.5 |
S2 |
5,844.0 |
5,844.0 |
6,031.0 |
|
S3 |
5,573.0 |
5,691.0 |
6,006.0 |
|
S4 |
5,302.0 |
5,420.0 |
5,931.5 |
|
|
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 |
5,996.5 |
271.0 |
4.5% |
128.5 |
2.1% |
31% |
False |
False |
91,336 |
10 |
6,267.5 |
5,819.0 |
448.5 |
7.4% |
117.5 |
1.9% |
58% |
False |
False |
89,410 |
20 |
6,283.0 |
5,815.5 |
467.5 |
7.7% |
114.5 |
1.9% |
57% |
False |
False |
86,921 |
40 |
6,302.5 |
5,815.5 |
487.0 |
8.0% |
123.0 |
2.0% |
54% |
False |
False |
86,919 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.7% |
118.0 |
1.9% |
41% |
False |
False |
78,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,913.0 |
2.618 |
6,636.5 |
1.618 |
6,467.0 |
1.000 |
6,362.0 |
0.618 |
6,297.5 |
HIGH |
6,192.5 |
0.618 |
6,128.0 |
0.500 |
6,108.0 |
0.382 |
6,087.5 |
LOW |
6,023.0 |
0.618 |
5,918.0 |
1.000 |
5,853.5 |
1.618 |
5,748.5 |
2.618 |
5,579.0 |
4.250 |
5,302.5 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,108.0 |
6,145.0 |
PP |
6,098.5 |
6,123.5 |
S1 |
6,089.5 |
6,102.0 |
|