Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,170.0 |
6,076.5 |
-93.5 |
-1.5% |
6,021.0 |
High |
6,192.5 |
6,130.5 |
-62.0 |
-1.0% |
6,267.5 |
Low |
6,023.0 |
6,046.5 |
23.5 |
0.4% |
5,996.5 |
Close |
6,080.5 |
6,127.0 |
46.5 |
0.8% |
6,080.5 |
Range |
169.5 |
84.0 |
-85.5 |
-50.4% |
271.0 |
ATR |
124.9 |
121.9 |
-2.9 |
-2.3% |
0.0 |
Volume |
95,869 |
64,790 |
-31,079 |
-32.4% |
456,680 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,353.5 |
6,324.0 |
6,173.0 |
|
R3 |
6,269.5 |
6,240.0 |
6,150.0 |
|
R2 |
6,185.5 |
6,185.5 |
6,142.5 |
|
R1 |
6,156.0 |
6,156.0 |
6,134.5 |
6,171.0 |
PP |
6,101.5 |
6,101.5 |
6,101.5 |
6,108.5 |
S1 |
6,072.0 |
6,072.0 |
6,119.5 |
6,087.0 |
S2 |
6,017.5 |
6,017.5 |
6,111.5 |
|
S3 |
5,933.5 |
5,988.0 |
6,104.0 |
|
S4 |
5,849.5 |
5,904.0 |
6,081.0 |
|
|
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 |
6,023.0 |
244.5 |
4.0% |
130.0 |
2.1% |
43% |
False |
False |
92,231 |
10 |
6,267.5 |
5,947.0 |
320.5 |
5.2% |
107.5 |
1.8% |
56% |
False |
False |
85,360 |
20 |
6,283.0 |
5,815.5 |
467.5 |
7.6% |
114.0 |
1.9% |
67% |
False |
False |
86,299 |
40 |
6,302.5 |
5,815.5 |
487.0 |
7.9% |
122.0 |
2.0% |
64% |
False |
False |
86,605 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.6% |
119.5 |
1.9% |
48% |
False |
False |
79,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,487.5 |
2.618 |
6,350.5 |
1.618 |
6,266.5 |
1.000 |
6,214.5 |
0.618 |
6,182.5 |
HIGH |
6,130.5 |
0.618 |
6,098.5 |
0.500 |
6,088.5 |
0.382 |
6,078.5 |
LOW |
6,046.5 |
0.618 |
5,994.5 |
1.000 |
5,962.5 |
1.618 |
5,910.5 |
2.618 |
5,826.5 |
4.250 |
5,689.5 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,114.0 |
6,134.0 |
PP |
6,101.5 |
6,131.5 |
S1 |
6,088.5 |
6,129.5 |
|