Trading Metrics calculated at close of trading on 18-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,076.5 |
6,119.0 |
42.5 |
0.7% |
6,021.0 |
High |
6,130.5 |
6,152.5 |
22.0 |
0.4% |
6,267.5 |
Low |
6,046.5 |
6,047.5 |
1.0 |
0.0% |
5,996.5 |
Close |
6,127.0 |
6,057.5 |
-69.5 |
-1.1% |
6,080.5 |
Range |
84.0 |
105.0 |
21.0 |
25.0% |
271.0 |
ATR |
121.9 |
120.7 |
-1.2 |
-1.0% |
0.0 |
Volume |
64,790 |
77,740 |
12,950 |
20.0% |
456,680 |
|
Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,401.0 |
6,334.0 |
6,115.0 |
|
R3 |
6,296.0 |
6,229.0 |
6,086.5 |
|
R2 |
6,191.0 |
6,191.0 |
6,077.0 |
|
R1 |
6,124.0 |
6,124.0 |
6,067.0 |
6,105.0 |
PP |
6,086.0 |
6,086.0 |
6,086.0 |
6,076.0 |
S1 |
6,019.0 |
6,019.0 |
6,048.0 |
6,000.0 |
S2 |
5,981.0 |
5,981.0 |
6,038.0 |
|
S3 |
5,876.0 |
5,914.0 |
6,028.5 |
|
S4 |
5,771.0 |
5,809.0 |
6,000.0 |
|
|
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% |
124.0 |
2.0% |
14% |
False |
False |
86,950 |
10 |
6,267.5 |
5,948.5 |
319.0 |
5.3% |
110.0 |
1.8% |
34% |
False |
False |
83,943 |
20 |
6,267.5 |
5,815.5 |
452.0 |
7.5% |
115.5 |
1.9% |
54% |
False |
False |
86,224 |
40 |
6,291.0 |
5,815.5 |
475.5 |
7.8% |
121.0 |
2.0% |
51% |
False |
False |
86,503 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.7% |
119.0 |
2.0% |
37% |
False |
False |
80,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,599.0 |
2.618 |
6,427.5 |
1.618 |
6,322.5 |
1.000 |
6,257.5 |
0.618 |
6,217.5 |
HIGH |
6,152.5 |
0.618 |
6,112.5 |
0.500 |
6,100.0 |
0.382 |
6,087.5 |
LOW |
6,047.5 |
0.618 |
5,982.5 |
1.000 |
5,942.5 |
1.618 |
5,877.5 |
2.618 |
5,772.5 |
4.250 |
5,601.0 |
|
|
Fisher Pivots for day following 18-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,100.0 |
6,108.0 |
PP |
6,086.0 |
6,091.0 |
S1 |
6,071.5 |
6,074.0 |
|