Trading Metrics calculated at close of trading on 19-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,119.0 |
6,060.0 |
-59.0 |
-1.0% |
6,021.0 |
High |
6,152.5 |
6,108.0 |
-44.5 |
-0.7% |
6,267.5 |
Low |
6,047.5 |
6,031.5 |
-16.0 |
-0.3% |
5,996.5 |
Close |
6,057.5 |
6,101.5 |
44.0 |
0.7% |
6,080.5 |
Range |
105.0 |
76.5 |
-28.5 |
-27.1% |
271.0 |
ATR |
120.7 |
117.6 |
-3.2 |
-2.6% |
0.0 |
Volume |
77,740 |
70,059 |
-7,681 |
-9.9% |
456,680 |
|
Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,310.0 |
6,282.0 |
6,143.5 |
|
R3 |
6,233.5 |
6,205.5 |
6,122.5 |
|
R2 |
6,157.0 |
6,157.0 |
6,115.5 |
|
R1 |
6,129.0 |
6,129.0 |
6,108.5 |
6,143.0 |
PP |
6,080.5 |
6,080.5 |
6,080.5 |
6,087.0 |
S1 |
6,052.5 |
6,052.5 |
6,094.5 |
6,066.5 |
S2 |
6,004.0 |
6,004.0 |
6,087.5 |
|
S3 |
5,927.5 |
5,976.0 |
6,080.5 |
|
S4 |
5,851.0 |
5,899.5 |
6,059.5 |
|
|
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 |
6,245.0 |
6,023.0 |
222.0 |
3.6% |
106.0 |
1.7% |
35% |
False |
False |
78,845 |
10 |
6,267.5 |
5,948.5 |
319.0 |
5.2% |
109.0 |
1.8% |
48% |
False |
False |
83,227 |
20 |
6,267.5 |
5,815.5 |
452.0 |
7.4% |
115.0 |
1.9% |
63% |
False |
False |
86,269 |
40 |
6,291.0 |
5,815.5 |
475.5 |
7.8% |
117.5 |
1.9% |
60% |
False |
False |
85,643 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.6% |
119.5 |
2.0% |
44% |
False |
False |
81,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,433.0 |
2.618 |
6,308.5 |
1.618 |
6,232.0 |
1.000 |
6,184.5 |
0.618 |
6,155.5 |
HIGH |
6,108.0 |
0.618 |
6,079.0 |
0.500 |
6,070.0 |
0.382 |
6,060.5 |
LOW |
6,031.5 |
0.618 |
5,984.0 |
1.000 |
5,955.0 |
1.618 |
5,907.5 |
2.618 |
5,831.0 |
4.250 |
5,706.5 |
|
|
Fisher Pivots for day following 19-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,091.0 |
6,098.5 |
PP |
6,080.5 |
6,095.0 |
S1 |
6,070.0 |
6,092.0 |
|