Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,060.0 |
6,052.5 |
-7.5 |
-0.1% |
6,021.0 |
High |
6,108.0 |
6,073.0 |
-35.0 |
-0.6% |
6,267.5 |
Low |
6,031.5 |
6,003.0 |
-28.5 |
-0.5% |
5,996.5 |
Close |
6,101.5 |
6,012.5 |
-89.0 |
-1.5% |
6,080.5 |
Range |
76.5 |
70.0 |
-6.5 |
-8.5% |
271.0 |
ATR |
117.6 |
116.2 |
-1.4 |
-1.2% |
0.0 |
Volume |
70,059 |
72,746 |
2,687 |
3.8% |
456,680 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,239.5 |
6,196.0 |
6,051.0 |
|
R3 |
6,169.5 |
6,126.0 |
6,032.0 |
|
R2 |
6,099.5 |
6,099.5 |
6,025.5 |
|
R1 |
6,056.0 |
6,056.0 |
6,019.0 |
6,043.0 |
PP |
6,029.5 |
6,029.5 |
6,029.5 |
6,023.0 |
S1 |
5,986.0 |
5,986.0 |
6,006.0 |
5,973.0 |
S2 |
5,959.5 |
5,959.5 |
5,999.5 |
|
S3 |
5,889.5 |
5,916.0 |
5,993.0 |
|
S4 |
5,819.5 |
5,846.0 |
5,974.0 |
|
|
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 |
6,192.5 |
6,003.0 |
189.5 |
3.2% |
101.0 |
1.7% |
5% |
False |
True |
76,240 |
10 |
6,267.5 |
5,964.5 |
303.0 |
5.0% |
104.0 |
1.7% |
16% |
False |
False |
80,797 |
20 |
6,267.5 |
5,815.5 |
452.0 |
7.5% |
112.5 |
1.9% |
44% |
False |
False |
86,048 |
40 |
6,291.0 |
5,815.5 |
475.5 |
7.9% |
114.5 |
1.9% |
41% |
False |
False |
84,957 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.8% |
120.0 |
2.0% |
30% |
False |
False |
82,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,370.5 |
2.618 |
6,256.5 |
1.618 |
6,186.5 |
1.000 |
6,143.0 |
0.618 |
6,116.5 |
HIGH |
6,073.0 |
0.618 |
6,046.5 |
0.500 |
6,038.0 |
0.382 |
6,029.5 |
LOW |
6,003.0 |
0.618 |
5,959.5 |
1.000 |
5,933.0 |
1.618 |
5,889.5 |
2.618 |
5,819.5 |
4.250 |
5,705.5 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,038.0 |
6,078.0 |
PP |
6,029.5 |
6,056.0 |
S1 |
6,021.0 |
6,034.0 |
|