Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,052.5 |
6,017.5 |
-35.0 |
-0.6% |
6,076.5 |
High |
6,073.0 |
6,043.0 |
-30.0 |
-0.5% |
6,152.5 |
Low |
6,003.0 |
5,943.0 |
-60.0 |
-1.0% |
5,943.0 |
Close |
6,012.5 |
5,993.5 |
-19.0 |
-0.3% |
5,993.5 |
Range |
70.0 |
100.0 |
30.0 |
42.9% |
209.5 |
ATR |
116.2 |
115.1 |
-1.2 |
-1.0% |
0.0 |
Volume |
72,746 |
84,278 |
11,532 |
15.9% |
369,613 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,293.0 |
6,243.5 |
6,048.5 |
|
R3 |
6,193.0 |
6,143.5 |
6,021.0 |
|
R2 |
6,093.0 |
6,093.0 |
6,012.0 |
|
R1 |
6,043.5 |
6,043.5 |
6,002.5 |
6,018.0 |
PP |
5,993.0 |
5,993.0 |
5,993.0 |
5,980.5 |
S1 |
5,943.5 |
5,943.5 |
5,984.5 |
5,918.0 |
S2 |
5,893.0 |
5,893.0 |
5,975.0 |
|
S3 |
5,793.0 |
5,843.5 |
5,966.0 |
|
S4 |
5,693.0 |
5,743.5 |
5,938.5 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,658.0 |
6,535.5 |
6,108.5 |
|
R3 |
6,448.5 |
6,326.0 |
6,051.0 |
|
R2 |
6,239.0 |
6,239.0 |
6,032.0 |
|
R1 |
6,116.5 |
6,116.5 |
6,012.5 |
6,073.0 |
PP |
6,029.5 |
6,029.5 |
6,029.5 |
6,008.0 |
S1 |
5,907.0 |
5,907.0 |
5,974.5 |
5,863.5 |
S2 |
5,820.0 |
5,820.0 |
5,955.0 |
|
S3 |
5,610.5 |
5,697.5 |
5,936.0 |
|
S4 |
5,401.0 |
5,488.0 |
5,878.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,152.5 |
5,943.0 |
209.5 |
3.5% |
87.0 |
1.5% |
24% |
False |
True |
73,922 |
10 |
6,267.5 |
5,943.0 |
324.5 |
5.4% |
108.0 |
1.8% |
16% |
False |
True |
82,629 |
20 |
6,267.5 |
5,815.5 |
452.0 |
7.5% |
113.0 |
1.9% |
39% |
False |
False |
85,971 |
40 |
6,291.0 |
5,815.5 |
475.5 |
7.9% |
114.0 |
1.9% |
37% |
False |
False |
84,791 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.8% |
120.0 |
2.0% |
27% |
False |
False |
84,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,468.0 |
2.618 |
6,305.0 |
1.618 |
6,205.0 |
1.000 |
6,143.0 |
0.618 |
6,105.0 |
HIGH |
6,043.0 |
0.618 |
6,005.0 |
0.500 |
5,993.0 |
0.382 |
5,981.0 |
LOW |
5,943.0 |
0.618 |
5,881.0 |
1.000 |
5,843.0 |
1.618 |
5,781.0 |
2.618 |
5,681.0 |
4.250 |
5,518.0 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
5,993.5 |
6,025.5 |
PP |
5,993.0 |
6,015.0 |
S1 |
5,993.0 |
6,004.0 |
|