Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,017.5 |
6,009.0 |
-8.5 |
-0.1% |
6,076.5 |
High |
6,043.0 |
6,117.5 |
74.5 |
1.2% |
6,152.5 |
Low |
5,943.0 |
6,001.0 |
58.0 |
1.0% |
5,943.0 |
Close |
5,993.5 |
6,102.0 |
108.5 |
1.8% |
5,993.5 |
Range |
100.0 |
116.5 |
16.5 |
16.5% |
209.5 |
ATR |
115.1 |
115.7 |
0.6 |
0.6% |
0.0 |
Volume |
84,278 |
78,465 |
-5,813 |
-6.9% |
369,613 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,423.0 |
6,379.0 |
6,166.0 |
|
R3 |
6,306.5 |
6,262.5 |
6,134.0 |
|
R2 |
6,190.0 |
6,190.0 |
6,123.5 |
|
R1 |
6,146.0 |
6,146.0 |
6,112.5 |
6,168.0 |
PP |
6,073.5 |
6,073.5 |
6,073.5 |
6,084.5 |
S1 |
6,029.5 |
6,029.5 |
6,091.5 |
6,051.5 |
S2 |
5,957.0 |
5,957.0 |
6,080.5 |
|
S3 |
5,840.5 |
5,913.0 |
6,070.0 |
|
S4 |
5,724.0 |
5,796.5 |
6,038.0 |
|
|
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 |
3.4% |
93.5 |
1.5% |
76% |
False |
False |
76,657 |
10 |
6,267.5 |
5,943.0 |
324.5 |
5.3% |
112.0 |
1.8% |
49% |
False |
False |
84,444 |
20 |
6,267.5 |
5,815.5 |
452.0 |
7.4% |
116.0 |
1.9% |
63% |
False |
False |
86,581 |
40 |
6,291.0 |
5,815.5 |
475.5 |
7.8% |
113.0 |
1.9% |
60% |
False |
False |
84,508 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.6% |
121.5 |
2.0% |
44% |
False |
False |
85,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,612.5 |
2.618 |
6,422.5 |
1.618 |
6,306.0 |
1.000 |
6,234.0 |
0.618 |
6,189.5 |
HIGH |
6,117.5 |
0.618 |
6,073.0 |
0.500 |
6,059.0 |
0.382 |
6,045.5 |
LOW |
6,001.0 |
0.618 |
5,929.0 |
1.000 |
5,884.5 |
1.618 |
5,812.5 |
2.618 |
5,696.0 |
4.250 |
5,506.0 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,088.0 |
6,078.0 |
PP |
6,073.5 |
6,054.0 |
S1 |
6,059.0 |
6,030.0 |
|