Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
6,120.0 |
6,041.5 |
-78.5 |
-1.3% |
6,076.5 |
High |
6,172.0 |
6,056.5 |
-115.5 |
-1.9% |
6,152.5 |
Low |
6,010.5 |
5,986.0 |
-24.5 |
-0.4% |
5,943.0 |
Close |
6,034.0 |
6,038.5 |
4.5 |
0.1% |
5,993.5 |
Range |
161.5 |
70.5 |
-91.0 |
-56.3% |
209.5 |
ATR |
119.0 |
115.5 |
-3.5 |
-2.9% |
0.0 |
Volume |
76,424 |
62,196 |
-14,228 |
-18.6% |
369,613 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,238.5 |
6,209.0 |
6,077.5 |
|
R3 |
6,168.0 |
6,138.5 |
6,058.0 |
|
R2 |
6,097.5 |
6,097.5 |
6,051.5 |
|
R1 |
6,068.0 |
6,068.0 |
6,045.0 |
6,047.5 |
PP |
6,027.0 |
6,027.0 |
6,027.0 |
6,017.0 |
S1 |
5,997.5 |
5,997.5 |
6,032.0 |
5,977.0 |
S2 |
5,956.5 |
5,956.5 |
6,025.5 |
|
S3 |
5,886.0 |
5,927.0 |
6,019.0 |
|
S4 |
5,815.5 |
5,856.5 |
5,999.5 |
|
|
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 |
6,172.0 |
5,943.0 |
229.0 |
3.8% |
103.5 |
1.7% |
42% |
False |
False |
74,821 |
10 |
6,245.0 |
5,943.0 |
302.0 |
5.0% |
105.0 |
1.7% |
32% |
False |
False |
76,833 |
20 |
6,267.5 |
5,815.5 |
452.0 |
7.5% |
120.5 |
2.0% |
49% |
False |
False |
85,834 |
40 |
6,291.0 |
5,815.5 |
475.5 |
7.9% |
113.0 |
1.9% |
47% |
False |
False |
82,815 |
60 |
6,464.0 |
5,815.5 |
648.5 |
10.7% |
123.0 |
2.0% |
34% |
False |
False |
87,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,356.0 |
2.618 |
6,241.0 |
1.618 |
6,170.5 |
1.000 |
6,127.0 |
0.618 |
6,100.0 |
HIGH |
6,056.5 |
0.618 |
6,029.5 |
0.500 |
6,021.0 |
0.382 |
6,013.0 |
LOW |
5,986.0 |
0.618 |
5,942.5 |
1.000 |
5,915.5 |
1.618 |
5,872.0 |
2.618 |
5,801.5 |
4.250 |
5,686.5 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
6,033.0 |
6,079.0 |
PP |
6,027.0 |
6,065.5 |
S1 |
6,021.0 |
6,052.0 |
|