Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,388.50 |
3,417.00 |
28.50 |
0.8% |
3,354.25 |
High |
3,419.00 |
3,437.75 |
18.75 |
0.5% |
3,385.75 |
Low |
3,383.50 |
3,411.25 |
27.75 |
0.8% |
3,334.00 |
Close |
3,417.00 |
3,432.50 |
15.50 |
0.5% |
3,382.00 |
Range |
35.50 |
26.50 |
-9.00 |
-25.4% |
51.75 |
ATR |
42.23 |
41.10 |
-1.12 |
-2.7% |
0.00 |
Volume |
3,731 |
5,812 |
2,081 |
55.8% |
19,677 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,506.75 |
3,496.00 |
3,447.00 |
|
R3 |
3,480.25 |
3,469.50 |
3,439.75 |
|
R2 |
3,453.75 |
3,453.75 |
3,437.25 |
|
R1 |
3,443.00 |
3,443.00 |
3,435.00 |
3,448.50 |
PP |
3,427.25 |
3,427.25 |
3,427.25 |
3,429.75 |
S1 |
3,416.50 |
3,416.50 |
3,430.00 |
3,422.00 |
S2 |
3,400.75 |
3,400.75 |
3,427.75 |
|
S3 |
3,374.25 |
3,390.00 |
3,425.25 |
|
S4 |
3,347.75 |
3,363.50 |
3,418.00 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,522.50 |
3,504.00 |
3,410.50 |
|
R3 |
3,470.75 |
3,452.25 |
3,396.25 |
|
R2 |
3,419.00 |
3,419.00 |
3,391.50 |
|
R1 |
3,400.50 |
3,400.50 |
3,386.75 |
3,409.75 |
PP |
3,367.25 |
3,367.25 |
3,367.25 |
3,372.00 |
S1 |
3,348.75 |
3,348.75 |
3,377.25 |
3,358.00 |
S2 |
3,315.50 |
3,315.50 |
3,372.50 |
|
S3 |
3,263.75 |
3,297.00 |
3,367.75 |
|
S4 |
3,212.00 |
3,245.25 |
3,353.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,437.75 |
3,334.00 |
103.75 |
3.0% |
34.50 |
1.0% |
95% |
True |
False |
4,846 |
10 |
3,437.75 |
3,316.00 |
121.75 |
3.5% |
32.50 |
0.9% |
96% |
True |
False |
4,134 |
20 |
3,437.75 |
3,184.75 |
253.00 |
7.4% |
38.50 |
1.1% |
98% |
True |
False |
3,930 |
40 |
3,437.75 |
3,020.50 |
417.25 |
12.2% |
46.25 |
1.3% |
99% |
True |
False |
2,687 |
60 |
3,437.75 |
2,916.50 |
521.25 |
15.2% |
57.50 |
1.7% |
99% |
True |
False |
2,384 |
80 |
3,437.75 |
2,745.75 |
692.00 |
20.2% |
59.00 |
1.7% |
99% |
True |
False |
2,436 |
100 |
3,437.75 |
2,446.25 |
991.50 |
28.9% |
64.25 |
1.9% |
99% |
True |
False |
2,090 |
120 |
3,437.75 |
2,168.25 |
1,269.50 |
37.0% |
79.00 |
2.3% |
100% |
True |
False |
1,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,550.50 |
2.618 |
3,507.25 |
1.618 |
3,480.75 |
1.000 |
3,464.25 |
0.618 |
3,454.25 |
HIGH |
3,437.75 |
0.618 |
3,427.75 |
0.500 |
3,424.50 |
0.382 |
3,421.25 |
LOW |
3,411.25 |
0.618 |
3,394.75 |
1.000 |
3,384.75 |
1.618 |
3,368.25 |
2.618 |
3,341.75 |
4.250 |
3,298.50 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,429.75 |
3,419.00 |
PP |
3,427.25 |
3,405.50 |
S1 |
3,424.50 |
3,392.00 |
|