Trading Metrics calculated at close of trading on 21-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2019 |
21-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
1,495.64 |
1,507.24 |
11.60 |
0.8% |
1,510.06 |
High |
1,507.64 |
1,507.24 |
-0.40 |
0.0% |
1,533.34 |
Low |
1,494.34 |
1,496.86 |
2.52 |
0.2% |
1,488.46 |
Close |
1,507.29 |
1,502.36 |
-4.93 |
-0.3% |
1,512.49 |
Range |
13.30 |
10.38 |
-2.92 |
-22.0% |
44.88 |
ATR |
20.85 |
20.11 |
-0.74 |
-3.6% |
0.00 |
Volume |
7,593 |
7,609 |
16 |
0.2% |
32,768 |
|
Daily Pivots for day following 21-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.29 |
1,528.21 |
1,508.07 |
|
R3 |
1,522.91 |
1,517.83 |
1,505.21 |
|
R2 |
1,512.53 |
1,512.53 |
1,504.26 |
|
R1 |
1,507.45 |
1,507.45 |
1,503.31 |
1,504.80 |
PP |
1,502.15 |
1,502.15 |
1,502.15 |
1,500.83 |
S1 |
1,497.07 |
1,497.07 |
1,501.41 |
1,494.42 |
S2 |
1,491.77 |
1,491.77 |
1,500.46 |
|
S3 |
1,481.39 |
1,486.69 |
1,499.51 |
|
S4 |
1,471.01 |
1,476.31 |
1,496.65 |
|
|
Weekly Pivots for week ending 16-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.07 |
1,624.16 |
1,537.17 |
|
R3 |
1,601.19 |
1,579.28 |
1,524.83 |
|
R2 |
1,556.31 |
1,556.31 |
1,520.72 |
|
R1 |
1,534.40 |
1,534.40 |
1,516.60 |
1,545.36 |
PP |
1,511.43 |
1,511.43 |
1,511.43 |
1,516.91 |
S1 |
1,489.52 |
1,489.52 |
1,508.38 |
1,500.48 |
S2 |
1,466.55 |
1,466.55 |
1,504.26 |
|
S3 |
1,421.67 |
1,444.64 |
1,500.15 |
|
S4 |
1,376.79 |
1,399.76 |
1,487.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,526.72 |
1,493.83 |
32.89 |
2.2% |
15.55 |
1.0% |
26% |
False |
False |
7,114 |
10 |
1,533.34 |
1,488.46 |
44.88 |
3.0% |
19.87 |
1.3% |
31% |
False |
False |
6,877 |
20 |
1,533.34 |
1,401.30 |
132.04 |
8.8% |
20.70 |
1.4% |
77% |
False |
False |
6,733 |
40 |
1,533.34 |
1,382.10 |
151.24 |
10.1% |
20.42 |
1.4% |
80% |
False |
False |
6,882 |
60 |
1,533.34 |
1,275.26 |
258.08 |
17.2% |
20.23 |
1.3% |
88% |
False |
False |
7,821 |
80 |
1,533.34 |
1,266.76 |
266.58 |
17.7% |
18.02 |
1.2% |
88% |
False |
False |
7,825 |
100 |
1,533.34 |
1,266.61 |
266.73 |
17.8% |
16.33 |
1.1% |
88% |
False |
False |
7,431 |
120 |
1,533.34 |
1,266.61 |
266.73 |
17.8% |
15.48 |
1.0% |
88% |
False |
False |
7,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.36 |
2.618 |
1,534.41 |
1.618 |
1,524.03 |
1.000 |
1,517.62 |
0.618 |
1,513.65 |
HIGH |
1,507.24 |
0.618 |
1,503.27 |
0.500 |
1,502.05 |
0.382 |
1,500.83 |
LOW |
1,496.86 |
0.618 |
1,490.45 |
1.000 |
1,486.48 |
1.618 |
1,480.07 |
2.618 |
1,469.69 |
4.250 |
1,452.75 |
|
|
Fisher Pivots for day following 21-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
1,502.26 |
1,503.12 |
PP |
1,502.15 |
1,502.87 |
S1 |
1,502.05 |
1,502.61 |
|