Trading Metrics calculated at close of trading on 14-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,916.35 |
1,952.69 |
36.34 |
1.9% |
2,033.81 |
High |
1,964.61 |
1,961.25 |
-3.36 |
-0.2% |
2,048.77 |
Low |
1,913.54 |
1,935.31 |
21.77 |
1.1% |
1,869.42 |
Close |
1,952.77 |
1,943.65 |
-9.12 |
-0.5% |
1,943.65 |
Range |
51.07 |
25.94 |
-25.13 |
-49.2% |
179.35 |
ATR |
40.34 |
39.31 |
-1.03 |
-2.5% |
0.00 |
Volume |
5,599 |
5,809 |
210 |
3.8% |
29,564 |
|
Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.56 |
2,010.04 |
1,957.92 |
|
R3 |
1,998.62 |
1,984.10 |
1,950.78 |
|
R2 |
1,972.68 |
1,972.68 |
1,948.41 |
|
R1 |
1,958.16 |
1,958.16 |
1,946.03 |
1,952.45 |
PP |
1,946.74 |
1,946.74 |
1,946.74 |
1,943.88 |
S1 |
1,932.22 |
1,932.22 |
1,941.27 |
1,926.51 |
S2 |
1,920.80 |
1,920.80 |
1,938.89 |
|
S3 |
1,894.86 |
1,906.28 |
1,936.52 |
|
S4 |
1,868.92 |
1,880.34 |
1,929.38 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,492.00 |
2,397.17 |
2,042.29 |
|
R3 |
2,312.65 |
2,217.82 |
1,992.97 |
|
R2 |
2,133.30 |
2,133.30 |
1,976.53 |
|
R1 |
2,038.47 |
2,038.47 |
1,960.09 |
1,996.21 |
PP |
1,953.95 |
1,953.95 |
1,953.95 |
1,932.82 |
S1 |
1,859.12 |
1,859.12 |
1,927.21 |
1,816.86 |
S2 |
1,774.60 |
1,774.60 |
1,910.77 |
|
S3 |
1,595.25 |
1,679.77 |
1,894.33 |
|
S4 |
1,415.90 |
1,500.42 |
1,845.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,048.77 |
1,869.42 |
179.35 |
9.2% |
60.85 |
3.1% |
41% |
False |
False |
5,912 |
10 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
50.42 |
2.6% |
37% |
False |
False |
6,157 |
20 |
2,070.48 |
1,805.91 |
264.57 |
13.6% |
41.06 |
2.1% |
52% |
False |
False |
6,467 |
40 |
2,070.48 |
1,742.29 |
328.19 |
16.9% |
28.96 |
1.5% |
61% |
False |
False |
6,455 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.5% |
26.94 |
1.4% |
68% |
False |
False |
6,158 |
80 |
2,070.48 |
1,671.36 |
399.12 |
20.5% |
25.71 |
1.3% |
68% |
False |
False |
6,118 |
100 |
2,070.48 |
1,564.96 |
505.52 |
26.0% |
26.55 |
1.4% |
75% |
False |
False |
6,016 |
120 |
2,070.48 |
1,453.26 |
617.22 |
31.8% |
30.81 |
1.6% |
79% |
False |
False |
5,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,071.50 |
2.618 |
2,029.16 |
1.618 |
2,003.22 |
1.000 |
1,987.19 |
0.618 |
1,977.28 |
HIGH |
1,961.25 |
0.618 |
1,951.34 |
0.500 |
1,948.28 |
0.382 |
1,945.22 |
LOW |
1,935.31 |
0.618 |
1,919.28 |
1.000 |
1,909.37 |
1.618 |
1,893.34 |
2.618 |
1,867.40 |
4.250 |
1,825.07 |
|
|
Fisher Pivots for day following 14-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,948.28 |
1,934.77 |
PP |
1,946.74 |
1,925.89 |
S1 |
1,945.19 |
1,917.02 |
|