Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,952.69 |
1,943.63 |
-9.06 |
-0.5% |
2,033.81 |
High |
1,961.25 |
1,988.75 |
27.50 |
1.4% |
2,048.77 |
Low |
1,935.31 |
1,931.55 |
-3.76 |
-0.2% |
1,869.42 |
Close |
1,943.65 |
1,984.34 |
40.69 |
2.1% |
1,943.65 |
Range |
25.94 |
57.20 |
31.26 |
120.5% |
179.35 |
ATR |
39.31 |
40.59 |
1.28 |
3.3% |
0.00 |
Volume |
5,809 |
6,267 |
458 |
7.9% |
29,564 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.81 |
2,119.28 |
2,015.80 |
|
R3 |
2,082.61 |
2,062.08 |
2,000.07 |
|
R2 |
2,025.41 |
2,025.41 |
1,994.83 |
|
R1 |
2,004.88 |
2,004.88 |
1,989.58 |
2,015.15 |
PP |
1,968.21 |
1,968.21 |
1,968.21 |
1,973.35 |
S1 |
1,947.68 |
1,947.68 |
1,979.10 |
1,957.95 |
S2 |
1,911.01 |
1,911.01 |
1,973.85 |
|
S3 |
1,853.81 |
1,890.48 |
1,968.61 |
|
S4 |
1,796.61 |
1,833.28 |
1,952.88 |
|
|
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 |
2,029.24 |
1,869.42 |
159.82 |
8.1% |
66.83 |
3.4% |
72% |
False |
False |
5,882 |
10 |
2,070.48 |
1,869.42 |
201.06 |
10.1% |
53.86 |
2.7% |
57% |
False |
False |
6,113 |
20 |
2,070.48 |
1,815.94 |
254.54 |
12.8% |
43.27 |
2.2% |
66% |
False |
False |
6,438 |
40 |
2,070.48 |
1,747.87 |
322.61 |
16.3% |
29.89 |
1.5% |
73% |
False |
False |
6,460 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.0% |
27.72 |
1.4% |
78% |
False |
False |
6,178 |
80 |
2,070.48 |
1,671.36 |
399.12 |
20.1% |
26.20 |
1.3% |
78% |
False |
False |
6,122 |
100 |
2,070.48 |
1,564.96 |
505.52 |
25.5% |
26.95 |
1.4% |
83% |
False |
False |
6,026 |
120 |
2,070.48 |
1,453.26 |
617.22 |
31.1% |
31.03 |
1.6% |
86% |
False |
False |
5,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,231.85 |
2.618 |
2,138.50 |
1.618 |
2,081.30 |
1.000 |
2,045.95 |
0.618 |
2,024.10 |
HIGH |
1,988.75 |
0.618 |
1,966.90 |
0.500 |
1,960.15 |
0.382 |
1,953.40 |
LOW |
1,931.55 |
0.618 |
1,896.20 |
1.000 |
1,874.35 |
1.618 |
1,839.00 |
2.618 |
1,781.80 |
4.250 |
1,688.45 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,976.28 |
1,973.28 |
PP |
1,968.21 |
1,962.21 |
S1 |
1,960.15 |
1,951.15 |
|