Trading Metrics calculated at close of trading on 19-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,984.36 |
2,001.27 |
16.91 |
0.9% |
2,033.81 |
High |
2,014.05 |
2,005.80 |
-8.25 |
-0.4% |
2,048.77 |
Low |
1,980.92 |
1,925.53 |
-55.39 |
-2.8% |
1,869.42 |
Close |
2,001.57 |
1,927.44 |
-74.13 |
-3.7% |
1,943.65 |
Range |
33.13 |
80.27 |
47.14 |
142.3% |
179.35 |
ATR |
40.05 |
42.93 |
2.87 |
7.2% |
0.00 |
Volume |
6,107 |
5,569 |
-538 |
-8.8% |
29,564 |
|
Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,193.73 |
2,140.86 |
1,971.59 |
|
R3 |
2,113.46 |
2,060.59 |
1,949.51 |
|
R2 |
2,033.19 |
2,033.19 |
1,942.16 |
|
R1 |
1,980.32 |
1,980.32 |
1,934.80 |
1,966.62 |
PP |
1,952.92 |
1,952.92 |
1,952.92 |
1,946.08 |
S1 |
1,900.05 |
1,900.05 |
1,920.08 |
1,886.35 |
S2 |
1,872.65 |
1,872.65 |
1,912.72 |
|
S3 |
1,792.38 |
1,819.78 |
1,905.37 |
|
S4 |
1,712.11 |
1,739.51 |
1,883.29 |
|
|
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 |
2,014.05 |
1,913.54 |
100.51 |
5.2% |
49.52 |
2.6% |
14% |
False |
False |
5,870 |
10 |
2,070.48 |
1,869.42 |
201.06 |
10.4% |
56.14 |
2.9% |
29% |
False |
False |
5,997 |
20 |
2,070.48 |
1,864.64 |
205.84 |
10.7% |
46.05 |
2.4% |
31% |
False |
False |
6,339 |
40 |
2,070.48 |
1,748.41 |
322.07 |
16.7% |
31.73 |
1.6% |
56% |
False |
False |
6,456 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
28.85 |
1.5% |
64% |
False |
False |
6,194 |
80 |
2,070.48 |
1,671.36 |
399.12 |
20.7% |
27.15 |
1.4% |
64% |
False |
False |
6,115 |
100 |
2,070.48 |
1,581.02 |
489.46 |
25.4% |
27.26 |
1.4% |
71% |
False |
False |
6,025 |
120 |
2,070.48 |
1,453.26 |
617.22 |
32.0% |
31.37 |
1.6% |
77% |
False |
False |
5,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,346.95 |
2.618 |
2,215.95 |
1.618 |
2,135.68 |
1.000 |
2,086.07 |
0.618 |
2,055.41 |
HIGH |
2,005.80 |
0.618 |
1,975.14 |
0.500 |
1,965.67 |
0.382 |
1,956.19 |
LOW |
1,925.53 |
0.618 |
1,875.92 |
1.000 |
1,845.26 |
1.618 |
1,795.65 |
2.618 |
1,715.38 |
4.250 |
1,584.38 |
|
|
Fisher Pivots for day following 19-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,965.67 |
1,969.79 |
PP |
1,952.92 |
1,955.67 |
S1 |
1,940.18 |
1,941.56 |
|