Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
2,001.27 |
1,927.62 |
-73.65 |
-3.7% |
2,033.81 |
High |
2,005.80 |
1,953.49 |
-52.31 |
-2.6% |
2,048.77 |
Low |
1,925.53 |
1,925.37 |
-0.16 |
0.0% |
1,869.42 |
Close |
1,927.44 |
1,945.88 |
18.44 |
1.0% |
1,943.65 |
Range |
80.27 |
28.12 |
-52.15 |
-65.0% |
179.35 |
ATR |
42.93 |
41.87 |
-1.06 |
-2.5% |
0.00 |
Volume |
5,569 |
5,415 |
-154 |
-2.8% |
29,564 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.94 |
2,014.03 |
1,961.35 |
|
R3 |
1,997.82 |
1,985.91 |
1,953.61 |
|
R2 |
1,969.70 |
1,969.70 |
1,951.04 |
|
R1 |
1,957.79 |
1,957.79 |
1,948.46 |
1,963.75 |
PP |
1,941.58 |
1,941.58 |
1,941.58 |
1,944.56 |
S1 |
1,929.67 |
1,929.67 |
1,943.30 |
1,935.63 |
S2 |
1,913.46 |
1,913.46 |
1,940.72 |
|
S3 |
1,885.34 |
1,901.55 |
1,938.15 |
|
S4 |
1,857.22 |
1,873.43 |
1,930.41 |
|
|
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 |
1,925.37 |
88.68 |
4.6% |
44.93 |
2.3% |
23% |
False |
True |
5,833 |
10 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
55.70 |
2.9% |
38% |
False |
False |
5,911 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
45.83 |
2.4% |
38% |
False |
False |
6,274 |
40 |
2,070.48 |
1,748.41 |
322.07 |
16.6% |
32.16 |
1.7% |
61% |
False |
False |
6,441 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
29.01 |
1.5% |
69% |
False |
False |
6,193 |
80 |
2,070.48 |
1,671.36 |
399.12 |
20.5% |
27.02 |
1.4% |
69% |
False |
False |
6,108 |
100 |
2,070.48 |
1,607.57 |
462.91 |
23.8% |
27.17 |
1.4% |
73% |
False |
False |
6,017 |
120 |
2,070.48 |
1,453.26 |
617.22 |
31.7% |
31.29 |
1.6% |
80% |
False |
False |
5,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.00 |
2.618 |
2,027.11 |
1.618 |
1,998.99 |
1.000 |
1,981.61 |
0.618 |
1,970.87 |
HIGH |
1,953.49 |
0.618 |
1,942.75 |
0.500 |
1,939.43 |
0.382 |
1,936.11 |
LOW |
1,925.37 |
0.618 |
1,907.99 |
1.000 |
1,897.25 |
1.618 |
1,879.87 |
2.618 |
1,851.75 |
4.250 |
1,805.86 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,943.73 |
1,969.71 |
PP |
1,941.58 |
1,961.77 |
S1 |
1,939.43 |
1,953.82 |
|