Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,927.62 |
1,945.84 |
18.22 |
0.9% |
1,943.63 |
High |
1,953.49 |
1,954.22 |
0.73 |
0.0% |
2,014.05 |
Low |
1,925.37 |
1,913.83 |
-11.54 |
-0.6% |
1,913.83 |
Close |
1,945.88 |
1,937.63 |
-8.25 |
-0.4% |
1,937.63 |
Range |
28.12 |
40.39 |
12.27 |
43.6% |
100.22 |
ATR |
41.87 |
41.76 |
-0.11 |
-0.3% |
0.00 |
Volume |
5,415 |
6,257 |
842 |
15.5% |
29,615 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.40 |
2,037.40 |
1,959.84 |
|
R3 |
2,016.01 |
1,997.01 |
1,948.74 |
|
R2 |
1,975.62 |
1,975.62 |
1,945.03 |
|
R1 |
1,956.62 |
1,956.62 |
1,941.33 |
1,945.93 |
PP |
1,935.23 |
1,935.23 |
1,935.23 |
1,929.88 |
S1 |
1,916.23 |
1,916.23 |
1,933.93 |
1,905.54 |
S2 |
1,894.84 |
1,894.84 |
1,930.23 |
|
S3 |
1,854.45 |
1,875.84 |
1,926.52 |
|
S4 |
1,814.06 |
1,835.45 |
1,915.42 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,255.83 |
2,196.95 |
1,992.75 |
|
R3 |
2,155.61 |
2,096.73 |
1,965.19 |
|
R2 |
2,055.39 |
2,055.39 |
1,956.00 |
|
R1 |
1,996.51 |
1,996.51 |
1,946.82 |
1,975.84 |
PP |
1,955.17 |
1,955.17 |
1,955.17 |
1,944.84 |
S1 |
1,896.29 |
1,896.29 |
1,928.44 |
1,875.62 |
S2 |
1,854.95 |
1,854.95 |
1,919.26 |
|
S3 |
1,754.73 |
1,796.07 |
1,910.07 |
|
S4 |
1,654.51 |
1,695.85 |
1,882.51 |
|
|
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 |
1,913.83 |
100.22 |
5.2% |
47.82 |
2.5% |
24% |
False |
True |
5,923 |
10 |
2,048.77 |
1,869.42 |
179.35 |
9.3% |
54.34 |
2.8% |
38% |
False |
False |
5,917 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.4% |
46.77 |
2.4% |
34% |
False |
False |
6,240 |
40 |
2,070.48 |
1,759.10 |
311.38 |
16.1% |
32.61 |
1.7% |
57% |
False |
False |
6,442 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.5% |
29.33 |
1.5% |
67% |
False |
False |
6,206 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.5% |
27.13 |
1.4% |
67% |
False |
False |
6,111 |
100 |
2,070.48 |
1,611.27 |
459.21 |
23.7% |
27.42 |
1.4% |
71% |
False |
False |
6,020 |
120 |
2,070.48 |
1,453.26 |
617.22 |
31.9% |
31.31 |
1.6% |
78% |
False |
False |
6,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.88 |
2.618 |
2,059.96 |
1.618 |
2,019.57 |
1.000 |
1,994.61 |
0.618 |
1,979.18 |
HIGH |
1,954.22 |
0.618 |
1,938.79 |
0.500 |
1,934.03 |
0.382 |
1,929.26 |
LOW |
1,913.83 |
0.618 |
1,888.87 |
1.000 |
1,873.44 |
1.618 |
1,848.48 |
2.618 |
1,808.09 |
4.250 |
1,742.17 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,936.43 |
1,959.82 |
PP |
1,935.23 |
1,952.42 |
S1 |
1,934.03 |
1,945.03 |
|