Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,945.84 |
1,939.46 |
-6.38 |
-0.3% |
1,943.63 |
High |
1,954.22 |
1,959.35 |
5.13 |
0.3% |
2,014.05 |
Low |
1,913.83 |
1,924.14 |
10.31 |
0.5% |
1,913.83 |
Close |
1,937.63 |
1,928.60 |
-9.03 |
-0.5% |
1,937.63 |
Range |
40.39 |
35.21 |
-5.18 |
-12.8% |
100.22 |
ATR |
41.76 |
41.29 |
-0.47 |
-1.1% |
0.00 |
Volume |
6,257 |
6,820 |
563 |
9.0% |
29,615 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.99 |
2,021.01 |
1,947.97 |
|
R3 |
2,007.78 |
1,985.80 |
1,938.28 |
|
R2 |
1,972.57 |
1,972.57 |
1,935.06 |
|
R1 |
1,950.59 |
1,950.59 |
1,931.83 |
1,943.98 |
PP |
1,937.36 |
1,937.36 |
1,937.36 |
1,934.06 |
S1 |
1,915.38 |
1,915.38 |
1,925.37 |
1,908.77 |
S2 |
1,902.15 |
1,902.15 |
1,922.14 |
|
S3 |
1,866.94 |
1,880.17 |
1,918.92 |
|
S4 |
1,831.73 |
1,844.96 |
1,909.23 |
|
|
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% |
43.42 |
2.3% |
15% |
False |
False |
6,033 |
10 |
2,029.24 |
1,869.42 |
159.82 |
8.3% |
55.13 |
2.9% |
37% |
False |
False |
5,957 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.4% |
46.29 |
2.4% |
29% |
False |
False |
6,250 |
40 |
2,070.48 |
1,759.10 |
311.38 |
16.1% |
33.29 |
1.7% |
54% |
False |
False |
6,455 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
29.66 |
1.5% |
64% |
False |
False |
6,207 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
27.37 |
1.4% |
64% |
False |
False |
6,116 |
100 |
2,070.48 |
1,643.69 |
426.79 |
22.1% |
27.23 |
1.4% |
67% |
False |
False |
6,031 |
120 |
2,070.48 |
1,453.26 |
617.22 |
32.0% |
31.26 |
1.6% |
77% |
False |
False |
6,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,108.99 |
2.618 |
2,051.53 |
1.618 |
2,016.32 |
1.000 |
1,994.56 |
0.618 |
1,981.11 |
HIGH |
1,959.35 |
0.618 |
1,945.90 |
0.500 |
1,941.75 |
0.382 |
1,937.59 |
LOW |
1,924.14 |
0.618 |
1,902.38 |
1.000 |
1,888.93 |
1.618 |
1,867.17 |
2.618 |
1,831.96 |
4.250 |
1,774.50 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,941.75 |
1,936.59 |
PP |
1,937.36 |
1,933.93 |
S1 |
1,932.98 |
1,931.26 |
|