Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,939.46 |
1,928.56 |
-10.90 |
-0.6% |
1,943.63 |
High |
1,959.35 |
1,936.91 |
-22.44 |
-1.1% |
2,014.05 |
Low |
1,924.14 |
1,915.37 |
-8.77 |
-0.5% |
1,913.83 |
Close |
1,928.60 |
1,927.44 |
-1.16 |
-0.1% |
1,937.63 |
Range |
35.21 |
21.54 |
-13.67 |
-38.8% |
100.22 |
ATR |
41.29 |
39.88 |
-1.41 |
-3.4% |
0.00 |
Volume |
6,820 |
6,928 |
108 |
1.6% |
29,615 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.19 |
1,980.86 |
1,939.29 |
|
R3 |
1,969.65 |
1,959.32 |
1,933.36 |
|
R2 |
1,948.11 |
1,948.11 |
1,931.39 |
|
R1 |
1,937.78 |
1,937.78 |
1,929.41 |
1,932.18 |
PP |
1,926.57 |
1,926.57 |
1,926.57 |
1,923.77 |
S1 |
1,916.24 |
1,916.24 |
1,925.47 |
1,910.64 |
S2 |
1,905.03 |
1,905.03 |
1,923.49 |
|
S3 |
1,883.49 |
1,894.70 |
1,921.52 |
|
S4 |
1,861.95 |
1,873.16 |
1,915.59 |
|
|
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 |
2,005.80 |
1,913.83 |
91.97 |
4.8% |
41.11 |
2.1% |
15% |
False |
False |
6,197 |
10 |
2,014.05 |
1,869.42 |
144.63 |
7.5% |
45.13 |
2.3% |
40% |
False |
False |
6,017 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.4% |
44.11 |
2.3% |
29% |
False |
False |
6,270 |
40 |
2,070.48 |
1,759.10 |
311.38 |
16.2% |
33.38 |
1.7% |
54% |
False |
False |
6,478 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
29.68 |
1.5% |
64% |
False |
False |
6,225 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
27.43 |
1.4% |
64% |
False |
False |
6,124 |
100 |
2,070.48 |
1,643.69 |
426.79 |
22.1% |
27.22 |
1.4% |
66% |
False |
False |
6,050 |
120 |
2,070.48 |
1,453.26 |
617.22 |
32.0% |
31.15 |
1.6% |
77% |
False |
False |
6,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.46 |
2.618 |
1,993.30 |
1.618 |
1,971.76 |
1.000 |
1,958.45 |
0.618 |
1,950.22 |
HIGH |
1,936.91 |
0.618 |
1,928.68 |
0.500 |
1,926.14 |
0.382 |
1,923.60 |
LOW |
1,915.37 |
0.618 |
1,902.06 |
1.000 |
1,893.83 |
1.618 |
1,880.52 |
2.618 |
1,858.98 |
4.250 |
1,823.83 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,927.01 |
1,936.59 |
PP |
1,926.57 |
1,933.54 |
S1 |
1,926.14 |
1,930.49 |
|