Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,928.56 |
1,927.55 |
-1.01 |
-0.1% |
1,943.63 |
High |
1,936.91 |
1,954.22 |
17.31 |
0.9% |
2,014.05 |
Low |
1,915.37 |
1,903.83 |
-11.54 |
-0.6% |
1,913.83 |
Close |
1,927.44 |
1,953.27 |
25.83 |
1.3% |
1,937.63 |
Range |
21.54 |
50.39 |
28.85 |
133.9% |
100.22 |
ATR |
39.88 |
40.63 |
0.75 |
1.9% |
0.00 |
Volume |
6,928 |
6,860 |
-68 |
-1.0% |
29,615 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.28 |
2,071.16 |
1,980.98 |
|
R3 |
2,037.89 |
2,020.77 |
1,967.13 |
|
R2 |
1,987.50 |
1,987.50 |
1,962.51 |
|
R1 |
1,970.38 |
1,970.38 |
1,957.89 |
1,978.94 |
PP |
1,937.11 |
1,937.11 |
1,937.11 |
1,941.39 |
S1 |
1,919.99 |
1,919.99 |
1,948.65 |
1,928.55 |
S2 |
1,886.72 |
1,886.72 |
1,944.03 |
|
S3 |
1,836.33 |
1,869.60 |
1,939.41 |
|
S4 |
1,785.94 |
1,819.21 |
1,925.56 |
|
|
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 |
1,959.35 |
1,903.83 |
55.52 |
2.8% |
35.13 |
1.8% |
89% |
False |
True |
6,456 |
10 |
2,014.05 |
1,903.83 |
110.22 |
5.6% |
42.33 |
2.2% |
45% |
False |
True |
6,163 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.3% |
45.10 |
2.3% |
42% |
False |
False |
6,284 |
40 |
2,070.48 |
1,759.10 |
311.38 |
15.9% |
33.95 |
1.7% |
62% |
False |
False |
6,505 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
29.84 |
1.5% |
71% |
False |
False |
6,246 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.4% |
27.76 |
1.4% |
71% |
False |
False |
6,133 |
100 |
2,070.48 |
1,643.69 |
426.79 |
21.9% |
27.63 |
1.4% |
73% |
False |
False |
6,061 |
120 |
2,070.48 |
1,453.26 |
617.22 |
31.6% |
31.28 |
1.6% |
81% |
False |
False |
6,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,168.38 |
2.618 |
2,086.14 |
1.618 |
2,035.75 |
1.000 |
2,004.61 |
0.618 |
1,985.36 |
HIGH |
1,954.22 |
0.618 |
1,934.97 |
0.500 |
1,929.03 |
0.382 |
1,923.08 |
LOW |
1,903.83 |
0.618 |
1,872.69 |
1.000 |
1,853.44 |
1.618 |
1,822.30 |
2.618 |
1,771.91 |
4.250 |
1,689.67 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,945.19 |
1,946.04 |
PP |
1,937.11 |
1,938.82 |
S1 |
1,929.03 |
1,931.59 |
|