Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,927.55 |
1,953.19 |
25.64 |
1.3% |
1,943.63 |
High |
1,954.22 |
1,966.50 |
12.28 |
0.6% |
2,014.05 |
Low |
1,903.83 |
1,916.95 |
13.12 |
0.7% |
1,913.83 |
Close |
1,953.27 |
1,928.63 |
-24.64 |
-1.3% |
1,937.63 |
Range |
50.39 |
49.55 |
-0.84 |
-1.7% |
100.22 |
ATR |
40.63 |
41.27 |
0.64 |
1.6% |
0.00 |
Volume |
6,860 |
6,308 |
-552 |
-8.0% |
29,615 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.01 |
2,056.87 |
1,955.88 |
|
R3 |
2,036.46 |
2,007.32 |
1,942.26 |
|
R2 |
1,986.91 |
1,986.91 |
1,937.71 |
|
R1 |
1,957.77 |
1,957.77 |
1,933.17 |
1,947.57 |
PP |
1,937.36 |
1,937.36 |
1,937.36 |
1,932.26 |
S1 |
1,908.22 |
1,908.22 |
1,924.09 |
1,898.02 |
S2 |
1,887.81 |
1,887.81 |
1,919.55 |
|
S3 |
1,838.26 |
1,858.67 |
1,915.00 |
|
S4 |
1,788.71 |
1,809.12 |
1,901.38 |
|
|
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 |
1,966.50 |
1,903.83 |
62.67 |
3.2% |
39.42 |
2.0% |
40% |
True |
False |
6,634 |
10 |
2,014.05 |
1,903.83 |
110.22 |
5.7% |
42.17 |
2.2% |
23% |
False |
False |
6,234 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.4% |
46.07 |
2.4% |
29% |
False |
False |
6,255 |
40 |
2,070.48 |
1,770.76 |
299.72 |
15.5% |
34.71 |
1.8% |
53% |
False |
False |
6,515 |
60 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
30.28 |
1.6% |
64% |
False |
False |
6,255 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.6% |
27.91 |
1.4% |
64% |
False |
False |
6,136 |
100 |
2,070.48 |
1,663.76 |
406.72 |
21.1% |
27.68 |
1.4% |
65% |
False |
False |
6,067 |
120 |
2,070.48 |
1,453.26 |
617.22 |
32.0% |
30.99 |
1.6% |
77% |
False |
False |
6,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,177.09 |
2.618 |
2,096.22 |
1.618 |
2,046.67 |
1.000 |
2,016.05 |
0.618 |
1,997.12 |
HIGH |
1,966.50 |
0.618 |
1,947.57 |
0.500 |
1,941.73 |
0.382 |
1,935.88 |
LOW |
1,916.95 |
0.618 |
1,886.33 |
1.000 |
1,867.40 |
1.618 |
1,836.78 |
2.618 |
1,787.23 |
4.250 |
1,706.36 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,941.73 |
1,935.17 |
PP |
1,937.36 |
1,932.99 |
S1 |
1,933.00 |
1,930.81 |
|