Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,928.72 |
1,964.06 |
35.34 |
1.8% |
1,939.46 |
High |
1,972.73 |
1,975.10 |
2.37 |
0.1% |
1,972.73 |
Low |
1,924.37 |
1,955.87 |
31.50 |
1.6% |
1,903.83 |
Close |
1,964.05 |
1,967.29 |
3.24 |
0.2% |
1,964.05 |
Range |
48.36 |
19.23 |
-29.13 |
-60.2% |
68.90 |
ATR |
41.78 |
40.17 |
-1.61 |
-3.9% |
0.00 |
Volume |
7,216 |
7,350 |
134 |
1.9% |
34,132 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.78 |
2,014.76 |
1,977.87 |
|
R3 |
2,004.55 |
1,995.53 |
1,972.58 |
|
R2 |
1,985.32 |
1,985.32 |
1,970.82 |
|
R1 |
1,976.30 |
1,976.30 |
1,969.05 |
1,980.81 |
PP |
1,966.09 |
1,966.09 |
1,966.09 |
1,968.34 |
S1 |
1,957.07 |
1,957.07 |
1,965.53 |
1,961.58 |
S2 |
1,946.86 |
1,946.86 |
1,963.76 |
|
S3 |
1,927.63 |
1,937.84 |
1,962.00 |
|
S4 |
1,908.40 |
1,918.61 |
1,956.71 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,153.57 |
2,127.71 |
2,001.95 |
|
R3 |
2,084.67 |
2,058.81 |
1,983.00 |
|
R2 |
2,015.77 |
2,015.77 |
1,976.68 |
|
R1 |
1,989.91 |
1,989.91 |
1,970.37 |
2,002.84 |
PP |
1,946.87 |
1,946.87 |
1,946.87 |
1,953.34 |
S1 |
1,921.01 |
1,921.01 |
1,957.73 |
1,933.94 |
S2 |
1,877.97 |
1,877.97 |
1,951.42 |
|
S3 |
1,809.07 |
1,852.11 |
1,945.10 |
|
S4 |
1,740.17 |
1,783.21 |
1,926.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,975.10 |
1,903.83 |
71.27 |
3.6% |
37.81 |
1.9% |
89% |
True |
False |
6,932 |
10 |
2,014.05 |
1,903.83 |
110.22 |
5.6% |
40.62 |
2.1% |
58% |
False |
False |
6,483 |
20 |
2,070.48 |
1,869.42 |
201.06 |
10.2% |
47.24 |
2.4% |
49% |
False |
False |
6,298 |
40 |
2,070.48 |
1,774.87 |
295.61 |
15.0% |
35.91 |
1.8% |
65% |
False |
False |
6,539 |
60 |
2,070.48 |
1,692.92 |
377.56 |
19.2% |
30.34 |
1.5% |
73% |
False |
False |
6,317 |
80 |
2,070.48 |
1,672.80 |
397.68 |
20.2% |
28.28 |
1.4% |
74% |
False |
False |
6,164 |
100 |
2,070.48 |
1,663.76 |
406.72 |
20.7% |
27.87 |
1.4% |
75% |
False |
False |
6,148 |
120 |
2,070.48 |
1,463.91 |
606.57 |
30.8% |
29.93 |
1.5% |
83% |
False |
False |
6,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.83 |
2.618 |
2,025.44 |
1.618 |
2,006.21 |
1.000 |
1,994.33 |
0.618 |
1,986.98 |
HIGH |
1,975.10 |
0.618 |
1,967.75 |
0.500 |
1,965.49 |
0.382 |
1,963.22 |
LOW |
1,955.87 |
0.618 |
1,943.99 |
1.000 |
1,936.64 |
1.618 |
1,924.76 |
2.618 |
1,905.53 |
4.250 |
1,874.14 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,966.69 |
1,960.20 |
PP |
1,966.09 |
1,953.11 |
S1 |
1,965.49 |
1,946.03 |
|