Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,327.00 |
11,480.00 |
153.00 |
1.4% |
11,145.00 |
High |
11,496.50 |
11,573.50 |
77.00 |
0.7% |
11,573.50 |
Low |
11,221.50 |
11,407.00 |
185.50 |
1.7% |
11,142.25 |
Close |
11,477.25 |
11,562.00 |
84.75 |
0.7% |
11,562.00 |
Range |
275.00 |
166.50 |
-108.50 |
-39.5% |
431.25 |
ATR |
223.45 |
219.38 |
-4.07 |
-1.8% |
0.00 |
Volume |
401,137 |
414,226 |
13,089 |
3.3% |
1,799,475 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,013.75 |
11,954.25 |
11,653.50 |
|
R3 |
11,847.25 |
11,787.75 |
11,607.75 |
|
R2 |
11,680.75 |
11,680.75 |
11,592.50 |
|
R1 |
11,621.25 |
11,621.25 |
11,577.25 |
11,651.00 |
PP |
11,514.25 |
11,514.25 |
11,514.25 |
11,529.00 |
S1 |
11,454.75 |
11,454.75 |
11,546.75 |
11,484.50 |
S2 |
11,347.75 |
11,347.75 |
11,531.50 |
|
S3 |
11,181.25 |
11,288.25 |
11,516.25 |
|
S4 |
11,014.75 |
11,121.75 |
11,470.50 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,719.75 |
12,572.00 |
11,799.25 |
|
R3 |
12,288.50 |
12,140.75 |
11,680.50 |
|
R2 |
11,857.25 |
11,857.25 |
11,641.00 |
|
R1 |
11,709.50 |
11,709.50 |
11,601.50 |
11,783.50 |
PP |
11,426.00 |
11,426.00 |
11,426.00 |
11,462.75 |
S1 |
11,278.25 |
11,278.25 |
11,522.50 |
11,352.00 |
S2 |
10,994.75 |
10,994.75 |
11,483.00 |
|
S3 |
10,563.50 |
10,847.00 |
11,443.50 |
|
S4 |
10,132.25 |
10,415.75 |
11,324.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,573.50 |
11,142.25 |
431.25 |
3.7% |
177.25 |
1.5% |
97% |
True |
False |
359,895 |
10 |
11,573.50 |
10,845.50 |
728.00 |
6.3% |
204.75 |
1.8% |
98% |
True |
False |
409,347 |
20 |
11,573.50 |
10,401.00 |
1,172.50 |
10.1% |
213.50 |
1.8% |
99% |
True |
False |
429,568 |
40 |
11,573.50 |
9,728.75 |
1,844.75 |
16.0% |
239.00 |
2.1% |
99% |
True |
False |
493,815 |
60 |
11,573.50 |
9,355.00 |
2,218.50 |
19.2% |
238.25 |
2.1% |
99% |
True |
False |
409,883 |
80 |
11,573.50 |
8,545.00 |
3,028.50 |
26.2% |
235.00 |
2.0% |
100% |
True |
False |
307,531 |
100 |
11,573.50 |
7,378.00 |
4,195.50 |
36.3% |
245.75 |
2.1% |
100% |
True |
False |
246,110 |
120 |
11,573.50 |
6,626.00 |
4,947.50 |
42.8% |
293.00 |
2.5% |
100% |
True |
False |
205,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,281.00 |
2.618 |
12,009.50 |
1.618 |
11,843.00 |
1.000 |
11,740.00 |
0.618 |
11,676.50 |
HIGH |
11,573.50 |
0.618 |
11,510.00 |
0.500 |
11,490.25 |
0.382 |
11,470.50 |
LOW |
11,407.00 |
0.618 |
11,304.00 |
1.000 |
11,240.50 |
1.618 |
11,137.50 |
2.618 |
10,971.00 |
4.250 |
10,699.50 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,538.00 |
11,507.25 |
PP |
11,514.25 |
11,452.25 |
S1 |
11,490.25 |
11,397.50 |
|