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 |
377.8460 |
389.2770 |
11.4310 |
3.0% |
439.2010 |
High |
392.7950 |
395.9800 |
3.1850 |
0.8% |
445.9600 |
Low |
377.6270 |
372.4360 |
-5.1910 |
-1.4% |
394.6660 |
Close |
389.2770 |
379.4670 |
-9.8100 |
-2.5% |
396.6000 |
Range |
15.1680 |
23.5440 |
8.3760 |
55.2% |
51.2940 |
ATR |
24.8795 |
24.7841 |
-0.0954 |
-0.4% |
0.0000 |
Volume |
706,797 |
727,702 |
20,905 |
3.0% |
4,230,892 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453.2597 |
439.9073 |
392.4162 |
|
R3 |
429.7157 |
416.3633 |
385.9416 |
|
R2 |
406.1717 |
406.1717 |
383.7834 |
|
R1 |
392.8193 |
392.8193 |
381.6252 |
387.7235 |
PP |
382.6277 |
382.6277 |
382.6277 |
380.0798 |
S1 |
369.2753 |
369.2753 |
377.3088 |
364.1795 |
S2 |
359.0837 |
359.0837 |
375.1506 |
|
S3 |
335.5397 |
345.7313 |
372.9924 |
|
S4 |
311.9957 |
322.1873 |
366.5178 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
566.2907 |
532.7393 |
424.8117 |
|
R3 |
514.9967 |
481.4453 |
410.7059 |
|
R2 |
463.7027 |
463.7027 |
406.0039 |
|
R1 |
430.1513 |
430.1513 |
401.3020 |
421.2800 |
PP |
412.4087 |
412.4087 |
412.4087 |
407.9730 |
S1 |
378.8573 |
378.8573 |
391.8981 |
369.9860 |
S2 |
361.1147 |
361.1147 |
387.1961 |
|
S3 |
309.8207 |
327.5633 |
382.4942 |
|
S4 |
258.5267 |
276.2693 |
368.3883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
418.7370 |
370.2240 |
48.5130 |
12.8% |
26.2452 |
6.9% |
19% |
False |
False |
736,496 |
10 |
445.9600 |
370.2240 |
75.7360 |
20.0% |
27.0501 |
7.1% |
12% |
False |
False |
882,467 |
20 |
445.9600 |
329.1100 |
116.8500 |
30.8% |
28.5608 |
7.5% |
43% |
False |
False |
1,004,613 |
40 |
445.9600 |
223.4880 |
222.4720 |
58.6% |
21.2028 |
5.6% |
70% |
False |
False |
853,309 |
60 |
445.9600 |
216.4670 |
229.4930 |
60.5% |
17.7328 |
4.7% |
71% |
False |
False |
769,131 |
80 |
445.9600 |
176.6020 |
269.3580 |
71.0% |
16.8275 |
4.4% |
75% |
False |
False |
774,986 |
100 |
445.9600 |
148.6190 |
297.3410 |
78.4% |
16.2366 |
4.3% |
78% |
False |
False |
842,214 |
120 |
445.9600 |
89.5050 |
356.4550 |
93.9% |
16.3310 |
4.3% |
81% |
False |
False |
957,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496.0420 |
2.618 |
457.6182 |
1.618 |
434.0742 |
1.000 |
419.5240 |
0.618 |
410.5302 |
HIGH |
395.9800 |
0.618 |
386.9862 |
0.500 |
384.2080 |
0.382 |
381.4298 |
LOW |
372.4360 |
0.618 |
357.8858 |
1.000 |
348.8920 |
1.618 |
334.3418 |
2.618 |
310.7978 |
4.250 |
272.3740 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
384.2080 |
390.2690 |
PP |
382.6277 |
386.6683 |
S1 |
381.0473 |
383.0677 |
|