Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,563.0 |
1,568.4 |
5.4 |
0.3% |
1,552.6 |
High |
1,575.4 |
1,584.6 |
9.2 |
0.6% |
1,584.6 |
Low |
1,551.7 |
1,562.6 |
10.9 |
0.7% |
1,548.6 |
Close |
1,566.1 |
1,575.7 |
9.6 |
0.6% |
1,575.7 |
Range |
23.7 |
22.0 |
-1.7 |
-7.2% |
36.0 |
ATR |
28.4 |
28.0 |
-0.5 |
-1.6% |
0.0 |
Volume |
137,609 |
114,005 |
-23,604 |
-17.2% |
598,996 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.3 |
1,630.0 |
1,587.8 |
|
R3 |
1,618.3 |
1,608.0 |
1,581.8 |
|
R2 |
1,596.3 |
1,596.3 |
1,579.7 |
|
R1 |
1,586.0 |
1,586.0 |
1,577.7 |
1,591.2 |
PP |
1,574.3 |
1,574.3 |
1,574.3 |
1,576.9 |
S1 |
1,564.0 |
1,564.0 |
1,573.7 |
1,569.2 |
S2 |
1,552.3 |
1,552.3 |
1,571.7 |
|
S3 |
1,530.3 |
1,542.0 |
1,569.7 |
|
S4 |
1,508.3 |
1,520.0 |
1,563.6 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.6 |
1,662.7 |
1,595.5 |
|
R3 |
1,641.6 |
1,626.7 |
1,585.6 |
|
R2 |
1,605.6 |
1,605.6 |
1,582.3 |
|
R1 |
1,590.7 |
1,590.7 |
1,579.0 |
1,598.2 |
PP |
1,569.6 |
1,569.6 |
1,569.6 |
1,573.4 |
S1 |
1,554.7 |
1,554.7 |
1,572.4 |
1,562.2 |
S2 |
1,533.6 |
1,533.6 |
1,569.1 |
|
S3 |
1,497.6 |
1,518.7 |
1,565.8 |
|
S4 |
1,461.6 |
1,482.7 |
1,555.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,584.6 |
1,548.6 |
36.0 |
2.3% |
22.6 |
1.4% |
75% |
True |
False |
119,799 |
10 |
1,589.6 |
1,541.3 |
48.3 |
3.1% |
22.2 |
1.4% |
71% |
False |
False |
114,798 |
20 |
1,605.7 |
1,467.8 |
137.9 |
8.8% |
25.7 |
1.6% |
78% |
False |
False |
136,486 |
40 |
1,605.7 |
1,373.6 |
232.1 |
14.7% |
31.4 |
2.0% |
87% |
False |
False |
157,216 |
60 |
1,605.7 |
1,314.5 |
291.2 |
18.5% |
40.8 |
2.6% |
90% |
False |
False |
162,115 |
80 |
1,605.7 |
1,173.1 |
432.6 |
27.5% |
43.0 |
2.7% |
93% |
False |
False |
121,712 |
100 |
1,605.7 |
1,118.4 |
487.3 |
30.9% |
45.0 |
2.9% |
94% |
False |
False |
97,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,678.1 |
2.618 |
1,642.2 |
1.618 |
1,620.2 |
1.000 |
1,606.6 |
0.618 |
1,598.2 |
HIGH |
1,584.6 |
0.618 |
1,576.2 |
0.500 |
1,573.6 |
0.382 |
1,571.0 |
LOW |
1,562.6 |
0.618 |
1,549.0 |
1.000 |
1,540.6 |
1.618 |
1,527.0 |
2.618 |
1,505.0 |
4.250 |
1,469.1 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,575.0 |
1,573.2 |
PP |
1,574.3 |
1,570.7 |
S1 |
1,573.6 |
1,568.2 |
|