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 |
1,568.4 |
1,576.9 |
8.5 |
0.5% |
1,552.6 |
High |
1,584.6 |
1,589.8 |
5.2 |
0.3% |
1,584.6 |
Low |
1,562.6 |
1,558.1 |
-4.5 |
-0.3% |
1,548.6 |
Close |
1,575.7 |
1,561.3 |
-14.4 |
-0.9% |
1,575.7 |
Range |
22.0 |
31.7 |
9.7 |
44.1% |
36.0 |
ATR |
28.0 |
28.2 |
0.3 |
1.0% |
0.0 |
Volume |
114,005 |
160,957 |
46,952 |
41.2% |
598,996 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.8 |
1,644.8 |
1,578.7 |
|
R3 |
1,633.1 |
1,613.1 |
1,570.0 |
|
R2 |
1,601.4 |
1,601.4 |
1,567.1 |
|
R1 |
1,581.4 |
1,581.4 |
1,564.2 |
1,575.6 |
PP |
1,569.7 |
1,569.7 |
1,569.7 |
1,566.8 |
S1 |
1,549.7 |
1,549.7 |
1,558.4 |
1,543.9 |
S2 |
1,538.0 |
1,538.0 |
1,555.5 |
|
S3 |
1,506.3 |
1,518.0 |
1,552.6 |
|
S4 |
1,474.6 |
1,486.3 |
1,543.9 |
|
|
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 |
1,589.8 |
1,551.7 |
38.1 |
2.4% |
24.9 |
1.6% |
25% |
True |
False |
129,871 |
10 |
1,589.8 |
1,541.3 |
48.5 |
3.1% |
23.9 |
1.5% |
41% |
True |
False |
123,213 |
20 |
1,605.7 |
1,493.7 |
112.0 |
7.2% |
25.4 |
1.6% |
60% |
False |
False |
137,257 |
40 |
1,605.7 |
1,373.6 |
232.1 |
14.9% |
30.9 |
2.0% |
81% |
False |
False |
156,967 |
60 |
1,605.7 |
1,314.5 |
291.2 |
18.7% |
40.0 |
2.6% |
85% |
False |
False |
164,740 |
80 |
1,605.7 |
1,173.1 |
432.6 |
27.7% |
42.9 |
2.7% |
90% |
False |
False |
123,724 |
100 |
1,605.7 |
1,148.0 |
457.7 |
29.3% |
44.5 |
2.9% |
90% |
False |
False |
99,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.5 |
2.618 |
1,672.8 |
1.618 |
1,641.1 |
1.000 |
1,621.5 |
0.618 |
1,609.4 |
HIGH |
1,589.8 |
0.618 |
1,577.7 |
0.500 |
1,574.0 |
0.382 |
1,570.2 |
LOW |
1,558.1 |
0.618 |
1,538.5 |
1.000 |
1,526.4 |
1.618 |
1,506.8 |
2.618 |
1,475.1 |
4.250 |
1,423.4 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,574.0 |
1,570.8 |
PP |
1,569.7 |
1,567.6 |
S1 |
1,565.5 |
1,564.5 |
|