Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,270.45 |
3,288.26 |
17.81 |
0.5% |
3,219.84 |
High |
3,271.63 |
3,302.73 |
31.10 |
1.0% |
3,271.63 |
Low |
3,220.26 |
3,284.53 |
64.27 |
2.0% |
3,204.13 |
Close |
3,271.12 |
3,294.61 |
23.49 |
0.7% |
3,271.12 |
Range |
51.37 |
18.20 |
-33.17 |
-64.6% |
67.50 |
ATR |
47.66 |
46.51 |
-1.15 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,348.56 |
3,339.78 |
3,304.62 |
|
R3 |
3,330.36 |
3,321.58 |
3,299.62 |
|
R2 |
3,312.16 |
3,312.16 |
3,297.95 |
|
R1 |
3,303.38 |
3,303.38 |
3,296.28 |
3,307.77 |
PP |
3,293.96 |
3,293.96 |
3,293.96 |
3,296.15 |
S1 |
3,285.18 |
3,285.18 |
3,292.94 |
3,289.57 |
S2 |
3,275.76 |
3,275.76 |
3,291.27 |
|
S3 |
3,257.56 |
3,266.98 |
3,289.61 |
|
S4 |
3,239.36 |
3,248.78 |
3,284.60 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,451.46 |
3,428.79 |
3,308.25 |
|
R3 |
3,383.96 |
3,361.29 |
3,289.68 |
|
R2 |
3,316.46 |
3,316.46 |
3,283.50 |
|
R1 |
3,293.79 |
3,293.79 |
3,277.31 |
3,305.13 |
PP |
3,248.96 |
3,248.96 |
3,248.96 |
3,254.63 |
S1 |
3,226.29 |
3,226.29 |
3,264.93 |
3,237.63 |
S2 |
3,181.46 |
3,181.46 |
3,258.75 |
|
S3 |
3,113.96 |
3,158.79 |
3,252.56 |
|
S4 |
3,046.46 |
3,091.29 |
3,234.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,302.73 |
3,204.13 |
98.60 |
3.0% |
36.29 |
1.1% |
92% |
True |
False |
|
10 |
3,302.73 |
3,200.05 |
102.68 |
3.1% |
34.89 |
1.1% |
92% |
True |
False |
|
20 |
3,302.73 |
3,115.85 |
186.88 |
5.7% |
41.49 |
1.3% |
96% |
True |
False |
|
40 |
3,302.73 |
2,965.66 |
337.07 |
10.2% |
49.59 |
1.5% |
98% |
True |
False |
|
60 |
3,302.73 |
2,766.64 |
536.09 |
16.3% |
48.42 |
1.5% |
98% |
True |
False |
|
80 |
3,302.73 |
2,721.17 |
581.56 |
17.7% |
47.77 |
1.5% |
99% |
True |
False |
|
100 |
3,302.73 |
2,191.86 |
1,110.87 |
33.7% |
63.63 |
1.9% |
99% |
True |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
36.5% |
66.35 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,380.08 |
2.618 |
3,350.38 |
1.618 |
3,332.18 |
1.000 |
3,320.93 |
0.618 |
3,313.98 |
HIGH |
3,302.73 |
0.618 |
3,295.78 |
0.500 |
3,293.63 |
0.382 |
3,291.48 |
LOW |
3,284.53 |
0.618 |
3,273.28 |
1.000 |
3,266.33 |
1.618 |
3,255.08 |
2.618 |
3,236.88 |
4.250 |
3,207.18 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,294.28 |
3,280.88 |
PP |
3,293.96 |
3,267.16 |
S1 |
3,293.63 |
3,253.43 |
|