| 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 |
11,152.88 |
11,348.12 |
195.24 |
1.8% |
9,628.27 |
| High |
11,455.24 |
12,101.63 |
646.39 |
5.6% |
11,455.24 |
| Low |
10,982.22 |
10,661.65 |
-320.57 |
-2.9% |
9,534.71 |
| Close |
11,348.12 |
11,380.92 |
32.80 |
0.3% |
11,348.12 |
| Range |
473.02 |
1,439.98 |
966.96 |
204.4% |
1,920.53 |
| ATR |
375.58 |
451.61 |
76.03 |
20.2% |
0.00 |
| Volume |
42,991 |
47,604 |
4,613 |
10.7% |
418,648 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,701.34 |
14,981.11 |
12,172.91 |
|
| R3 |
14,261.36 |
13,541.13 |
11,776.91 |
|
| R2 |
12,821.38 |
12,821.38 |
11,644.92 |
|
| R1 |
12,101.15 |
12,101.15 |
11,512.92 |
12,461.27 |
| PP |
11,381.40 |
11,381.40 |
11,381.40 |
11,561.46 |
| S1 |
10,661.17 |
10,661.17 |
11,248.92 |
11,021.29 |
| S2 |
9,941.42 |
9,941.42 |
11,116.92 |
|
| S3 |
8,501.44 |
9,221.19 |
10,984.93 |
|
| S4 |
7,061.46 |
7,781.21 |
10,588.93 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,540.95 |
15,865.06 |
12,404.41 |
|
| R3 |
14,620.42 |
13,944.53 |
11,876.27 |
|
| R2 |
12,699.89 |
12,699.89 |
11,700.22 |
|
| R1 |
12,024.00 |
12,024.00 |
11,524.17 |
12,361.95 |
| PP |
10,779.36 |
10,779.36 |
10,779.36 |
10,948.33 |
| S1 |
10,103.47 |
10,103.47 |
11,172.07 |
10,441.42 |
| S2 |
8,858.83 |
8,858.83 |
10,996.02 |
|
| S3 |
6,938.30 |
8,182.94 |
10,819.97 |
|
| S4 |
5,017.77 |
6,262.41 |
10,291.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,101.63 |
10,590.36 |
1,511.27 |
13.3% |
725.02 |
6.4% |
52% |
True |
False |
68,297 |
| 10 |
12,101.63 |
9,155.59 |
2,946.04 |
25.9% |
582.92 |
5.1% |
76% |
True |
False |
60,676 |
| 20 |
12,101.63 |
9,037.31 |
3,064.32 |
26.9% |
375.87 |
3.3% |
76% |
True |
False |
40,796 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
28.6% |
348.87 |
3.1% |
78% |
True |
False |
37,797 |
| 60 |
12,101.63 |
8,489.76 |
3,611.87 |
31.7% |
398.24 |
3.5% |
80% |
True |
False |
43,839 |
| 80 |
12,101.63 |
6,485.16 |
5,616.47 |
49.3% |
434.88 |
3.8% |
87% |
True |
False |
51,512 |
| 100 |
12,101.63 |
4,868.74 |
7,232.89 |
63.6% |
462.31 |
4.1% |
90% |
True |
False |
55,692 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
71.8% |
506.92 |
4.5% |
91% |
True |
False |
61,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,221.55 |
|
2.618 |
15,871.50 |
|
1.618 |
14,431.52 |
|
1.000 |
13,541.61 |
|
0.618 |
12,991.54 |
|
HIGH |
12,101.63 |
|
0.618 |
11,551.56 |
|
0.500 |
11,381.64 |
|
0.382 |
11,211.72 |
|
LOW |
10,661.65 |
|
0.618 |
9,771.74 |
|
1.000 |
9,221.67 |
|
1.618 |
8,331.76 |
|
2.618 |
6,891.78 |
|
4.250 |
4,541.74 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,381.64 |
11,381.64 |
| PP |
11,381.40 |
11,381.40 |
| S1 |
11,381.16 |
11,381.16 |
|