| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,348.12 |
11,380.92 |
32.80 |
0.3% |
9,628.27 |
| High |
12,101.63 |
11,410.68 |
-690.95 |
-5.7% |
11,455.24 |
| Low |
10,661.65 |
11,044.15 |
382.50 |
3.6% |
9,534.71 |
| Close |
11,380.92 |
11,217.31 |
-163.61 |
-1.4% |
11,348.12 |
| Range |
1,439.98 |
366.53 |
-1,073.45 |
-74.5% |
1,920.53 |
| ATR |
451.61 |
445.53 |
-6.08 |
-1.3% |
0.00 |
| Volume |
47,604 |
31,961 |
-15,643 |
-32.9% |
418,648 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,323.64 |
12,137.00 |
11,418.90 |
|
| R3 |
11,957.11 |
11,770.47 |
11,318.11 |
|
| R2 |
11,590.58 |
11,590.58 |
11,284.51 |
|
| R1 |
11,403.94 |
11,403.94 |
11,250.91 |
11,314.00 |
| PP |
11,224.05 |
11,224.05 |
11,224.05 |
11,179.07 |
| S1 |
11,037.41 |
11,037.41 |
11,183.71 |
10,947.47 |
| S2 |
10,857.52 |
10,857.52 |
11,150.11 |
|
| S3 |
10,490.99 |
10,670.88 |
11,116.51 |
|
| S4 |
10,124.46 |
10,304.35 |
11,015.72 |
|
|
| 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 |
10,661.65 |
1,439.98 |
12.8% |
639.94 |
5.7% |
39% |
False |
False |
42,138 |
| 10 |
12,101.63 |
9,296.97 |
2,804.66 |
25.0% |
591.55 |
5.3% |
68% |
False |
False |
61,019 |
| 20 |
12,101.63 |
9,037.31 |
3,064.32 |
27.3% |
385.80 |
3.4% |
71% |
False |
False |
41,328 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
29.0% |
351.08 |
3.1% |
73% |
False |
False |
37,873 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
30.8% |
396.30 |
3.5% |
74% |
False |
False |
43,451 |
| 80 |
12,101.63 |
6,485.16 |
5,616.47 |
50.1% |
436.85 |
3.9% |
84% |
False |
False |
51,436 |
| 100 |
12,101.63 |
5,029.03 |
7,072.60 |
63.1% |
459.62 |
4.1% |
87% |
False |
False |
54,907 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
72.9% |
504.50 |
4.5% |
89% |
False |
False |
61,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,968.43 |
|
2.618 |
12,370.26 |
|
1.618 |
12,003.73 |
|
1.000 |
11,777.21 |
|
0.618 |
11,637.20 |
|
HIGH |
11,410.68 |
|
0.618 |
11,270.67 |
|
0.500 |
11,227.42 |
|
0.382 |
11,184.16 |
|
LOW |
11,044.15 |
|
0.618 |
10,817.63 |
|
1.000 |
10,677.62 |
|
1.618 |
10,451.10 |
|
2.618 |
10,084.57 |
|
4.250 |
9,486.40 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,227.42 |
11,381.64 |
| PP |
11,224.05 |
11,326.86 |
| S1 |
11,220.68 |
11,272.09 |
|