| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,380.92 |
11,217.31 |
-163.61 |
-1.4% |
9,628.27 |
| High |
11,410.68 |
11,724.92 |
314.24 |
2.8% |
11,455.24 |
| Low |
11,044.15 |
11,109.49 |
65.34 |
0.6% |
9,534.71 |
| Close |
11,217.31 |
11,692.87 |
475.56 |
4.2% |
11,348.12 |
| Range |
366.53 |
615.43 |
248.90 |
67.9% |
1,920.53 |
| ATR |
445.53 |
457.67 |
12.14 |
2.7% |
0.00 |
| Volume |
31,961 |
32,935 |
974 |
3.0% |
418,648 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,355.38 |
13,139.56 |
12,031.36 |
|
| R3 |
12,739.95 |
12,524.13 |
11,862.11 |
|
| R2 |
12,124.52 |
12,124.52 |
11,805.70 |
|
| R1 |
11,908.70 |
11,908.70 |
11,749.28 |
12,016.61 |
| PP |
11,509.09 |
11,509.09 |
11,509.09 |
11,563.05 |
| S1 |
11,293.27 |
11,293.27 |
11,636.46 |
11,401.18 |
| S2 |
10,893.66 |
10,893.66 |
11,580.04 |
|
| S3 |
10,278.23 |
10,677.84 |
11,523.63 |
|
| S4 |
9,662.80 |
10,062.41 |
11,354.38 |
|
|
| 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 |
12.3% |
675.23 |
5.8% |
72% |
False |
False |
38,908 |
| 10 |
12,101.63 |
9,370.19 |
2,731.44 |
23.4% |
642.81 |
5.5% |
85% |
False |
False |
62,541 |
| 20 |
12,101.63 |
9,037.31 |
3,064.32 |
26.2% |
404.58 |
3.5% |
87% |
False |
False |
41,579 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
27.8% |
359.36 |
3.1% |
87% |
False |
False |
37,765 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.5% |
396.83 |
3.4% |
88% |
False |
False |
43,139 |
| 80 |
12,101.63 |
6,485.16 |
5,616.47 |
48.0% |
441.52 |
3.8% |
93% |
False |
False |
51,421 |
| 100 |
12,101.63 |
5,267.61 |
6,834.02 |
58.4% |
460.43 |
3.9% |
94% |
False |
False |
54,372 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
69.9% |
501.62 |
4.3% |
95% |
False |
False |
61,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,340.50 |
|
2.618 |
13,336.12 |
|
1.618 |
12,720.69 |
|
1.000 |
12,340.35 |
|
0.618 |
12,105.26 |
|
HIGH |
11,724.92 |
|
0.618 |
11,489.83 |
|
0.500 |
11,417.21 |
|
0.382 |
11,344.58 |
|
LOW |
11,109.49 |
|
0.618 |
10,729.15 |
|
1.000 |
10,494.06 |
|
1.618 |
10,113.72 |
|
2.618 |
9,498.29 |
|
4.250 |
8,493.91 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,600.98 |
11,589.13 |
| PP |
11,509.09 |
11,485.38 |
| S1 |
11,417.21 |
11,381.64 |
|