| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,692.86 |
11,859.61 |
166.75 |
1.4% |
11,348.12 |
| High |
11,909.66 |
11,911.65 |
1.99 |
0.0% |
12,101.63 |
| Low |
11,568.07 |
11,356.23 |
-211.84 |
-1.8% |
10,661.65 |
| Close |
11,859.61 |
11,574.18 |
-285.43 |
-2.4% |
11,574.18 |
| Range |
341.59 |
555.42 |
213.83 |
62.6% |
1,439.98 |
| ATR |
449.37 |
456.95 |
7.57 |
1.7% |
0.00 |
| Volume |
43,976 |
53,171 |
9,195 |
20.9% |
209,647 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,280.28 |
12,982.65 |
11,879.66 |
|
| R3 |
12,724.86 |
12,427.23 |
11,726.92 |
|
| R2 |
12,169.44 |
12,169.44 |
11,676.01 |
|
| R1 |
11,871.81 |
11,871.81 |
11,625.09 |
11,742.92 |
| PP |
11,614.02 |
11,614.02 |
11,614.02 |
11,549.57 |
| S1 |
11,316.39 |
11,316.39 |
11,523.27 |
11,187.50 |
| S2 |
11,058.60 |
11,058.60 |
11,472.35 |
|
| S3 |
10,503.18 |
10,760.97 |
11,421.44 |
|
| S4 |
9,947.76 |
10,205.55 |
11,268.70 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,765.76 |
15,109.95 |
12,366.17 |
|
| R3 |
14,325.78 |
13,669.97 |
11,970.17 |
|
| R2 |
12,885.80 |
12,885.80 |
11,838.18 |
|
| R1 |
12,229.99 |
12,229.99 |
11,706.18 |
12,557.90 |
| PP |
11,445.82 |
11,445.82 |
11,445.82 |
11,609.77 |
| S1 |
10,790.01 |
10,790.01 |
11,442.18 |
11,117.92 |
| S2 |
10,005.84 |
10,005.84 |
11,310.18 |
|
| S3 |
8,565.86 |
9,350.03 |
11,178.19 |
|
| S4 |
7,125.88 |
7,910.05 |
10,782.19 |
|
|
| 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 |
12.4% |
663.79 |
5.7% |
63% |
False |
False |
41,929 |
| 10 |
12,101.63 |
9,534.71 |
2,566.92 |
22.2% |
687.49 |
5.9% |
79% |
False |
False |
62,829 |
| 20 |
12,101.63 |
9,037.31 |
3,064.32 |
26.5% |
428.14 |
3.7% |
83% |
False |
False |
44,295 |
| 40 |
12,101.63 |
8,848.18 |
3,253.45 |
28.1% |
352.52 |
3.0% |
84% |
False |
False |
37,394 |
| 60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.8% |
389.33 |
3.4% |
85% |
False |
False |
42,146 |
| 80 |
12,101.63 |
6,765.37 |
5,336.26 |
46.1% |
442.16 |
3.8% |
90% |
False |
False |
51,082 |
| 100 |
12,101.63 |
5,720.83 |
6,380.80 |
55.1% |
445.89 |
3.9% |
92% |
False |
False |
52,998 |
| 120 |
12,101.63 |
3,925.27 |
8,176.36 |
70.6% |
505.47 |
4.4% |
94% |
False |
False |
61,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,272.19 |
|
2.618 |
13,365.74 |
|
1.618 |
12,810.32 |
|
1.000 |
12,467.07 |
|
0.618 |
12,254.90 |
|
HIGH |
11,911.65 |
|
0.618 |
11,699.48 |
|
0.500 |
11,633.94 |
|
0.382 |
11,568.40 |
|
LOW |
11,356.23 |
|
0.618 |
11,012.98 |
|
1.000 |
10,800.81 |
|
1.618 |
10,457.56 |
|
2.618 |
9,902.14 |
|
4.250 |
8,995.70 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,633.94 |
11,552.98 |
| PP |
11,614.02 |
11,531.77 |
| S1 |
11,594.10 |
11,510.57 |
|