| 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 |
3,269.25 |
3,272.00 |
2.75 |
0.1% |
3,210.75 |
| High |
3,273.75 |
3,295.50 |
21.75 |
0.7% |
3,273.75 |
| Low |
3,212.50 |
3,254.75 |
42.25 |
1.3% |
3,192.00 |
| Close |
3,263.50 |
3,288.50 |
25.00 |
0.8% |
3,263.50 |
| Range |
61.25 |
40.75 |
-20.50 |
-33.5% |
81.75 |
| ATR |
59.68 |
58.33 |
-1.35 |
-2.3% |
0.00 |
| Volume |
2,282,794 |
1,250,449 |
-1,032,345 |
-45.2% |
8,176,351 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.75 |
3,386.00 |
3,311.00 |
|
| R3 |
3,361.00 |
3,345.25 |
3,299.75 |
|
| R2 |
3,320.25 |
3,320.25 |
3,296.00 |
|
| R1 |
3,304.50 |
3,304.50 |
3,292.25 |
3,312.50 |
| PP |
3,279.50 |
3,279.50 |
3,279.50 |
3,283.50 |
| S1 |
3,263.75 |
3,263.75 |
3,284.75 |
3,271.50 |
| S2 |
3,238.75 |
3,238.75 |
3,281.00 |
|
| S3 |
3,198.00 |
3,223.00 |
3,277.25 |
|
| S4 |
3,157.25 |
3,182.25 |
3,266.00 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,488.25 |
3,457.75 |
3,308.50 |
|
| R3 |
3,406.50 |
3,376.00 |
3,286.00 |
|
| R2 |
3,324.75 |
3,324.75 |
3,278.50 |
|
| R1 |
3,294.25 |
3,294.25 |
3,271.00 |
3,309.50 |
| PP |
3,243.00 |
3,243.00 |
3,243.00 |
3,250.75 |
| S1 |
3,212.50 |
3,212.50 |
3,256.00 |
3,227.75 |
| S2 |
3,161.25 |
3,161.25 |
3,248.50 |
|
| S3 |
3,079.50 |
3,130.75 |
3,241.00 |
|
| S4 |
2,997.75 |
3,049.00 |
3,218.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,295.50 |
3,195.00 |
100.50 |
3.1% |
53.50 |
1.6% |
93% |
True |
False |
1,625,457 |
| 10 |
3,295.50 |
3,191.50 |
104.00 |
3.2% |
50.75 |
1.5% |
93% |
True |
False |
1,571,077 |
| 20 |
3,295.50 |
3,105.25 |
190.25 |
5.8% |
53.25 |
1.6% |
96% |
True |
False |
1,613,252 |
| 40 |
3,295.50 |
2,923.75 |
371.75 |
11.3% |
67.75 |
2.1% |
98% |
True |
False |
1,622,146 |
| 60 |
3,295.50 |
2,751.50 |
544.00 |
16.5% |
67.25 |
2.0% |
99% |
True |
False |
1,085,111 |
| 80 |
3,295.50 |
2,695.75 |
599.75 |
18.2% |
70.25 |
2.1% |
99% |
True |
False |
814,541 |
| 100 |
3,295.50 |
2,165.50 |
1,130.00 |
34.4% |
93.25 |
2.8% |
99% |
True |
False |
653,249 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.4% |
96.25 |
2.9% |
91% |
False |
False |
544,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,468.75 |
|
2.618 |
3,402.25 |
|
1.618 |
3,361.50 |
|
1.000 |
3,336.25 |
|
0.618 |
3,320.75 |
|
HIGH |
3,295.50 |
|
0.618 |
3,280.00 |
|
0.500 |
3,275.00 |
|
0.382 |
3,270.25 |
|
LOW |
3,254.75 |
|
0.618 |
3,229.50 |
|
1.000 |
3,214.00 |
|
1.618 |
3,188.75 |
|
2.618 |
3,148.00 |
|
4.250 |
3,081.50 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,284.00 |
3,274.00 |
| PP |
3,279.50 |
3,259.75 |
| S1 |
3,275.00 |
3,245.25 |
|