| 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 |
3,272.00 |
3,290.75 |
18.75 |
0.6% |
3,210.75 |
| High |
3,295.50 |
3,300.50 |
5.00 |
0.2% |
3,273.75 |
| Low |
3,254.75 |
3,271.00 |
16.25 |
0.5% |
3,192.00 |
| Close |
3,288.50 |
3,300.00 |
11.50 |
0.3% |
3,263.50 |
| Range |
40.75 |
29.50 |
-11.25 |
-27.6% |
81.75 |
| ATR |
58.33 |
56.27 |
-2.06 |
-3.5% |
0.00 |
| Volume |
1,250,449 |
1,145,269 |
-105,180 |
-8.4% |
8,176,351 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,379.00 |
3,369.00 |
3,316.25 |
|
| R3 |
3,349.50 |
3,339.50 |
3,308.00 |
|
| R2 |
3,320.00 |
3,320.00 |
3,305.50 |
|
| R1 |
3,310.00 |
3,310.00 |
3,302.75 |
3,315.00 |
| PP |
3,290.50 |
3,290.50 |
3,290.50 |
3,293.00 |
| S1 |
3,280.50 |
3,280.50 |
3,297.25 |
3,285.50 |
| S2 |
3,261.00 |
3,261.00 |
3,294.50 |
|
| S3 |
3,231.50 |
3,251.00 |
3,292.00 |
|
| S4 |
3,202.00 |
3,221.50 |
3,283.75 |
|
|
| 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 |
3,300.50 |
3,195.00 |
105.50 |
3.2% |
51.75 |
1.6% |
100% |
True |
False |
1,579,452 |
| 10 |
3,300.50 |
3,191.50 |
109.00 |
3.3% |
50.25 |
1.5% |
100% |
True |
False |
1,539,211 |
| 20 |
3,300.50 |
3,105.25 |
195.25 |
5.9% |
52.25 |
1.6% |
100% |
True |
False |
1,603,842 |
| 40 |
3,300.50 |
2,923.75 |
376.75 |
11.4% |
67.25 |
2.0% |
100% |
True |
False |
1,648,515 |
| 60 |
3,300.50 |
2,751.50 |
549.00 |
16.6% |
66.75 |
2.0% |
100% |
True |
False |
1,104,163 |
| 80 |
3,300.50 |
2,704.00 |
596.50 |
18.1% |
69.25 |
2.1% |
100% |
True |
False |
828,805 |
| 100 |
3,300.50 |
2,165.50 |
1,135.00 |
34.4% |
90.25 |
2.7% |
100% |
True |
False |
664,669 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.3% |
96.25 |
2.9% |
92% |
False |
False |
554,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,426.00 |
|
2.618 |
3,377.75 |
|
1.618 |
3,348.25 |
|
1.000 |
3,330.00 |
|
0.618 |
3,318.75 |
|
HIGH |
3,300.50 |
|
0.618 |
3,289.25 |
|
0.500 |
3,285.75 |
|
0.382 |
3,282.25 |
|
LOW |
3,271.00 |
|
0.618 |
3,252.75 |
|
1.000 |
3,241.50 |
|
1.618 |
3,223.25 |
|
2.618 |
3,193.75 |
|
4.250 |
3,145.50 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,295.25 |
3,285.50 |
| PP |
3,290.50 |
3,271.00 |
| S1 |
3,285.75 |
3,256.50 |
|