| 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 |
3,290.75 |
3,300.75 |
10.00 |
0.3% |
3,210.75 |
| High |
3,300.50 |
3,323.25 |
22.75 |
0.7% |
3,273.75 |
| Low |
3,271.00 |
3,292.00 |
21.00 |
0.6% |
3,192.00 |
| Close |
3,300.00 |
3,316.00 |
16.00 |
0.5% |
3,263.50 |
| Range |
29.50 |
31.25 |
1.75 |
5.9% |
81.75 |
| ATR |
56.27 |
54.48 |
-1.79 |
-3.2% |
0.00 |
| Volume |
1,145,269 |
1,116,787 |
-28,482 |
-2.5% |
8,176,351 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,404.25 |
3,391.25 |
3,333.25 |
|
| R3 |
3,373.00 |
3,360.00 |
3,324.50 |
|
| R2 |
3,341.75 |
3,341.75 |
3,321.75 |
|
| R1 |
3,328.75 |
3,328.75 |
3,318.75 |
3,335.25 |
| PP |
3,310.50 |
3,310.50 |
3,310.50 |
3,313.50 |
| S1 |
3,297.50 |
3,297.50 |
3,313.25 |
3,304.00 |
| S2 |
3,279.25 |
3,279.25 |
3,310.25 |
|
| S3 |
3,248.00 |
3,266.25 |
3,307.50 |
|
| S4 |
3,216.75 |
3,235.00 |
3,298.75 |
|
|
| 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 |
3,323.25 |
3,195.00 |
128.25 |
3.9% |
47.25 |
1.4% |
94% |
True |
False |
1,559,204 |
| 10 |
3,323.25 |
3,191.50 |
131.75 |
4.0% |
49.00 |
1.5% |
94% |
True |
False |
1,515,465 |
| 20 |
3,323.25 |
3,105.25 |
218.00 |
6.6% |
51.75 |
1.6% |
97% |
True |
False |
1,583,301 |
| 40 |
3,323.25 |
2,923.75 |
399.50 |
12.0% |
67.00 |
2.0% |
98% |
True |
False |
1,674,102 |
| 60 |
3,323.25 |
2,751.50 |
571.75 |
17.2% |
66.25 |
2.0% |
99% |
True |
False |
1,122,726 |
| 80 |
3,323.25 |
2,711.00 |
612.25 |
18.5% |
68.25 |
2.1% |
99% |
True |
False |
842,729 |
| 100 |
3,323.25 |
2,165.50 |
1,157.75 |
34.9% |
87.50 |
2.6% |
99% |
True |
False |
675,808 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.1% |
96.25 |
2.9% |
93% |
False |
False |
563,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,456.00 |
|
2.618 |
3,405.00 |
|
1.618 |
3,373.75 |
|
1.000 |
3,354.50 |
|
0.618 |
3,342.50 |
|
HIGH |
3,323.25 |
|
0.618 |
3,311.25 |
|
0.500 |
3,307.50 |
|
0.382 |
3,304.00 |
|
LOW |
3,292.00 |
|
0.618 |
3,272.75 |
|
1.000 |
3,260.75 |
|
1.618 |
3,241.50 |
|
2.618 |
3,210.25 |
|
4.250 |
3,159.25 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,313.25 |
3,307.00 |
| PP |
3,310.50 |
3,298.00 |
| S1 |
3,307.50 |
3,289.00 |
|