| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,300.75 |
3,317.00 |
16.25 |
0.5% |
3,210.75 |
| High |
3,323.25 |
3,345.50 |
22.25 |
0.7% |
3,273.75 |
| Low |
3,292.00 |
3,300.50 |
8.50 |
0.3% |
3,192.00 |
| Close |
3,316.00 |
3,344.25 |
28.25 |
0.9% |
3,263.50 |
| Range |
31.25 |
45.00 |
13.75 |
44.0% |
81.75 |
| ATR |
54.48 |
53.80 |
-0.68 |
-1.2% |
0.00 |
| Volume |
1,116,787 |
1,346,665 |
229,878 |
20.6% |
8,176,351 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,465.00 |
3,449.75 |
3,369.00 |
|
| R3 |
3,420.00 |
3,404.75 |
3,356.50 |
|
| R2 |
3,375.00 |
3,375.00 |
3,352.50 |
|
| R1 |
3,359.75 |
3,359.75 |
3,348.50 |
3,367.50 |
| PP |
3,330.00 |
3,330.00 |
3,330.00 |
3,334.00 |
| S1 |
3,314.75 |
3,314.75 |
3,340.00 |
3,322.50 |
| S2 |
3,285.00 |
3,285.00 |
3,336.00 |
|
| S3 |
3,240.00 |
3,269.75 |
3,332.00 |
|
| S4 |
3,195.00 |
3,224.75 |
3,319.50 |
|
|
| 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 |
3,345.50 |
3,212.50 |
133.00 |
4.0% |
41.50 |
1.2% |
99% |
True |
False |
1,428,392 |
| 10 |
3,345.50 |
3,191.50 |
154.00 |
4.6% |
46.50 |
1.4% |
99% |
True |
False |
1,479,686 |
| 20 |
3,345.50 |
3,111.50 |
234.00 |
7.0% |
50.75 |
1.5% |
99% |
True |
False |
1,556,543 |
| 40 |
3,345.50 |
2,923.75 |
421.75 |
12.6% |
66.75 |
2.0% |
100% |
True |
False |
1,703,756 |
| 60 |
3,345.50 |
2,751.50 |
594.00 |
17.8% |
65.50 |
2.0% |
100% |
True |
False |
1,145,126 |
| 80 |
3,345.50 |
2,711.00 |
634.50 |
19.0% |
67.75 |
2.0% |
100% |
True |
False |
859,542 |
| 100 |
3,345.50 |
2,165.50 |
1,180.00 |
35.3% |
85.00 |
2.5% |
100% |
True |
False |
689,229 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
36.8% |
96.50 |
2.9% |
96% |
False |
False |
574,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,536.75 |
|
2.618 |
3,463.25 |
|
1.618 |
3,418.25 |
|
1.000 |
3,390.50 |
|
0.618 |
3,373.25 |
|
HIGH |
3,345.50 |
|
0.618 |
3,328.25 |
|
0.500 |
3,323.00 |
|
0.382 |
3,317.75 |
|
LOW |
3,300.50 |
|
0.618 |
3,272.75 |
|
1.000 |
3,255.50 |
|
1.618 |
3,227.75 |
|
2.618 |
3,182.75 |
|
4.250 |
3,109.25 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,337.25 |
3,332.25 |
| PP |
3,330.00 |
3,320.25 |
| S1 |
3,323.00 |
3,308.25 |
|