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 |
3,317.00 |
3,343.75 |
26.75 |
0.8% |
3,272.00 |
High |
3,345.50 |
3,347.75 |
2.25 |
0.1% |
3,347.75 |
Low |
3,300.50 |
3,322.25 |
21.75 |
0.7% |
3,254.75 |
Close |
3,344.25 |
3,344.75 |
0.50 |
0.0% |
3,344.75 |
Range |
45.00 |
25.50 |
-19.50 |
-43.3% |
93.00 |
ATR |
53.80 |
51.78 |
-2.02 |
-3.8% |
0.00 |
Volume |
1,346,665 |
1,615,367 |
268,702 |
20.0% |
6,474,537 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414.75 |
3,405.25 |
3,358.75 |
|
R3 |
3,389.25 |
3,379.75 |
3,351.75 |
|
R2 |
3,363.75 |
3,363.75 |
3,349.50 |
|
R1 |
3,354.25 |
3,354.25 |
3,347.00 |
3,359.00 |
PP |
3,338.25 |
3,338.25 |
3,338.25 |
3,340.50 |
S1 |
3,328.75 |
3,328.75 |
3,342.50 |
3,333.50 |
S2 |
3,312.75 |
3,312.75 |
3,340.00 |
|
S3 |
3,287.25 |
3,303.25 |
3,337.75 |
|
S4 |
3,261.75 |
3,277.75 |
3,330.75 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,594.75 |
3,562.75 |
3,396.00 |
|
R3 |
3,501.75 |
3,469.75 |
3,370.25 |
|
R2 |
3,408.75 |
3,408.75 |
3,361.75 |
|
R1 |
3,376.75 |
3,376.75 |
3,353.25 |
3,392.75 |
PP |
3,315.75 |
3,315.75 |
3,315.75 |
3,323.75 |
S1 |
3,283.75 |
3,283.75 |
3,336.25 |
3,299.75 |
S2 |
3,222.75 |
3,222.75 |
3,327.75 |
|
S3 |
3,129.75 |
3,190.75 |
3,319.25 |
|
S4 |
3,036.75 |
3,097.75 |
3,293.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,347.75 |
3,254.75 |
93.00 |
2.8% |
34.50 |
1.0% |
97% |
True |
False |
1,294,907 |
10 |
3,347.75 |
3,192.00 |
155.75 |
4.7% |
44.25 |
1.3% |
98% |
True |
False |
1,465,088 |
20 |
3,347.75 |
3,119.00 |
228.75 |
6.8% |
48.50 |
1.4% |
99% |
True |
False |
1,566,882 |
40 |
3,347.75 |
2,923.75 |
424.00 |
12.7% |
62.75 |
1.9% |
99% |
True |
False |
1,724,000 |
60 |
3,347.75 |
2,751.50 |
596.25 |
17.8% |
64.50 |
1.9% |
99% |
True |
False |
1,171,957 |
80 |
3,347.75 |
2,711.00 |
636.75 |
19.0% |
66.75 |
2.0% |
100% |
True |
False |
879,675 |
100 |
3,347.75 |
2,165.50 |
1,182.25 |
35.3% |
83.25 |
2.5% |
100% |
True |
False |
705,329 |
120 |
3,396.50 |
2,165.50 |
1,231.00 |
36.8% |
96.25 |
2.9% |
96% |
False |
False |
588,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,456.00 |
2.618 |
3,414.50 |
1.618 |
3,389.00 |
1.000 |
3,373.25 |
0.618 |
3,363.50 |
HIGH |
3,347.75 |
0.618 |
3,338.00 |
0.500 |
3,335.00 |
0.382 |
3,332.00 |
LOW |
3,322.25 |
0.618 |
3,306.50 |
1.000 |
3,296.75 |
1.618 |
3,281.00 |
2.618 |
3,255.50 |
4.250 |
3,214.00 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,341.50 |
3,336.50 |
PP |
3,338.25 |
3,328.25 |
S1 |
3,335.00 |
3,320.00 |
|