| 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 |
10,906.50 |
10,933.25 |
26.75 |
0.2% |
10,490.00 |
| High |
10,939.00 |
11,073.00 |
134.00 |
1.2% |
10,939.00 |
| Low |
10,691.00 |
10,876.25 |
185.25 |
1.7% |
10,401.00 |
| Close |
10,890.50 |
11,044.25 |
153.75 |
1.4% |
10,890.50 |
| Range |
248.00 |
196.75 |
-51.25 |
-20.7% |
538.00 |
| ATR |
269.79 |
264.57 |
-5.22 |
-1.9% |
0.00 |
| Volume |
631,553 |
389,622 |
-241,931 |
-38.3% |
2,410,774 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,588.00 |
11,513.00 |
11,152.50 |
|
| R3 |
11,391.25 |
11,316.25 |
11,098.25 |
|
| R2 |
11,194.50 |
11,194.50 |
11,080.25 |
|
| R1 |
11,119.50 |
11,119.50 |
11,062.25 |
11,157.00 |
| PP |
10,997.75 |
10,997.75 |
10,997.75 |
11,016.50 |
| S1 |
10,922.75 |
10,922.75 |
11,026.25 |
10,960.25 |
| S2 |
10,801.00 |
10,801.00 |
11,008.25 |
|
| S3 |
10,604.25 |
10,726.00 |
10,990.25 |
|
| S4 |
10,407.50 |
10,529.25 |
10,936.00 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,357.50 |
12,162.00 |
11,186.50 |
|
| R3 |
11,819.50 |
11,624.00 |
11,038.50 |
|
| R2 |
11,281.50 |
11,281.50 |
10,989.25 |
|
| R1 |
11,086.00 |
11,086.00 |
10,939.75 |
11,183.75 |
| PP |
10,743.50 |
10,743.50 |
10,743.50 |
10,792.50 |
| S1 |
10,548.00 |
10,548.00 |
10,841.25 |
10,645.75 |
| S2 |
10,205.50 |
10,205.50 |
10,791.75 |
|
| S3 |
9,667.50 |
10,010.00 |
10,742.50 |
|
| S4 |
9,129.50 |
9,472.00 |
10,594.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,073.00 |
10,502.75 |
570.25 |
5.2% |
254.25 |
2.3% |
95% |
True |
False |
471,118 |
| 10 |
11,073.00 |
10,301.00 |
772.00 |
7.0% |
270.25 |
2.4% |
96% |
True |
False |
516,891 |
| 20 |
11,073.00 |
10,301.00 |
772.00 |
7.0% |
266.50 |
2.4% |
96% |
True |
False |
559,483 |
| 40 |
11,073.00 |
9,368.25 |
1,704.75 |
15.4% |
263.75 |
2.4% |
98% |
True |
False |
469,822 |
| 60 |
11,073.00 |
8,834.00 |
2,239.00 |
20.3% |
246.00 |
2.2% |
99% |
True |
False |
313,501 |
| 80 |
11,073.00 |
8,074.25 |
2,998.75 |
27.2% |
248.75 |
2.3% |
99% |
True |
False |
235,213 |
| 100 |
11,073.00 |
6,626.00 |
4,447.00 |
40.3% |
301.00 |
2.7% |
99% |
True |
False |
188,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,909.25 |
|
2.618 |
11,588.00 |
|
1.618 |
11,391.25 |
|
1.000 |
11,269.75 |
|
0.618 |
11,194.50 |
|
HIGH |
11,073.00 |
|
0.618 |
10,997.75 |
|
0.500 |
10,974.50 |
|
0.382 |
10,951.50 |
|
LOW |
10,876.25 |
|
0.618 |
10,754.75 |
|
1.000 |
10,679.50 |
|
1.618 |
10,558.00 |
|
2.618 |
10,361.25 |
|
4.250 |
10,040.00 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,021.00 |
10,958.75 |
| PP |
10,997.75 |
10,873.25 |
| S1 |
10,974.50 |
10,788.00 |
|