| 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 |
10,933.25 |
11,054.00 |
120.75 |
1.1% |
10,490.00 |
| High |
11,073.00 |
11,094.75 |
21.75 |
0.2% |
10,939.00 |
| Low |
10,876.25 |
10,983.00 |
106.75 |
1.0% |
10,401.00 |
| Close |
11,044.25 |
11,086.00 |
41.75 |
0.4% |
10,890.50 |
| Range |
196.75 |
111.75 |
-85.00 |
-43.2% |
538.00 |
| ATR |
264.57 |
253.66 |
-10.92 |
-4.1% |
0.00 |
| Volume |
389,622 |
395,698 |
6,076 |
1.6% |
2,410,774 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,389.75 |
11,349.75 |
11,147.50 |
|
| R3 |
11,278.00 |
11,238.00 |
11,116.75 |
|
| R2 |
11,166.25 |
11,166.25 |
11,106.50 |
|
| R1 |
11,126.25 |
11,126.25 |
11,096.25 |
11,146.25 |
| PP |
11,054.50 |
11,054.50 |
11,054.50 |
11,064.50 |
| S1 |
11,014.50 |
11,014.50 |
11,075.75 |
11,034.50 |
| S2 |
10,942.75 |
10,942.75 |
11,065.50 |
|
| S3 |
10,831.00 |
10,902.75 |
11,055.25 |
|
| S4 |
10,719.25 |
10,791.00 |
11,024.50 |
|
|
| 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 |
11,094.75 |
10,502.75 |
592.00 |
5.3% |
227.75 |
2.1% |
99% |
True |
False |
461,208 |
| 10 |
11,094.75 |
10,301.00 |
793.75 |
7.2% |
254.00 |
2.3% |
99% |
True |
False |
497,661 |
| 20 |
11,094.75 |
10,301.00 |
793.75 |
7.2% |
262.50 |
2.4% |
99% |
True |
False |
556,008 |
| 40 |
11,094.75 |
9,368.25 |
1,726.50 |
15.6% |
262.75 |
2.4% |
99% |
True |
False |
479,590 |
| 60 |
11,094.75 |
8,834.00 |
2,260.75 |
20.4% |
245.75 |
2.2% |
100% |
True |
False |
320,088 |
| 80 |
11,094.75 |
8,074.25 |
3,020.50 |
27.2% |
247.50 |
2.2% |
100% |
True |
False |
240,155 |
| 100 |
11,094.75 |
6,626.00 |
4,468.75 |
40.3% |
292.50 |
2.6% |
100% |
True |
False |
192,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,569.75 |
|
2.618 |
11,387.25 |
|
1.618 |
11,275.50 |
|
1.000 |
11,206.50 |
|
0.618 |
11,163.75 |
|
HIGH |
11,094.75 |
|
0.618 |
11,052.00 |
|
0.500 |
11,039.00 |
|
0.382 |
11,025.75 |
|
LOW |
10,983.00 |
|
0.618 |
10,914.00 |
|
1.000 |
10,871.25 |
|
1.618 |
10,802.25 |
|
2.618 |
10,690.50 |
|
4.250 |
10,508.00 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,070.25 |
11,021.50 |
| PP |
11,054.50 |
10,957.25 |
| S1 |
11,039.00 |
10,893.00 |
|