| 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 |
11,054.00 |
11,080.50 |
26.50 |
0.2% |
10,490.00 |
| High |
11,094.75 |
11,144.00 |
49.25 |
0.4% |
10,939.00 |
| Low |
10,983.00 |
11,055.75 |
72.75 |
0.7% |
10,401.00 |
| Close |
11,086.00 |
11,091.75 |
5.75 |
0.1% |
10,890.50 |
| Range |
111.75 |
88.25 |
-23.50 |
-21.0% |
538.00 |
| ATR |
253.66 |
241.84 |
-11.81 |
-4.7% |
0.00 |
| Volume |
395,698 |
348,822 |
-46,876 |
-11.8% |
2,410,774 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,362.00 |
11,315.00 |
11,140.25 |
|
| R3 |
11,273.75 |
11,226.75 |
11,116.00 |
|
| R2 |
11,185.50 |
11,185.50 |
11,108.00 |
|
| R1 |
11,138.50 |
11,138.50 |
11,099.75 |
11,162.00 |
| PP |
11,097.25 |
11,097.25 |
11,097.25 |
11,109.00 |
| S1 |
11,050.25 |
11,050.25 |
11,083.75 |
11,073.75 |
| S2 |
11,009.00 |
11,009.00 |
11,075.50 |
|
| S3 |
10,920.75 |
10,962.00 |
11,067.50 |
|
| S4 |
10,832.50 |
10,873.75 |
11,043.25 |
|
|
| 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 |
11,144.00 |
10,502.75 |
641.25 |
5.8% |
207.75 |
1.9% |
92% |
True |
False |
457,370 |
| 10 |
11,144.00 |
10,301.00 |
843.00 |
7.6% |
247.50 |
2.2% |
94% |
True |
False |
484,158 |
| 20 |
11,144.00 |
10,301.00 |
843.00 |
7.6% |
258.50 |
2.3% |
94% |
True |
False |
549,398 |
| 40 |
11,144.00 |
9,368.25 |
1,775.75 |
16.0% |
260.00 |
2.3% |
97% |
True |
False |
488,087 |
| 60 |
11,144.00 |
8,834.00 |
2,310.00 |
20.8% |
243.50 |
2.2% |
98% |
True |
False |
325,892 |
| 80 |
11,144.00 |
8,313.25 |
2,830.75 |
25.5% |
245.50 |
2.2% |
98% |
True |
False |
244,511 |
| 100 |
11,144.00 |
6,626.00 |
4,518.00 |
40.7% |
283.50 |
2.6% |
99% |
True |
False |
195,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,519.00 |
|
2.618 |
11,375.00 |
|
1.618 |
11,286.75 |
|
1.000 |
11,232.25 |
|
0.618 |
11,198.50 |
|
HIGH |
11,144.00 |
|
0.618 |
11,110.25 |
|
0.500 |
11,100.00 |
|
0.382 |
11,089.50 |
|
LOW |
11,055.75 |
|
0.618 |
11,001.25 |
|
1.000 |
10,967.50 |
|
1.618 |
10,913.00 |
|
2.618 |
10,824.75 |
|
4.250 |
10,680.75 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,100.00 |
11,064.50 |
| PP |
11,097.25 |
11,037.25 |
| S1 |
11,094.50 |
11,010.00 |
|