| 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 |
11,080.50 |
11,094.00 |
13.50 |
0.1% |
10,490.00 |
| High |
11,144.00 |
11,271.75 |
127.75 |
1.1% |
10,939.00 |
| Low |
11,055.75 |
11,051.25 |
-4.50 |
0.0% |
10,401.00 |
| Close |
11,091.75 |
11,261.25 |
169.50 |
1.5% |
10,890.50 |
| Range |
88.25 |
220.50 |
132.25 |
149.9% |
538.00 |
| ATR |
241.84 |
240.32 |
-1.52 |
-0.6% |
0.00 |
| Volume |
348,822 |
420,437 |
71,615 |
20.5% |
2,410,774 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,856.25 |
11,779.25 |
11,382.50 |
|
| R3 |
11,635.75 |
11,558.75 |
11,322.00 |
|
| R2 |
11,415.25 |
11,415.25 |
11,301.75 |
|
| R1 |
11,338.25 |
11,338.25 |
11,281.50 |
11,376.75 |
| PP |
11,194.75 |
11,194.75 |
11,194.75 |
11,214.00 |
| S1 |
11,117.75 |
11,117.75 |
11,241.00 |
11,156.25 |
| S2 |
10,974.25 |
10,974.25 |
11,220.75 |
|
| S3 |
10,753.75 |
10,897.25 |
11,200.50 |
|
| S4 |
10,533.25 |
10,676.75 |
11,140.00 |
|
|
| 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 |
11,271.75 |
10,691.00 |
580.75 |
5.2% |
173.00 |
1.5% |
98% |
True |
False |
437,226 |
| 10 |
11,271.75 |
10,301.00 |
970.75 |
8.6% |
227.00 |
2.0% |
99% |
True |
False |
461,783 |
| 20 |
11,271.75 |
10,301.00 |
970.75 |
8.6% |
259.00 |
2.3% |
99% |
True |
False |
540,050 |
| 40 |
11,271.75 |
9,368.25 |
1,903.50 |
16.9% |
260.75 |
2.3% |
99% |
True |
False |
498,314 |
| 60 |
11,271.75 |
8,834.00 |
2,437.75 |
21.6% |
242.25 |
2.2% |
100% |
True |
False |
332,891 |
| 80 |
11,271.75 |
8,334.00 |
2,937.75 |
26.1% |
243.50 |
2.2% |
100% |
True |
False |
249,757 |
| 100 |
11,271.75 |
6,626.00 |
4,645.75 |
41.3% |
279.25 |
2.5% |
100% |
True |
False |
199,928 |
| 120 |
11,271.75 |
6,626.00 |
4,645.75 |
41.3% |
303.25 |
2.7% |
100% |
True |
False |
166,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,209.00 |
|
2.618 |
11,849.00 |
|
1.618 |
11,628.50 |
|
1.000 |
11,492.25 |
|
0.618 |
11,408.00 |
|
HIGH |
11,271.75 |
|
0.618 |
11,187.50 |
|
0.500 |
11,161.50 |
|
0.382 |
11,135.50 |
|
LOW |
11,051.25 |
|
0.618 |
10,915.00 |
|
1.000 |
10,830.75 |
|
1.618 |
10,694.50 |
|
2.618 |
10,474.00 |
|
4.250 |
10,114.00 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,228.00 |
11,216.50 |
| PP |
11,194.75 |
11,172.00 |
| S1 |
11,161.50 |
11,127.50 |
|