| 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 |
11,094.00 |
11,260.50 |
166.50 |
1.5% |
10,933.25 |
| High |
11,271.75 |
11,283.25 |
11.50 |
0.1% |
11,283.25 |
| Low |
11,051.25 |
11,035.25 |
-16.00 |
-0.1% |
10,876.25 |
| Close |
11,261.25 |
11,122.75 |
-138.50 |
-1.2% |
11,122.75 |
| Range |
220.50 |
248.00 |
27.50 |
12.5% |
407.00 |
| ATR |
240.32 |
240.87 |
0.55 |
0.2% |
0.00 |
| Volume |
420,437 |
532,554 |
112,117 |
26.7% |
2,087,133 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,891.00 |
11,755.00 |
11,259.25 |
|
| R3 |
11,643.00 |
11,507.00 |
11,191.00 |
|
| R2 |
11,395.00 |
11,395.00 |
11,168.25 |
|
| R1 |
11,259.00 |
11,259.00 |
11,145.50 |
11,203.00 |
| PP |
11,147.00 |
11,147.00 |
11,147.00 |
11,119.00 |
| S1 |
11,011.00 |
11,011.00 |
11,100.00 |
10,955.00 |
| S2 |
10,899.00 |
10,899.00 |
11,077.25 |
|
| S3 |
10,651.00 |
10,763.00 |
11,054.50 |
|
| S4 |
10,403.00 |
10,515.00 |
10,986.25 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,315.00 |
12,126.00 |
11,346.50 |
|
| R3 |
11,908.00 |
11,719.00 |
11,234.75 |
|
| R2 |
11,501.00 |
11,501.00 |
11,197.25 |
|
| R1 |
11,312.00 |
11,312.00 |
11,160.00 |
11,406.50 |
| PP |
11,094.00 |
11,094.00 |
11,094.00 |
11,141.50 |
| S1 |
10,905.00 |
10,905.00 |
11,085.50 |
10,999.50 |
| S2 |
10,687.00 |
10,687.00 |
11,048.25 |
|
| S3 |
10,280.00 |
10,498.00 |
11,010.75 |
|
| S4 |
9,873.00 |
10,091.00 |
10,899.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,283.25 |
10,876.25 |
407.00 |
3.7% |
173.00 |
1.6% |
61% |
True |
False |
417,426 |
| 10 |
11,283.25 |
10,401.00 |
882.25 |
7.9% |
222.25 |
2.0% |
82% |
True |
False |
449,790 |
| 20 |
11,283.25 |
10,301.00 |
982.25 |
8.8% |
260.25 |
2.3% |
84% |
True |
False |
540,300 |
| 40 |
11,283.25 |
9,368.25 |
1,915.00 |
17.2% |
254.00 |
2.3% |
92% |
True |
False |
509,583 |
| 60 |
11,283.25 |
8,834.00 |
2,449.25 |
22.0% |
241.00 |
2.2% |
93% |
True |
False |
341,758 |
| 80 |
11,283.25 |
8,334.00 |
2,949.25 |
26.5% |
244.00 |
2.2% |
95% |
True |
False |
256,409 |
| 100 |
11,283.25 |
6,626.00 |
4,657.25 |
41.9% |
276.00 |
2.5% |
97% |
True |
False |
205,253 |
| 120 |
11,283.25 |
6,626.00 |
4,657.25 |
41.9% |
304.25 |
2.7% |
97% |
True |
False |
171,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,337.25 |
|
2.618 |
11,932.50 |
|
1.618 |
11,684.50 |
|
1.000 |
11,531.25 |
|
0.618 |
11,436.50 |
|
HIGH |
11,283.25 |
|
0.618 |
11,188.50 |
|
0.500 |
11,159.25 |
|
0.382 |
11,130.00 |
|
LOW |
11,035.25 |
|
0.618 |
10,882.00 |
|
1.000 |
10,787.25 |
|
1.618 |
10,634.00 |
|
2.618 |
10,386.00 |
|
4.250 |
9,981.25 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,159.25 |
11,159.25 |
| PP |
11,147.00 |
11,147.00 |
| S1 |
11,135.00 |
11,135.00 |
|