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 |
26,414 |
26,400 |
-14 |
-0.1% |
26,275 |
High |
26,457 |
26,603 |
146 |
0.6% |
26,599 |
Low |
25,905 |
26,197 |
292 |
1.1% |
25,881 |
Close |
26,319 |
26,558 |
239 |
0.9% |
26,319 |
Range |
552 |
406 |
-146 |
-26.4% |
718 |
ATR |
515 |
507 |
-8 |
-1.5% |
0 |
Volume |
235,903 |
140,685 |
-95,218 |
-40.4% |
877,409 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,671 |
27,520 |
26,781 |
|
R3 |
27,265 |
27,114 |
26,670 |
|
R2 |
26,859 |
26,859 |
26,633 |
|
R1 |
26,708 |
26,708 |
26,595 |
26,784 |
PP |
26,453 |
26,453 |
26,453 |
26,490 |
S1 |
26,302 |
26,302 |
26,521 |
26,378 |
S2 |
26,047 |
26,047 |
26,484 |
|
S3 |
25,641 |
25,896 |
26,446 |
|
S4 |
25,235 |
25,490 |
26,335 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,420 |
28,088 |
26,714 |
|
R3 |
27,702 |
27,370 |
26,517 |
|
R2 |
26,984 |
26,984 |
26,451 |
|
R1 |
26,652 |
26,652 |
26,385 |
26,818 |
PP |
26,266 |
26,266 |
26,266 |
26,350 |
S1 |
25,934 |
25,934 |
26,253 |
26,100 |
S2 |
25,548 |
25,548 |
26,187 |
|
S3 |
24,830 |
25,216 |
26,122 |
|
S4 |
24,112 |
24,498 |
25,924 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,603 |
25,881 |
722 |
2.7% |
443 |
1.7% |
94% |
True |
False |
175,275 |
10 |
27,057 |
25,881 |
1,176 |
4.4% |
418 |
1.6% |
58% |
False |
False |
172,732 |
20 |
27,063 |
25,293 |
1,770 |
6.7% |
457 |
1.7% |
71% |
False |
False |
196,083 |
40 |
27,491 |
24,409 |
3,082 |
11.6% |
623 |
2.3% |
70% |
False |
False |
193,687 |
60 |
27,491 |
22,629 |
4,862 |
18.3% |
610 |
2.3% |
81% |
False |
False |
129,234 |
80 |
27,491 |
22,629 |
4,862 |
18.3% |
615 |
2.3% |
81% |
False |
False |
96,964 |
100 |
27,491 |
17,992 |
9,499 |
35.8% |
799 |
3.0% |
90% |
False |
False |
77,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,329 |
2.618 |
27,666 |
1.618 |
27,260 |
1.000 |
27,009 |
0.618 |
26,854 |
HIGH |
26,603 |
0.618 |
26,448 |
0.500 |
26,400 |
0.382 |
26,352 |
LOW |
26,197 |
0.618 |
25,946 |
1.000 |
25,791 |
1.618 |
25,540 |
2.618 |
25,134 |
4.250 |
24,472 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
26,505 |
26,453 |
PP |
26,453 |
26,347 |
S1 |
26,400 |
26,242 |
|