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 |
26,400 |
26,561 |
161 |
0.6% |
26,275 |
High |
26,603 |
26,744 |
141 |
0.5% |
26,599 |
Low |
26,197 |
26,439 |
242 |
0.9% |
25,881 |
Close |
26,558 |
26,717 |
159 |
0.6% |
26,319 |
Range |
406 |
305 |
-101 |
-24.9% |
718 |
ATR |
507 |
493 |
-14 |
-2.8% |
0 |
Volume |
140,685 |
145,516 |
4,831 |
3.4% |
877,409 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,548 |
27,438 |
26,885 |
|
R3 |
27,243 |
27,133 |
26,801 |
|
R2 |
26,938 |
26,938 |
26,773 |
|
R1 |
26,828 |
26,828 |
26,745 |
26,883 |
PP |
26,633 |
26,633 |
26,633 |
26,661 |
S1 |
26,523 |
26,523 |
26,689 |
26,578 |
S2 |
26,328 |
26,328 |
26,661 |
|
S3 |
26,023 |
26,218 |
26,633 |
|
S4 |
25,718 |
25,913 |
26,549 |
|
|
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 |
26,744 |
25,881 |
863 |
3.2% |
435 |
1.6% |
97% |
True |
False |
174,875 |
10 |
27,057 |
25,881 |
1,176 |
4.4% |
415 |
1.6% |
71% |
False |
False |
169,901 |
20 |
27,063 |
25,293 |
1,770 |
6.6% |
445 |
1.7% |
80% |
False |
False |
193,745 |
40 |
27,491 |
24,409 |
3,082 |
11.5% |
617 |
2.3% |
75% |
False |
False |
197,302 |
60 |
27,491 |
22,629 |
4,862 |
18.2% |
609 |
2.3% |
84% |
False |
False |
131,657 |
80 |
27,491 |
22,629 |
4,862 |
18.2% |
608 |
2.3% |
84% |
False |
False |
98,772 |
100 |
27,491 |
17,992 |
9,499 |
35.6% |
773 |
2.9% |
92% |
False |
False |
79,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,040 |
2.618 |
27,543 |
1.618 |
27,238 |
1.000 |
27,049 |
0.618 |
26,933 |
HIGH |
26,744 |
0.618 |
26,628 |
0.500 |
26,592 |
0.382 |
26,556 |
LOW |
26,439 |
0.618 |
26,251 |
1.000 |
26,134 |
1.618 |
25,946 |
2.618 |
25,641 |
4.250 |
25,143 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
26,675 |
26,586 |
PP |
26,633 |
26,455 |
S1 |
26,592 |
26,325 |
|