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 |
26,561 |
26,749 |
188 |
0.7% |
26,275 |
High |
26,744 |
27,114 |
370 |
1.4% |
26,599 |
Low |
26,439 |
26,666 |
227 |
0.9% |
25,881 |
Close |
26,717 |
27,055 |
338 |
1.3% |
26,319 |
Range |
305 |
448 |
143 |
46.9% |
718 |
ATR |
493 |
490 |
-3 |
-0.7% |
0 |
Volume |
145,516 |
155,148 |
9,632 |
6.6% |
877,409 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,289 |
28,120 |
27,302 |
|
R3 |
27,841 |
27,672 |
27,178 |
|
R2 |
27,393 |
27,393 |
27,137 |
|
R1 |
27,224 |
27,224 |
27,096 |
27,309 |
PP |
26,945 |
26,945 |
26,945 |
26,987 |
S1 |
26,776 |
26,776 |
27,014 |
26,861 |
S2 |
26,497 |
26,497 |
26,973 |
|
S3 |
26,049 |
26,328 |
26,932 |
|
S4 |
25,601 |
25,880 |
26,809 |
|
|
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 |
27,114 |
25,881 |
1,233 |
4.6% |
462 |
1.7% |
95% |
True |
False |
178,279 |
10 |
27,114 |
25,881 |
1,233 |
4.6% |
419 |
1.5% |
95% |
True |
False |
169,116 |
20 |
27,114 |
25,293 |
1,821 |
6.7% |
451 |
1.7% |
97% |
True |
False |
191,019 |
40 |
27,352 |
24,409 |
2,943 |
10.9% |
616 |
2.3% |
90% |
False |
False |
201,150 |
60 |
27,491 |
22,629 |
4,862 |
18.0% |
609 |
2.2% |
91% |
False |
False |
134,241 |
80 |
27,491 |
22,629 |
4,862 |
18.0% |
603 |
2.2% |
91% |
False |
False |
100,711 |
100 |
27,491 |
17,992 |
9,499 |
35.1% |
751 |
2.8% |
95% |
False |
False |
80,620 |
120 |
29,424 |
17,992 |
11,432 |
42.3% |
807 |
3.0% |
79% |
False |
False |
67,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,018 |
2.618 |
28,287 |
1.618 |
27,839 |
1.000 |
27,562 |
0.618 |
27,391 |
HIGH |
27,114 |
0.618 |
26,943 |
0.500 |
26,890 |
0.382 |
26,837 |
LOW |
26,666 |
0.618 |
26,389 |
1.000 |
26,218 |
1.618 |
25,941 |
2.618 |
25,493 |
4.250 |
24,762 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
27,000 |
26,922 |
PP |
26,945 |
26,789 |
S1 |
26,890 |
26,656 |
|