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 |
3,200.0 |
3,170.0 |
-30.0 |
-0.9% |
3,296.0 |
High |
3,225.0 |
3,245.0 |
20.0 |
0.6% |
3,296.0 |
Low |
3,127.0 |
3,157.0 |
30.0 |
1.0% |
3,127.0 |
Close |
3,170.0 |
3,236.0 |
66.0 |
2.1% |
3,170.0 |
Range |
98.0 |
88.0 |
-10.0 |
-10.2% |
169.0 |
ATR |
62.2 |
64.1 |
1.8 |
3.0% |
0.0 |
Volume |
258 |
268 |
10 |
3.9% |
3,922 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,476.7 |
3,444.3 |
3,284.4 |
|
R3 |
3,388.7 |
3,356.3 |
3,260.2 |
|
R2 |
3,300.7 |
3,300.7 |
3,252.1 |
|
R1 |
3,268.3 |
3,268.3 |
3,244.1 |
3,284.5 |
PP |
3,212.7 |
3,212.7 |
3,212.7 |
3,220.8 |
S1 |
3,180.3 |
3,180.3 |
3,227.9 |
3,196.5 |
S2 |
3,124.7 |
3,124.7 |
3,219.9 |
|
S3 |
3,036.7 |
3,092.3 |
3,211.8 |
|
S4 |
2,948.7 |
3,004.3 |
3,187.6 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,704.7 |
3,606.3 |
3,263.0 |
|
R3 |
3,535.7 |
3,437.3 |
3,216.5 |
|
R2 |
3,366.7 |
3,366.7 |
3,201.0 |
|
R1 |
3,268.3 |
3,268.3 |
3,185.5 |
3,233.0 |
PP |
3,197.7 |
3,197.7 |
3,197.7 |
3,180.0 |
S1 |
3,099.3 |
3,099.3 |
3,154.5 |
3,064.0 |
S2 |
3,028.7 |
3,028.7 |
3,139.0 |
|
S3 |
2,859.7 |
2,930.3 |
3,123.5 |
|
S4 |
2,690.7 |
2,761.3 |
3,077.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,295.0 |
3,127.0 |
168.0 |
5.2% |
72.4 |
2.2% |
65% |
False |
False |
728 |
10 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
56.6 |
1.7% |
36% |
False |
False |
1,231 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
53.6 |
1.7% |
36% |
False |
False |
1,313 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
57.8 |
1.8% |
52% |
False |
False |
4,316 |
60 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
47.8 |
1.5% |
75% |
False |
False |
5,853 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.6% |
43.0 |
1.3% |
75% |
False |
False |
7,684 |
100 |
3,430.0 |
2,293.0 |
1,137.0 |
35.1% |
35.0 |
1.1% |
83% |
False |
False |
9,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,619.0 |
2.618 |
3,475.4 |
1.618 |
3,387.4 |
1.000 |
3,333.0 |
0.618 |
3,299.4 |
HIGH |
3,245.0 |
0.618 |
3,211.4 |
0.500 |
3,201.0 |
0.382 |
3,190.6 |
LOW |
3,157.0 |
0.618 |
3,102.6 |
1.000 |
3,069.0 |
1.618 |
3,014.6 |
2.618 |
2,926.6 |
4.250 |
2,783.0 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,224.3 |
3,226.8 |
PP |
3,212.7 |
3,217.7 |
S1 |
3,201.0 |
3,208.5 |
|