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 |
3,170.0 |
3,245.0 |
75.0 |
2.4% |
3,296.0 |
High |
3,245.0 |
3,254.0 |
9.0 |
0.3% |
3,296.0 |
Low |
3,157.0 |
3,215.0 |
58.0 |
1.8% |
3,127.0 |
Close |
3,236.0 |
3,234.0 |
-2.0 |
-0.1% |
3,170.0 |
Range |
88.0 |
39.0 |
-49.0 |
-55.7% |
169.0 |
ATR |
64.1 |
62.3 |
-1.8 |
-2.8% |
0.0 |
Volume |
268 |
8,172 |
7,904 |
2,949.3% |
3,922 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351.3 |
3,331.7 |
3,255.5 |
|
R3 |
3,312.3 |
3,292.7 |
3,244.7 |
|
R2 |
3,273.3 |
3,273.3 |
3,241.2 |
|
R1 |
3,253.7 |
3,253.7 |
3,237.6 |
3,244.0 |
PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,229.5 |
S1 |
3,214.7 |
3,214.7 |
3,230.4 |
3,205.0 |
S2 |
3,195.3 |
3,195.3 |
3,226.9 |
|
S3 |
3,156.3 |
3,175.7 |
3,223.3 |
|
S4 |
3,117.3 |
3,136.7 |
3,212.6 |
|
|
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 |
3,294.0 |
3,127.0 |
167.0 |
5.2% |
74.2 |
2.3% |
64% |
False |
False |
1,843 |
10 |
3,387.0 |
3,127.0 |
260.0 |
8.0% |
54.0 |
1.7% |
41% |
False |
False |
1,994 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
53.8 |
1.7% |
35% |
False |
False |
1,716 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
58.1 |
1.8% |
51% |
False |
False |
4,357 |
60 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
48.2 |
1.5% |
74% |
False |
False |
5,954 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
43.0 |
1.3% |
74% |
False |
False |
7,226 |
100 |
3,430.0 |
2,293.0 |
1,137.0 |
35.2% |
35.4 |
1.1% |
83% |
False |
False |
9,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,419.8 |
2.618 |
3,356.1 |
1.618 |
3,317.1 |
1.000 |
3,293.0 |
0.618 |
3,278.1 |
HIGH |
3,254.0 |
0.618 |
3,239.1 |
0.500 |
3,234.5 |
0.382 |
3,229.9 |
LOW |
3,215.0 |
0.618 |
3,190.9 |
1.000 |
3,176.0 |
1.618 |
3,151.9 |
2.618 |
3,112.9 |
4.250 |
3,049.3 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,234.5 |
3,219.5 |
PP |
3,234.3 |
3,205.0 |
S1 |
3,234.2 |
3,190.5 |
|