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 |
3,245.0 |
3,239.0 |
-6.0 |
-0.2% |
3,296.0 |
High |
3,254.0 |
3,273.0 |
19.0 |
0.6% |
3,296.0 |
Low |
3,215.0 |
3,239.0 |
24.0 |
0.7% |
3,127.0 |
Close |
3,234.0 |
3,249.0 |
15.0 |
0.5% |
3,170.0 |
Range |
39.0 |
34.0 |
-5.0 |
-12.8% |
169.0 |
ATR |
62.3 |
60.6 |
-1.7 |
-2.7% |
0.0 |
Volume |
8,172 |
706 |
-7,466 |
-91.4% |
3,922 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,355.7 |
3,336.3 |
3,267.7 |
|
R3 |
3,321.7 |
3,302.3 |
3,258.4 |
|
R2 |
3,287.7 |
3,287.7 |
3,255.2 |
|
R1 |
3,268.3 |
3,268.3 |
3,252.1 |
3,278.0 |
PP |
3,253.7 |
3,253.7 |
3,253.7 |
3,258.5 |
S1 |
3,234.3 |
3,234.3 |
3,245.9 |
3,244.0 |
S2 |
3,219.7 |
3,219.7 |
3,242.8 |
|
S3 |
3,185.7 |
3,200.3 |
3,239.7 |
|
S4 |
3,151.7 |
3,166.3 |
3,230.3 |
|
|
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 |
3,290.0 |
3,127.0 |
163.0 |
5.0% |
78.0 |
2.4% |
75% |
False |
False |
1,918 |
10 |
3,377.0 |
3,127.0 |
250.0 |
7.7% |
53.2 |
1.6% |
49% |
False |
False |
1,975 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.3% |
53.4 |
1.6% |
40% |
False |
False |
1,250 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.4% |
57.3 |
1.8% |
55% |
False |
False |
4,198 |
60 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
48.8 |
1.5% |
76% |
False |
False |
5,924 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.5% |
43.4 |
1.3% |
76% |
False |
False |
7,086 |
100 |
3,430.0 |
2,293.0 |
1,137.0 |
35.0% |
35.8 |
1.1% |
84% |
False |
False |
9,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,417.5 |
2.618 |
3,362.0 |
1.618 |
3,328.0 |
1.000 |
3,307.0 |
0.618 |
3,294.0 |
HIGH |
3,273.0 |
0.618 |
3,260.0 |
0.500 |
3,256.0 |
0.382 |
3,252.0 |
LOW |
3,239.0 |
0.618 |
3,218.0 |
1.000 |
3,205.0 |
1.618 |
3,184.0 |
2.618 |
3,150.0 |
4.250 |
3,094.5 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,256.0 |
3,237.7 |
PP |
3,253.7 |
3,226.3 |
S1 |
3,251.3 |
3,215.0 |
|