| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,239.0 |
3,254.0 |
15.0 |
0.5% |
3,296.0 |
| High |
3,273.0 |
3,266.0 |
-7.0 |
-0.2% |
3,296.0 |
| Low |
3,239.0 |
3,211.0 |
-28.0 |
-0.9% |
3,127.0 |
| Close |
3,249.0 |
3,226.0 |
-23.0 |
-0.7% |
3,170.0 |
| Range |
34.0 |
55.0 |
21.0 |
61.8% |
169.0 |
| ATR |
60.6 |
60.2 |
-0.4 |
-0.7% |
0.0 |
| Volume |
706 |
10,746 |
10,040 |
1,422.1% |
3,922 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.3 |
3,367.7 |
3,256.3 |
|
| R3 |
3,344.3 |
3,312.7 |
3,241.1 |
|
| R2 |
3,289.3 |
3,289.3 |
3,236.1 |
|
| R1 |
3,257.7 |
3,257.7 |
3,231.0 |
3,246.0 |
| PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,228.5 |
| S1 |
3,202.7 |
3,202.7 |
3,221.0 |
3,191.0 |
| S2 |
3,179.3 |
3,179.3 |
3,215.9 |
|
| S3 |
3,124.3 |
3,147.7 |
3,210.9 |
|
| S4 |
3,069.3 |
3,092.7 |
3,195.8 |
|
|
| 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 |
3,273.0 |
3,127.0 |
146.0 |
4.5% |
62.8 |
1.9% |
68% |
False |
False |
4,030 |
| 10 |
3,306.0 |
3,127.0 |
179.0 |
5.5% |
53.0 |
1.6% |
55% |
False |
False |
3,033 |
| 20 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
52.7 |
1.6% |
33% |
False |
False |
1,676 |
| 40 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
54.9 |
1.7% |
50% |
False |
False |
3,797 |
| 60 |
3,430.0 |
2,723.0 |
707.0 |
21.9% |
49.0 |
1.5% |
71% |
False |
False |
5,967 |
| 80 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
43.3 |
1.3% |
73% |
False |
False |
7,164 |
| 100 |
3,430.0 |
2,293.0 |
1,137.0 |
35.2% |
36.3 |
1.1% |
82% |
False |
False |
8,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.8 |
|
2.618 |
3,410.0 |
|
1.618 |
3,355.0 |
|
1.000 |
3,321.0 |
|
0.618 |
3,300.0 |
|
HIGH |
3,266.0 |
|
0.618 |
3,245.0 |
|
0.500 |
3,238.5 |
|
0.382 |
3,232.0 |
|
LOW |
3,211.0 |
|
0.618 |
3,177.0 |
|
1.000 |
3,156.0 |
|
1.618 |
3,122.0 |
|
2.618 |
3,067.0 |
|
4.250 |
2,977.3 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,238.5 |
3,242.0 |
| PP |
3,234.3 |
3,236.7 |
| S1 |
3,230.2 |
3,231.3 |
|