Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3,254.0 |
3,223.0 |
-31.0 |
-1.0% |
3,170.0 |
High |
3,266.0 |
3,246.0 |
-20.0 |
-0.6% |
3,273.0 |
Low |
3,211.0 |
3,205.0 |
-6.0 |
-0.2% |
3,157.0 |
Close |
3,226.0 |
3,231.0 |
5.0 |
0.2% |
3,231.0 |
Range |
55.0 |
41.0 |
-14.0 |
-25.5% |
116.0 |
ATR |
60.2 |
58.8 |
-1.4 |
-2.3% |
0.0 |
Volume |
10,746 |
5,043 |
-5,703 |
-53.1% |
24,935 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,350.3 |
3,331.7 |
3,253.6 |
|
R3 |
3,309.3 |
3,290.7 |
3,242.3 |
|
R2 |
3,268.3 |
3,268.3 |
3,238.5 |
|
R1 |
3,249.7 |
3,249.7 |
3,234.8 |
3,259.0 |
PP |
3,227.3 |
3,227.3 |
3,227.3 |
3,232.0 |
S1 |
3,208.7 |
3,208.7 |
3,227.2 |
3,218.0 |
S2 |
3,186.3 |
3,186.3 |
3,223.5 |
|
S3 |
3,145.3 |
3,167.7 |
3,219.7 |
|
S4 |
3,104.3 |
3,126.7 |
3,208.5 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.3 |
3,515.7 |
3,294.8 |
|
R3 |
3,452.3 |
3,399.7 |
3,262.9 |
|
R2 |
3,336.3 |
3,336.3 |
3,252.3 |
|
R1 |
3,283.7 |
3,283.7 |
3,241.6 |
3,310.0 |
PP |
3,220.3 |
3,220.3 |
3,220.3 |
3,233.5 |
S1 |
3,167.7 |
3,167.7 |
3,220.4 |
3,194.0 |
S2 |
3,104.3 |
3,104.3 |
3,209.7 |
|
S3 |
2,988.3 |
3,051.7 |
3,199.1 |
|
S4 |
2,872.3 |
2,935.7 |
3,167.2 |
|
|
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 |
3,157.0 |
116.0 |
3.6% |
51.4 |
1.6% |
64% |
False |
False |
4,987 |
10 |
3,296.0 |
3,127.0 |
169.0 |
5.2% |
54.5 |
1.7% |
62% |
False |
False |
2,885 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.4% |
50.7 |
1.6% |
34% |
False |
False |
1,917 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.5% |
54.6 |
1.7% |
51% |
False |
False |
3,666 |
60 |
3,430.0 |
2,785.0 |
645.0 |
20.0% |
49.7 |
1.5% |
69% |
False |
False |
5,958 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.7% |
43.5 |
1.3% |
74% |
False |
False |
7,201 |
100 |
3,430.0 |
2,293.0 |
1,137.0 |
35.2% |
36.7 |
1.1% |
82% |
False |
False |
8,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,420.3 |
2.618 |
3,353.3 |
1.618 |
3,312.3 |
1.000 |
3,287.0 |
0.618 |
3,271.3 |
HIGH |
3,246.0 |
0.618 |
3,230.3 |
0.500 |
3,225.5 |
0.382 |
3,220.7 |
LOW |
3,205.0 |
0.618 |
3,179.7 |
1.000 |
3,164.0 |
1.618 |
3,138.7 |
2.618 |
3,097.7 |
4.250 |
3,030.8 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3,229.2 |
3,239.0 |
PP |
3,227.3 |
3,236.3 |
S1 |
3,225.5 |
3,233.7 |
|