| 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 |
1,973.6 |
1,997.4 |
23.8 |
1.2% |
1,929.0 |
| High |
2,005.4 |
2,009.5 |
4.1 |
0.2% |
2,005.4 |
| Low |
1,971.4 |
1,975.2 |
3.8 |
0.2% |
1,926.8 |
| Close |
1,985.9 |
1,986.3 |
0.4 |
0.0% |
1,985.9 |
| Range |
34.0 |
34.3 |
0.3 |
0.9% |
78.6 |
| ATR |
32.1 |
32.2 |
0.2 |
0.5% |
0.0 |
| Volume |
279,319 |
178,754 |
-100,565 |
-36.0% |
1,047,947 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.2 |
2,074.1 |
2,005.2 |
|
| R3 |
2,058.9 |
2,039.8 |
1,995.7 |
|
| R2 |
2,024.6 |
2,024.6 |
1,992.6 |
|
| R1 |
2,005.5 |
2,005.5 |
1,989.4 |
1,997.9 |
| PP |
1,990.3 |
1,990.3 |
1,990.3 |
1,986.6 |
| S1 |
1,971.2 |
1,971.2 |
1,983.2 |
1,963.6 |
| S2 |
1,956.0 |
1,956.0 |
1,980.0 |
|
| S3 |
1,921.7 |
1,936.9 |
1,976.9 |
|
| S4 |
1,887.4 |
1,902.6 |
1,967.4 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.5 |
2,175.8 |
2,029.1 |
|
| R3 |
2,129.9 |
2,097.2 |
2,007.5 |
|
| R2 |
2,051.3 |
2,051.3 |
2,000.3 |
|
| R1 |
2,018.6 |
2,018.6 |
1,993.1 |
2,035.0 |
| PP |
1,972.7 |
1,972.7 |
1,972.7 |
1,980.9 |
| S1 |
1,940.0 |
1,940.0 |
1,978.7 |
1,956.4 |
| S2 |
1,894.1 |
1,894.1 |
1,971.5 |
|
| S3 |
1,815.5 |
1,861.4 |
1,964.3 |
|
| S4 |
1,736.9 |
1,782.8 |
1,942.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,009.5 |
1,927.5 |
82.0 |
4.1% |
43.7 |
2.2% |
72% |
True |
False |
217,770 |
| 10 |
2,009.5 |
1,839.9 |
169.6 |
8.5% |
38.7 |
1.9% |
86% |
True |
False |
144,706 |
| 20 |
2,009.5 |
1,804.8 |
204.7 |
10.3% |
30.1 |
1.5% |
89% |
True |
False |
87,834 |
| 40 |
2,009.5 |
1,700.1 |
309.4 |
15.6% |
28.0 |
1.4% |
93% |
True |
False |
47,307 |
| 60 |
2,009.5 |
1,690.1 |
319.4 |
16.1% |
28.2 |
1.4% |
93% |
True |
False |
33,489 |
| 80 |
2,009.5 |
1,670.3 |
339.2 |
17.1% |
30.7 |
1.5% |
93% |
True |
False |
26,195 |
| 100 |
2,009.5 |
1,458.8 |
550.7 |
27.7% |
37.3 |
1.9% |
96% |
True |
False |
21,785 |
| 120 |
2,009.5 |
1,458.8 |
550.7 |
27.7% |
36.2 |
1.8% |
96% |
True |
False |
18,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.3 |
|
2.618 |
2,099.3 |
|
1.618 |
2,065.0 |
|
1.000 |
2,043.8 |
|
0.618 |
2,030.7 |
|
HIGH |
2,009.5 |
|
0.618 |
1,996.4 |
|
0.500 |
1,992.4 |
|
0.382 |
1,988.3 |
|
LOW |
1,975.2 |
|
0.618 |
1,954.0 |
|
1.000 |
1,940.9 |
|
1.618 |
1,919.7 |
|
2.618 |
1,885.4 |
|
4.250 |
1,829.4 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.4 |
1,984.5 |
| PP |
1,990.3 |
1,982.7 |
| S1 |
1,988.3 |
1,980.9 |
|