| 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 |
1,997.4 |
1,993.5 |
-3.9 |
-0.2% |
1,929.0 |
| High |
2,009.5 |
2,037.7 |
28.2 |
1.4% |
2,005.4 |
| Low |
1,975.2 |
1,982.6 |
7.4 |
0.4% |
1,926.8 |
| Close |
1,986.3 |
2,021.0 |
34.7 |
1.7% |
1,985.9 |
| Range |
34.3 |
55.1 |
20.8 |
60.6% |
78.6 |
| ATR |
32.2 |
33.9 |
1.6 |
5.1% |
0.0 |
| Volume |
178,754 |
274,420 |
95,666 |
53.5% |
1,047,947 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.1 |
2,155.1 |
2,051.3 |
|
| R3 |
2,124.0 |
2,100.0 |
2,036.2 |
|
| R2 |
2,068.9 |
2,068.9 |
2,031.1 |
|
| R1 |
2,044.9 |
2,044.9 |
2,026.1 |
2,056.9 |
| PP |
2,013.8 |
2,013.8 |
2,013.8 |
2,019.8 |
| S1 |
1,989.8 |
1,989.8 |
2,015.9 |
2,001.8 |
| S2 |
1,958.7 |
1,958.7 |
2,010.9 |
|
| S3 |
1,903.6 |
1,934.7 |
2,005.8 |
|
| S4 |
1,848.5 |
1,879.6 |
1,990.7 |
|
|
| 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 |
2,037.7 |
1,952.3 |
85.4 |
4.2% |
40.2 |
2.0% |
80% |
True |
False |
240,339 |
| 10 |
2,037.7 |
1,867.8 |
169.9 |
8.4% |
41.2 |
2.0% |
90% |
True |
False |
168,978 |
| 20 |
2,037.7 |
1,819.3 |
218.4 |
10.8% |
31.3 |
1.6% |
92% |
True |
False |
100,630 |
| 40 |
2,037.7 |
1,715.9 |
321.8 |
15.9% |
28.8 |
1.4% |
95% |
True |
False |
54,047 |
| 60 |
2,037.7 |
1,690.1 |
347.6 |
17.2% |
28.7 |
1.4% |
95% |
True |
False |
37,927 |
| 80 |
2,037.7 |
1,670.3 |
367.4 |
18.2% |
30.5 |
1.5% |
95% |
True |
False |
29,509 |
| 100 |
2,037.7 |
1,458.8 |
578.9 |
28.6% |
37.0 |
1.8% |
97% |
True |
False |
24,498 |
| 120 |
2,037.7 |
1,458.8 |
578.9 |
28.6% |
36.6 |
1.8% |
97% |
True |
False |
20,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,271.9 |
|
2.618 |
2,182.0 |
|
1.618 |
2,126.9 |
|
1.000 |
2,092.8 |
|
0.618 |
2,071.8 |
|
HIGH |
2,037.7 |
|
0.618 |
2,016.7 |
|
0.500 |
2,010.2 |
|
0.382 |
2,003.6 |
|
LOW |
1,982.6 |
|
0.618 |
1,948.5 |
|
1.000 |
1,927.5 |
|
1.618 |
1,893.4 |
|
2.618 |
1,838.3 |
|
4.250 |
1,748.4 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.4 |
2,015.5 |
| PP |
2,013.8 |
2,010.0 |
| S1 |
2,010.2 |
2,004.6 |
|