| 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 |
1,993.5 |
2,037.0 |
43.5 |
2.2% |
1,929.0 |
| High |
2,037.7 |
2,070.3 |
32.6 |
1.6% |
2,005.4 |
| Low |
1,982.6 |
2,027.5 |
44.9 |
2.3% |
1,926.8 |
| Close |
2,021.0 |
2,049.3 |
28.3 |
1.4% |
1,985.9 |
| Range |
55.1 |
42.8 |
-12.3 |
-22.3% |
78.6 |
| ATR |
33.9 |
35.0 |
1.1 |
3.3% |
0.0 |
| Volume |
274,420 |
366,379 |
91,959 |
33.5% |
1,047,947 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.4 |
2,156.2 |
2,072.8 |
|
| R3 |
2,134.6 |
2,113.4 |
2,061.1 |
|
| R2 |
2,091.8 |
2,091.8 |
2,057.1 |
|
| R1 |
2,070.6 |
2,070.6 |
2,053.2 |
2,081.2 |
| PP |
2,049.0 |
2,049.0 |
2,049.0 |
2,054.4 |
| S1 |
2,027.8 |
2,027.8 |
2,045.4 |
2,038.4 |
| S2 |
2,006.2 |
2,006.2 |
2,041.5 |
|
| S3 |
1,963.4 |
1,985.0 |
2,037.5 |
|
| S4 |
1,920.6 |
1,942.2 |
2,025.8 |
|
|
| 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 |
2,070.3 |
1,952.3 |
118.0 |
5.8% |
40.2 |
2.0% |
82% |
True |
False |
274,050 |
| 10 |
2,070.3 |
1,890.4 |
179.9 |
8.8% |
42.3 |
2.1% |
88% |
True |
False |
200,630 |
| 20 |
2,070.3 |
1,819.3 |
251.0 |
12.2% |
32.1 |
1.6% |
92% |
True |
False |
116,028 |
| 40 |
2,070.3 |
1,724.6 |
345.7 |
16.9% |
29.1 |
1.4% |
94% |
True |
False |
63,036 |
| 60 |
2,070.3 |
1,690.1 |
380.2 |
18.6% |
29.1 |
1.4% |
94% |
True |
False |
43,927 |
| 80 |
2,070.3 |
1,670.3 |
400.0 |
19.5% |
30.4 |
1.5% |
95% |
True |
False |
34,036 |
| 100 |
2,070.3 |
1,458.8 |
611.5 |
29.8% |
36.5 |
1.8% |
97% |
True |
False |
28,137 |
| 120 |
2,070.3 |
1,458.8 |
611.5 |
29.8% |
36.9 |
1.8% |
97% |
True |
False |
24,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.2 |
|
2.618 |
2,182.4 |
|
1.618 |
2,139.6 |
|
1.000 |
2,113.1 |
|
0.618 |
2,096.8 |
|
HIGH |
2,070.3 |
|
0.618 |
2,054.0 |
|
0.500 |
2,048.9 |
|
0.382 |
2,043.8 |
|
LOW |
2,027.5 |
|
0.618 |
2,001.0 |
|
1.000 |
1,984.7 |
|
1.618 |
1,958.2 |
|
2.618 |
1,915.4 |
|
4.250 |
1,845.6 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.2 |
2,040.5 |
| PP |
2,049.0 |
2,031.6 |
| S1 |
2,048.9 |
2,022.8 |
|