| 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 |
2,037.0 |
2,055.0 |
18.0 |
0.9% |
1,929.0 |
| High |
2,070.3 |
2,081.8 |
11.5 |
0.6% |
2,005.4 |
| Low |
2,027.5 |
2,049.0 |
21.5 |
1.1% |
1,926.8 |
| Close |
2,049.3 |
2,069.4 |
20.1 |
1.0% |
1,985.9 |
| Range |
42.8 |
32.8 |
-10.0 |
-23.4% |
78.6 |
| ATR |
35.0 |
34.8 |
-0.2 |
-0.4% |
0.0 |
| Volume |
366,379 |
312,758 |
-53,621 |
-14.6% |
1,047,947 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.1 |
2,150.1 |
2,087.4 |
|
| R3 |
2,132.3 |
2,117.3 |
2,078.4 |
|
| R2 |
2,099.5 |
2,099.5 |
2,075.4 |
|
| R1 |
2,084.5 |
2,084.5 |
2,072.4 |
2,092.0 |
| PP |
2,066.7 |
2,066.7 |
2,066.7 |
2,070.5 |
| S1 |
2,051.7 |
2,051.7 |
2,066.4 |
2,059.2 |
| S2 |
2,033.9 |
2,033.9 |
2,063.4 |
|
| S3 |
2,001.1 |
2,018.9 |
2,060.4 |
|
| S4 |
1,968.3 |
1,986.1 |
2,051.4 |
|
|
| 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 |
2,081.8 |
1,971.4 |
110.4 |
5.3% |
39.8 |
1.9% |
89% |
True |
False |
282,326 |
| 10 |
2,081.8 |
1,908.0 |
173.8 |
8.4% |
41.9 |
2.0% |
93% |
True |
False |
224,670 |
| 20 |
2,081.8 |
1,819.3 |
262.5 |
12.7% |
32.5 |
1.6% |
95% |
True |
False |
129,230 |
| 40 |
2,081.8 |
1,724.6 |
357.2 |
17.3% |
29.0 |
1.4% |
97% |
True |
False |
70,651 |
| 60 |
2,081.8 |
1,690.1 |
391.7 |
18.9% |
29.3 |
1.4% |
97% |
True |
False |
49,043 |
| 80 |
2,081.8 |
1,670.3 |
411.5 |
19.9% |
30.3 |
1.5% |
97% |
True |
False |
37,857 |
| 100 |
2,081.8 |
1,468.0 |
613.8 |
29.7% |
35.7 |
1.7% |
98% |
True |
False |
31,237 |
| 120 |
2,081.8 |
1,458.8 |
623.0 |
30.1% |
37.1 |
1.8% |
98% |
True |
False |
26,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.2 |
|
2.618 |
2,167.7 |
|
1.618 |
2,134.9 |
|
1.000 |
2,114.6 |
|
0.618 |
2,102.1 |
|
HIGH |
2,081.8 |
|
0.618 |
2,069.3 |
|
0.500 |
2,065.4 |
|
0.382 |
2,061.5 |
|
LOW |
2,049.0 |
|
0.618 |
2,028.7 |
|
1.000 |
2,016.2 |
|
1.618 |
1,995.9 |
|
2.618 |
1,963.1 |
|
4.250 |
1,909.6 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.1 |
2,057.0 |
| PP |
2,066.7 |
2,044.6 |
| S1 |
2,065.4 |
2,032.2 |
|