| 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 |
2,055.0 |
2,076.4 |
21.4 |
1.0% |
1,997.4 |
| High |
2,081.8 |
2,089.2 |
7.4 |
0.4% |
2,089.2 |
| Low |
2,049.0 |
2,024.8 |
-24.2 |
-1.2% |
1,975.2 |
| Close |
2,069.4 |
2,028.0 |
-41.4 |
-2.0% |
2,028.0 |
| Range |
32.8 |
64.4 |
31.6 |
96.3% |
114.0 |
| ATR |
34.8 |
36.9 |
2.1 |
6.1% |
0.0 |
| Volume |
312,758 |
398,127 |
85,369 |
27.3% |
1,530,438 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.5 |
2,198.7 |
2,063.4 |
|
| R3 |
2,176.1 |
2,134.3 |
2,045.7 |
|
| R2 |
2,111.7 |
2,111.7 |
2,039.8 |
|
| R1 |
2,069.9 |
2,069.9 |
2,033.9 |
2,058.6 |
| PP |
2,047.3 |
2,047.3 |
2,047.3 |
2,041.7 |
| S1 |
2,005.5 |
2,005.5 |
2,022.1 |
1,994.2 |
| S2 |
1,982.9 |
1,982.9 |
2,016.2 |
|
| S3 |
1,918.5 |
1,941.1 |
2,010.3 |
|
| S4 |
1,854.1 |
1,876.7 |
1,992.6 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.8 |
2,314.4 |
2,090.7 |
|
| R3 |
2,258.8 |
2,200.4 |
2,059.4 |
|
| R2 |
2,144.8 |
2,144.8 |
2,048.9 |
|
| R1 |
2,086.4 |
2,086.4 |
2,038.5 |
2,115.6 |
| PP |
2,030.8 |
2,030.8 |
2,030.8 |
2,045.4 |
| S1 |
1,972.4 |
1,972.4 |
2,017.6 |
2,001.6 |
| S2 |
1,916.8 |
1,916.8 |
2,007.1 |
|
| S3 |
1,802.8 |
1,858.4 |
1,996.7 |
|
| S4 |
1,688.8 |
1,744.4 |
1,965.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,089.2 |
1,975.2 |
114.0 |
5.6% |
45.9 |
2.3% |
46% |
True |
False |
306,087 |
| 10 |
2,089.2 |
1,926.8 |
162.4 |
8.0% |
45.8 |
2.3% |
62% |
True |
False |
257,838 |
| 20 |
2,089.2 |
1,819.3 |
269.9 |
13.3% |
34.7 |
1.7% |
77% |
True |
False |
147,130 |
| 40 |
2,089.2 |
1,724.6 |
364.6 |
18.0% |
30.0 |
1.5% |
83% |
True |
False |
80,440 |
| 60 |
2,089.2 |
1,690.1 |
399.1 |
19.7% |
29.9 |
1.5% |
85% |
True |
False |
55,576 |
| 80 |
2,089.2 |
1,670.3 |
418.9 |
20.7% |
30.8 |
1.5% |
85% |
True |
False |
42,786 |
| 100 |
2,089.2 |
1,468.0 |
621.2 |
30.6% |
35.5 |
1.7% |
90% |
True |
False |
35,184 |
| 120 |
2,089.2 |
1,458.8 |
630.4 |
31.1% |
37.4 |
1.8% |
90% |
True |
False |
29,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,362.9 |
|
2.618 |
2,257.8 |
|
1.618 |
2,193.4 |
|
1.000 |
2,153.6 |
|
0.618 |
2,129.0 |
|
HIGH |
2,089.2 |
|
0.618 |
2,064.6 |
|
0.500 |
2,057.0 |
|
0.382 |
2,049.4 |
|
LOW |
2,024.8 |
|
0.618 |
1,985.0 |
|
1.000 |
1,960.4 |
|
1.618 |
1,920.6 |
|
2.618 |
1,856.2 |
|
4.250 |
1,751.1 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.0 |
2,057.0 |
| PP |
2,047.3 |
2,047.3 |
| S1 |
2,037.7 |
2,037.7 |
|