| 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 |
1,495.8 |
1,479.2 |
-16.6 |
-1.1% |
1,466.4 |
| High |
1,498.1 |
1,504.8 |
6.7 |
0.4% |
1,499.7 |
| Low |
1,451.1 |
1,467.8 |
16.7 |
1.2% |
1,451.1 |
| Close |
1,477.8 |
1,502.2 |
24.4 |
1.7% |
1,477.8 |
| Range |
47.0 |
37.0 |
-10.0 |
-21.3% |
48.6 |
| ATR |
40.1 |
39.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
242,797 |
145,531 |
-97,266 |
-40.1% |
791,649 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,602.6 |
1,589.4 |
1,522.6 |
|
| R3 |
1,565.6 |
1,552.4 |
1,512.4 |
|
| R2 |
1,528.6 |
1,528.6 |
1,509.0 |
|
| R1 |
1,515.4 |
1,515.4 |
1,505.6 |
1,522.0 |
| PP |
1,491.6 |
1,491.6 |
1,491.6 |
1,494.9 |
| S1 |
1,478.4 |
1,478.4 |
1,498.8 |
1,485.0 |
| S2 |
1,454.6 |
1,454.6 |
1,495.4 |
|
| S3 |
1,417.6 |
1,441.4 |
1,492.0 |
|
| S4 |
1,380.6 |
1,404.4 |
1,481.9 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.0 |
1,598.5 |
1,504.5 |
|
| R3 |
1,573.4 |
1,549.9 |
1,491.2 |
|
| R2 |
1,524.8 |
1,524.8 |
1,486.7 |
|
| R1 |
1,501.3 |
1,501.3 |
1,482.3 |
1,513.1 |
| PP |
1,476.2 |
1,476.2 |
1,476.2 |
1,482.1 |
| S1 |
1,452.7 |
1,452.7 |
1,473.3 |
1,464.5 |
| S2 |
1,427.6 |
1,427.6 |
1,468.9 |
|
| S3 |
1,379.0 |
1,404.1 |
1,464.4 |
|
| S4 |
1,330.4 |
1,355.5 |
1,451.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,504.8 |
1,451.1 |
53.7 |
3.6% |
35.0 |
2.3% |
95% |
True |
False |
163,755 |
| 10 |
1,507.5 |
1,451.1 |
56.4 |
3.8% |
33.5 |
2.2% |
91% |
False |
False |
159,314 |
| 20 |
1,507.5 |
1,373.6 |
133.9 |
8.9% |
36.3 |
2.4% |
96% |
False |
False |
176,677 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.8% |
47.3 |
3.1% |
85% |
False |
False |
178,482 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.2% |
48.8 |
3.2% |
91% |
False |
False |
119,213 |
| 80 |
1,536.2 |
1,148.0 |
388.2 |
25.8% |
49.3 |
3.3% |
91% |
False |
False |
89,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,662.1 |
|
2.618 |
1,601.7 |
|
1.618 |
1,564.7 |
|
1.000 |
1,541.8 |
|
0.618 |
1,527.7 |
|
HIGH |
1,504.8 |
|
0.618 |
1,490.7 |
|
0.500 |
1,486.3 |
|
0.382 |
1,481.9 |
|
LOW |
1,467.8 |
|
0.618 |
1,444.9 |
|
1.000 |
1,430.8 |
|
1.618 |
1,407.9 |
|
2.618 |
1,370.9 |
|
4.250 |
1,310.6 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,496.9 |
1,494.1 |
| PP |
1,491.6 |
1,486.0 |
| S1 |
1,486.3 |
1,478.0 |
|