| 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 |
1,502.5 |
1,513.6 |
11.1 |
0.7% |
1,466.4 |
| High |
1,514.8 |
1,544.5 |
29.7 |
2.0% |
1,499.7 |
| Low |
1,493.7 |
1,509.3 |
15.6 |
1.0% |
1,451.1 |
| Close |
1,514.0 |
1,542.1 |
28.1 |
1.9% |
1,477.8 |
| Range |
21.1 |
35.2 |
14.1 |
66.8% |
48.6 |
| ATR |
38.5 |
38.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
146,838 |
163,117 |
16,279 |
11.1% |
791,649 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.6 |
1,625.0 |
1,561.5 |
|
| R3 |
1,602.4 |
1,589.8 |
1,551.8 |
|
| R2 |
1,567.2 |
1,567.2 |
1,548.6 |
|
| R1 |
1,554.6 |
1,554.6 |
1,545.3 |
1,560.9 |
| PP |
1,532.0 |
1,532.0 |
1,532.0 |
1,535.1 |
| S1 |
1,519.4 |
1,519.4 |
1,538.9 |
1,525.7 |
| S2 |
1,496.8 |
1,496.8 |
1,535.6 |
|
| S3 |
1,461.6 |
1,484.2 |
1,532.4 |
|
| S4 |
1,426.4 |
1,449.0 |
1,522.7 |
|
|
| 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 |
1,544.5 |
1,451.1 |
93.4 |
6.1% |
34.2 |
2.2% |
97% |
True |
False |
173,846 |
| 10 |
1,544.5 |
1,451.1 |
93.4 |
6.1% |
32.8 |
2.1% |
97% |
True |
False |
158,696 |
| 20 |
1,544.5 |
1,373.6 |
170.9 |
11.1% |
35.4 |
2.3% |
99% |
True |
False |
174,214 |
| 40 |
1,544.5 |
1,314.5 |
230.0 |
14.9% |
46.6 |
3.0% |
99% |
True |
False |
186,084 |
| 60 |
1,544.5 |
1,173.1 |
371.4 |
24.1% |
48.3 |
3.1% |
99% |
True |
False |
124,378 |
| 80 |
1,544.5 |
1,148.0 |
396.5 |
25.7% |
48.1 |
3.1% |
99% |
True |
False |
93,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.1 |
|
2.618 |
1,636.7 |
|
1.618 |
1,601.5 |
|
1.000 |
1,579.7 |
|
0.618 |
1,566.3 |
|
HIGH |
1,544.5 |
|
0.618 |
1,531.1 |
|
0.500 |
1,526.9 |
|
0.382 |
1,522.7 |
|
LOW |
1,509.3 |
|
0.618 |
1,487.5 |
|
1.000 |
1,474.1 |
|
1.618 |
1,452.3 |
|
2.618 |
1,417.1 |
|
4.250 |
1,359.7 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,537.0 |
1,530.1 |
| PP |
1,532.0 |
1,518.1 |
| S1 |
1,526.9 |
1,506.2 |
|