| 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 |
1,513.6 |
1,542.0 |
28.4 |
1.9% |
1,466.4 |
| High |
1,544.5 |
1,552.6 |
8.1 |
0.5% |
1,499.7 |
| Low |
1,509.3 |
1,534.0 |
24.7 |
1.6% |
1,451.1 |
| Close |
1,542.1 |
1,544.5 |
2.4 |
0.2% |
1,477.8 |
| Range |
35.2 |
18.6 |
-16.6 |
-47.2% |
48.6 |
| ATR |
38.3 |
36.9 |
-1.4 |
-3.7% |
0.0 |
| Volume |
163,117 |
152,803 |
-10,314 |
-6.3% |
791,649 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.5 |
1,590.6 |
1,554.7 |
|
| R3 |
1,580.9 |
1,572.0 |
1,549.6 |
|
| R2 |
1,562.3 |
1,562.3 |
1,547.9 |
|
| R1 |
1,553.4 |
1,553.4 |
1,546.2 |
1,557.9 |
| PP |
1,543.7 |
1,543.7 |
1,543.7 |
1,545.9 |
| S1 |
1,534.8 |
1,534.8 |
1,542.8 |
1,539.3 |
| S2 |
1,525.1 |
1,525.1 |
1,541.1 |
|
| S3 |
1,506.5 |
1,516.2 |
1,539.4 |
|
| S4 |
1,487.9 |
1,497.6 |
1,534.3 |
|
|
| 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 |
1,552.6 |
1,451.1 |
101.5 |
6.6% |
31.8 |
2.1% |
92% |
True |
False |
170,217 |
| 10 |
1,552.6 |
1,451.1 |
101.5 |
6.6% |
31.1 |
2.0% |
92% |
True |
False |
156,782 |
| 20 |
1,552.6 |
1,373.6 |
179.0 |
11.6% |
33.7 |
2.2% |
95% |
True |
False |
171,168 |
| 40 |
1,552.6 |
1,314.5 |
238.1 |
15.4% |
45.3 |
2.9% |
97% |
True |
False |
189,675 |
| 60 |
1,552.6 |
1,173.1 |
379.5 |
24.6% |
47.3 |
3.1% |
98% |
True |
False |
126,924 |
| 80 |
1,552.6 |
1,148.0 |
404.6 |
26.2% |
47.9 |
3.1% |
98% |
True |
False |
95,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,631.7 |
|
2.618 |
1,601.3 |
|
1.618 |
1,582.7 |
|
1.000 |
1,571.2 |
|
0.618 |
1,564.1 |
|
HIGH |
1,552.6 |
|
0.618 |
1,545.5 |
|
0.500 |
1,543.3 |
|
0.382 |
1,541.1 |
|
LOW |
1,534.0 |
|
0.618 |
1,522.5 |
|
1.000 |
1,515.4 |
|
1.618 |
1,503.9 |
|
2.618 |
1,485.3 |
|
4.250 |
1,455.0 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,544.1 |
1,537.4 |
| PP |
1,543.7 |
1,530.3 |
| S1 |
1,543.3 |
1,523.2 |
|