| 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 |
1,542.0 |
1,544.3 |
2.3 |
0.1% |
1,479.2 |
| High |
1,552.6 |
1,569.0 |
16.4 |
1.1% |
1,569.0 |
| Low |
1,534.0 |
1,531.3 |
-2.7 |
-0.2% |
1,467.8 |
| Close |
1,544.5 |
1,566.2 |
21.7 |
1.4% |
1,566.2 |
| Range |
18.6 |
37.7 |
19.1 |
102.7% |
101.2 |
| ATR |
36.9 |
36.9 |
0.1 |
0.2% |
0.0 |
| Volume |
152,803 |
190,771 |
37,968 |
24.8% |
799,060 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,668.6 |
1,655.1 |
1,586.9 |
|
| R3 |
1,630.9 |
1,617.4 |
1,576.6 |
|
| R2 |
1,593.2 |
1,593.2 |
1,573.1 |
|
| R1 |
1,579.7 |
1,579.7 |
1,569.7 |
1,586.5 |
| PP |
1,555.5 |
1,555.5 |
1,555.5 |
1,558.9 |
| S1 |
1,542.0 |
1,542.0 |
1,562.7 |
1,548.8 |
| S2 |
1,517.8 |
1,517.8 |
1,559.3 |
|
| S3 |
1,480.1 |
1,504.3 |
1,555.8 |
|
| S4 |
1,442.4 |
1,466.6 |
1,545.5 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.9 |
1,803.3 |
1,621.9 |
|
| R3 |
1,736.7 |
1,702.1 |
1,594.0 |
|
| R2 |
1,635.5 |
1,635.5 |
1,584.8 |
|
| R1 |
1,600.9 |
1,600.9 |
1,575.5 |
1,618.2 |
| PP |
1,534.3 |
1,534.3 |
1,534.3 |
1,543.0 |
| S1 |
1,499.7 |
1,499.7 |
1,556.9 |
1,517.0 |
| S2 |
1,433.1 |
1,433.1 |
1,547.6 |
|
| S3 |
1,331.9 |
1,398.5 |
1,538.4 |
|
| S4 |
1,230.7 |
1,297.3 |
1,510.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,569.0 |
1,467.8 |
101.2 |
6.5% |
29.9 |
1.9% |
97% |
True |
False |
159,812 |
| 10 |
1,569.0 |
1,451.1 |
117.9 |
7.5% |
31.4 |
2.0% |
98% |
True |
False |
159,070 |
| 20 |
1,569.0 |
1,390.3 |
178.7 |
11.4% |
33.1 |
2.1% |
98% |
True |
False |
171,766 |
| 40 |
1,569.0 |
1,314.5 |
254.5 |
16.2% |
43.4 |
2.8% |
99% |
True |
False |
192,504 |
| 60 |
1,569.0 |
1,173.1 |
395.9 |
25.3% |
46.8 |
3.0% |
99% |
True |
False |
130,100 |
| 80 |
1,569.0 |
1,148.0 |
421.0 |
26.9% |
47.8 |
3.1% |
99% |
True |
False |
97,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,729.2 |
|
2.618 |
1,667.7 |
|
1.618 |
1,630.0 |
|
1.000 |
1,606.7 |
|
0.618 |
1,592.3 |
|
HIGH |
1,569.0 |
|
0.618 |
1,554.6 |
|
0.500 |
1,550.2 |
|
0.382 |
1,545.7 |
|
LOW |
1,531.3 |
|
0.618 |
1,508.0 |
|
1.000 |
1,493.6 |
|
1.618 |
1,470.3 |
|
2.618 |
1,432.6 |
|
4.250 |
1,371.1 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,560.9 |
1,557.2 |
| PP |
1,555.5 |
1,548.2 |
| S1 |
1,550.2 |
1,539.2 |
|