| 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 |
3,260.00 |
3,259.50 |
-0.50 |
0.0% |
3,198.25 |
| High |
3,262.75 |
3,285.75 |
23.00 |
0.7% |
3,262.75 |
| Low |
3,202.25 |
3,244.50 |
42.25 |
1.3% |
3,182.00 |
| Close |
3,253.00 |
3,278.25 |
25.25 |
0.8% |
3,253.00 |
| Range |
60.50 |
41.25 |
-19.25 |
-31.8% |
80.75 |
| ATR |
58.89 |
57.63 |
-1.26 |
-2.1% |
0.00 |
| Volume |
5,735 |
3,408 |
-2,327 |
-40.6% |
11,254 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.25 |
3,377.00 |
3,301.00 |
|
| R3 |
3,352.00 |
3,335.75 |
3,289.50 |
|
| R2 |
3,310.75 |
3,310.75 |
3,285.75 |
|
| R1 |
3,294.50 |
3,294.50 |
3,282.00 |
3,302.50 |
| PP |
3,269.50 |
3,269.50 |
3,269.50 |
3,273.50 |
| S1 |
3,253.25 |
3,253.25 |
3,274.50 |
3,261.50 |
| S2 |
3,228.25 |
3,228.25 |
3,270.75 |
|
| S3 |
3,187.00 |
3,212.00 |
3,267.00 |
|
| S4 |
3,145.75 |
3,170.75 |
3,255.50 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,474.75 |
3,444.75 |
3,297.50 |
|
| R3 |
3,394.00 |
3,364.00 |
3,275.25 |
|
| R2 |
3,313.25 |
3,313.25 |
3,267.75 |
|
| R1 |
3,283.25 |
3,283.25 |
3,260.50 |
3,298.25 |
| PP |
3,232.50 |
3,232.50 |
3,232.50 |
3,240.00 |
| S1 |
3,202.50 |
3,202.50 |
3,245.50 |
3,217.50 |
| S2 |
3,151.75 |
3,151.75 |
3,238.25 |
|
| S3 |
3,071.00 |
3,121.75 |
3,230.75 |
|
| S4 |
2,990.25 |
3,041.00 |
3,208.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,285.75 |
3,184.75 |
101.00 |
3.1% |
52.75 |
1.6% |
93% |
True |
False |
2,762 |
| 10 |
3,285.75 |
3,181.25 |
104.50 |
3.2% |
50.25 |
1.5% |
93% |
True |
False |
2,049 |
| 20 |
3,285.75 |
3,095.00 |
190.75 |
5.8% |
52.50 |
1.6% |
96% |
True |
False |
1,696 |
| 40 |
3,285.75 |
2,916.50 |
369.25 |
11.3% |
67.00 |
2.0% |
98% |
True |
False |
1,881 |
| 60 |
3,285.75 |
2,745.75 |
540.00 |
16.5% |
65.75 |
2.0% |
99% |
True |
False |
1,810 |
| 80 |
3,285.75 |
2,694.25 |
591.50 |
18.0% |
68.00 |
2.1% |
99% |
True |
False |
1,733 |
| 100 |
3,285.75 |
2,168.25 |
1,117.50 |
34.1% |
85.00 |
2.6% |
99% |
True |
False |
1,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,461.00 |
|
2.618 |
3,393.75 |
|
1.618 |
3,352.50 |
|
1.000 |
3,327.00 |
|
0.618 |
3,311.25 |
|
HIGH |
3,285.75 |
|
0.618 |
3,270.00 |
|
0.500 |
3,265.00 |
|
0.382 |
3,260.25 |
|
LOW |
3,244.50 |
|
0.618 |
3,219.00 |
|
1.000 |
3,203.25 |
|
1.618 |
3,177.75 |
|
2.618 |
3,136.50 |
|
4.250 |
3,069.25 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,274.00 |
3,264.00 |
| PP |
3,269.50 |
3,249.50 |
| S1 |
3,265.00 |
3,235.25 |
|