| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,259.50 |
3,276.50 |
17.00 |
0.5% |
3,198.25 |
| High |
3,285.75 |
3,290.50 |
4.75 |
0.1% |
3,262.75 |
| Low |
3,244.50 |
3,260.75 |
16.25 |
0.5% |
3,182.00 |
| Close |
3,278.25 |
3,289.75 |
11.50 |
0.4% |
3,253.00 |
| Range |
41.25 |
29.75 |
-11.50 |
-27.9% |
80.75 |
| ATR |
57.63 |
55.64 |
-1.99 |
-3.5% |
0.00 |
| Volume |
3,408 |
2,409 |
-999 |
-29.3% |
11,254 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,369.50 |
3,359.50 |
3,306.00 |
|
| R3 |
3,339.75 |
3,329.75 |
3,298.00 |
|
| R2 |
3,310.00 |
3,310.00 |
3,295.25 |
|
| R1 |
3,300.00 |
3,300.00 |
3,292.50 |
3,305.00 |
| PP |
3,280.25 |
3,280.25 |
3,280.25 |
3,283.00 |
| S1 |
3,270.25 |
3,270.25 |
3,287.00 |
3,275.25 |
| S2 |
3,250.50 |
3,250.50 |
3,284.25 |
|
| S3 |
3,220.75 |
3,240.50 |
3,281.50 |
|
| S4 |
3,191.00 |
3,210.75 |
3,273.50 |
|
|
| 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 |
3,290.50 |
3,184.75 |
105.75 |
3.2% |
51.25 |
1.6% |
99% |
True |
False |
3,096 |
| 10 |
3,290.50 |
3,181.25 |
109.25 |
3.3% |
49.75 |
1.5% |
99% |
True |
False |
2,193 |
| 20 |
3,290.50 |
3,095.00 |
195.50 |
5.9% |
51.50 |
1.6% |
100% |
True |
False |
1,762 |
| 40 |
3,290.50 |
2,916.50 |
374.00 |
11.4% |
66.50 |
2.0% |
100% |
True |
False |
1,933 |
| 60 |
3,290.50 |
2,745.75 |
544.75 |
16.6% |
65.75 |
2.0% |
100% |
True |
False |
1,841 |
| 80 |
3,290.50 |
2,697.75 |
592.75 |
18.0% |
67.25 |
2.0% |
100% |
True |
False |
1,740 |
| 100 |
3,290.50 |
2,168.25 |
1,122.25 |
34.1% |
82.25 |
2.5% |
100% |
True |
False |
1,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,417.00 |
|
2.618 |
3,368.50 |
|
1.618 |
3,338.75 |
|
1.000 |
3,320.25 |
|
0.618 |
3,309.00 |
|
HIGH |
3,290.50 |
|
0.618 |
3,279.25 |
|
0.500 |
3,275.50 |
|
0.382 |
3,272.00 |
|
LOW |
3,260.75 |
|
0.618 |
3,242.25 |
|
1.000 |
3,231.00 |
|
1.618 |
3,212.50 |
|
2.618 |
3,182.75 |
|
4.250 |
3,134.25 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,285.00 |
3,275.25 |
| PP |
3,280.25 |
3,260.75 |
| S1 |
3,275.50 |
3,246.50 |
|