| 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 |
3,276.50 |
3,290.25 |
13.75 |
0.4% |
3,198.25 |
| High |
3,290.50 |
3,313.00 |
22.50 |
0.7% |
3,262.75 |
| Low |
3,260.75 |
3,282.25 |
21.50 |
0.7% |
3,182.00 |
| Close |
3,289.75 |
3,305.75 |
16.00 |
0.5% |
3,253.00 |
| Range |
29.75 |
30.75 |
1.00 |
3.4% |
80.75 |
| ATR |
55.64 |
53.86 |
-1.78 |
-3.2% |
0.00 |
| Volume |
2,409 |
5,967 |
3,558 |
147.7% |
11,254 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.50 |
3,380.00 |
3,322.75 |
|
| R3 |
3,361.75 |
3,349.25 |
3,314.25 |
|
| R2 |
3,331.00 |
3,331.00 |
3,311.50 |
|
| R1 |
3,318.50 |
3,318.50 |
3,308.50 |
3,324.75 |
| PP |
3,300.25 |
3,300.25 |
3,300.25 |
3,303.50 |
| S1 |
3,287.75 |
3,287.75 |
3,303.00 |
3,294.00 |
| S2 |
3,269.50 |
3,269.50 |
3,300.00 |
|
| S3 |
3,238.75 |
3,257.00 |
3,297.25 |
|
| S4 |
3,208.00 |
3,226.25 |
3,288.75 |
|
|
| 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 |
3,313.00 |
3,184.75 |
128.25 |
3.9% |
47.00 |
1.4% |
94% |
True |
False |
4,048 |
| 10 |
3,313.00 |
3,181.25 |
131.75 |
4.0% |
48.25 |
1.5% |
94% |
True |
False |
2,673 |
| 20 |
3,313.00 |
3,095.00 |
218.00 |
6.6% |
51.25 |
1.5% |
97% |
True |
False |
2,016 |
| 40 |
3,313.00 |
2,916.50 |
396.50 |
12.0% |
66.25 |
2.0% |
98% |
True |
False |
2,027 |
| 60 |
3,313.00 |
2,745.75 |
567.25 |
17.2% |
65.25 |
2.0% |
99% |
True |
False |
1,940 |
| 80 |
3,313.00 |
2,707.25 |
605.75 |
18.3% |
66.50 |
2.0% |
99% |
True |
False |
1,805 |
| 100 |
3,313.00 |
2,168.25 |
1,144.75 |
34.6% |
79.75 |
2.4% |
99% |
True |
False |
1,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,443.75 |
|
2.618 |
3,393.50 |
|
1.618 |
3,362.75 |
|
1.000 |
3,343.75 |
|
0.618 |
3,332.00 |
|
HIGH |
3,313.00 |
|
0.618 |
3,301.25 |
|
0.500 |
3,297.50 |
|
0.382 |
3,294.00 |
|
LOW |
3,282.25 |
|
0.618 |
3,263.25 |
|
1.000 |
3,251.50 |
|
1.618 |
3,232.50 |
|
2.618 |
3,201.75 |
|
4.250 |
3,151.50 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,303.00 |
3,296.75 |
| PP |
3,300.25 |
3,287.75 |
| S1 |
3,297.50 |
3,278.75 |
|