| 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 |
3,290.25 |
3,308.25 |
18.00 |
0.5% |
3,198.25 |
| High |
3,313.00 |
3,335.00 |
22.00 |
0.7% |
3,262.75 |
| Low |
3,282.25 |
3,290.75 |
8.50 |
0.3% |
3,182.00 |
| Close |
3,305.75 |
3,334.00 |
28.25 |
0.9% |
3,253.00 |
| Range |
30.75 |
44.25 |
13.50 |
43.9% |
80.75 |
| ATR |
53.86 |
53.17 |
-0.69 |
-1.3% |
0.00 |
| Volume |
5,967 |
4,411 |
-1,556 |
-26.1% |
11,254 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,452.75 |
3,437.50 |
3,358.25 |
|
| R3 |
3,408.50 |
3,393.25 |
3,346.25 |
|
| R2 |
3,364.25 |
3,364.25 |
3,342.00 |
|
| R1 |
3,349.00 |
3,349.00 |
3,338.00 |
3,356.50 |
| PP |
3,320.00 |
3,320.00 |
3,320.00 |
3,323.75 |
| S1 |
3,304.75 |
3,304.75 |
3,330.00 |
3,312.50 |
| S2 |
3,275.75 |
3,275.75 |
3,326.00 |
|
| S3 |
3,231.50 |
3,260.50 |
3,321.75 |
|
| S4 |
3,187.25 |
3,216.25 |
3,309.75 |
|
|
| 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 |
3,335.00 |
3,202.25 |
132.75 |
4.0% |
41.25 |
1.2% |
99% |
True |
False |
4,386 |
| 10 |
3,335.00 |
3,181.25 |
153.75 |
4.6% |
45.75 |
1.4% |
99% |
True |
False |
3,012 |
| 20 |
3,335.00 |
3,101.25 |
233.75 |
7.0% |
50.00 |
1.5% |
100% |
True |
False |
2,187 |
| 40 |
3,335.00 |
2,916.50 |
418.50 |
12.6% |
66.25 |
2.0% |
100% |
True |
False |
2,086 |
| 60 |
3,335.00 |
2,745.75 |
589.25 |
17.7% |
64.25 |
1.9% |
100% |
True |
False |
2,005 |
| 80 |
3,335.00 |
2,707.25 |
627.75 |
18.8% |
65.75 |
2.0% |
100% |
True |
False |
1,859 |
| 100 |
3,335.00 |
2,168.25 |
1,166.75 |
35.0% |
79.00 |
2.4% |
100% |
True |
False |
1,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,523.00 |
|
2.618 |
3,450.75 |
|
1.618 |
3,406.50 |
|
1.000 |
3,379.25 |
|
0.618 |
3,362.25 |
|
HIGH |
3,335.00 |
|
0.618 |
3,318.00 |
|
0.500 |
3,313.00 |
|
0.382 |
3,307.75 |
|
LOW |
3,290.75 |
|
0.618 |
3,263.50 |
|
1.000 |
3,246.50 |
|
1.618 |
3,219.25 |
|
2.618 |
3,175.00 |
|
4.250 |
3,102.75 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,327.00 |
3,322.00 |
| PP |
3,320.00 |
3,310.00 |
| S1 |
3,313.00 |
3,298.00 |
|