| 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 |
3,308.25 |
3,331.50 |
23.25 |
0.7% |
3,259.50 |
| High |
3,335.00 |
3,337.00 |
2.00 |
0.1% |
3,337.00 |
| Low |
3,290.75 |
3,312.50 |
21.75 |
0.7% |
3,244.50 |
| Close |
3,334.00 |
3,334.50 |
0.50 |
0.0% |
3,334.50 |
| Range |
44.25 |
24.50 |
-19.75 |
-44.6% |
92.50 |
| ATR |
53.17 |
51.12 |
-2.05 |
-3.9% |
0.00 |
| Volume |
4,411 |
2,385 |
-2,026 |
-45.9% |
18,580 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.50 |
3,392.50 |
3,348.00 |
|
| R3 |
3,377.00 |
3,368.00 |
3,341.25 |
|
| R2 |
3,352.50 |
3,352.50 |
3,339.00 |
|
| R1 |
3,343.50 |
3,343.50 |
3,336.75 |
3,348.00 |
| PP |
3,328.00 |
3,328.00 |
3,328.00 |
3,330.25 |
| S1 |
3,319.00 |
3,319.00 |
3,332.25 |
3,323.50 |
| S2 |
3,303.50 |
3,303.50 |
3,330.00 |
|
| S3 |
3,279.00 |
3,294.50 |
3,327.75 |
|
| S4 |
3,254.50 |
3,270.00 |
3,321.00 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,582.75 |
3,551.25 |
3,385.50 |
|
| R3 |
3,490.25 |
3,458.75 |
3,360.00 |
|
| R2 |
3,397.75 |
3,397.75 |
3,351.50 |
|
| R1 |
3,366.25 |
3,366.25 |
3,343.00 |
3,382.00 |
| PP |
3,305.25 |
3,305.25 |
3,305.25 |
3,313.25 |
| S1 |
3,273.75 |
3,273.75 |
3,326.00 |
3,289.50 |
| S2 |
3,212.75 |
3,212.75 |
3,317.50 |
|
| S3 |
3,120.25 |
3,181.25 |
3,309.00 |
|
| S4 |
3,027.75 |
3,088.75 |
3,283.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,337.00 |
3,244.50 |
92.50 |
2.8% |
34.00 |
1.0% |
97% |
True |
False |
3,716 |
| 10 |
3,337.00 |
3,182.00 |
155.00 |
4.6% |
43.50 |
1.3% |
98% |
True |
False |
2,983 |
| 20 |
3,337.00 |
3,108.50 |
228.50 |
6.9% |
48.00 |
1.4% |
99% |
True |
False |
2,230 |
| 40 |
3,337.00 |
2,916.50 |
420.50 |
12.6% |
62.00 |
1.9% |
99% |
True |
False |
2,118 |
| 60 |
3,337.00 |
2,745.75 |
591.25 |
17.7% |
63.25 |
1.9% |
100% |
True |
False |
2,031 |
| 80 |
3,337.00 |
2,707.25 |
629.75 |
18.9% |
65.25 |
2.0% |
100% |
True |
False |
1,874 |
| 100 |
3,337.00 |
2,168.25 |
1,168.75 |
35.1% |
78.25 |
2.3% |
100% |
True |
False |
1,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,441.00 |
|
2.618 |
3,401.25 |
|
1.618 |
3,376.75 |
|
1.000 |
3,361.50 |
|
0.618 |
3,352.25 |
|
HIGH |
3,337.00 |
|
0.618 |
3,327.75 |
|
0.500 |
3,324.75 |
|
0.382 |
3,321.75 |
|
LOW |
3,312.50 |
|
0.618 |
3,297.25 |
|
1.000 |
3,288.00 |
|
1.618 |
3,272.75 |
|
2.618 |
3,248.25 |
|
4.250 |
3,208.50 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,331.25 |
3,326.25 |
| PP |
3,328.00 |
3,318.00 |
| S1 |
3,324.75 |
3,309.50 |
|