| 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 |
10,900.00 |
10,911.00 |
11.00 |
0.1% |
10,480.00 |
| High |
10,920.75 |
11,057.25 |
136.50 |
1.2% |
10,920.75 |
| Low |
10,676.25 |
10,862.00 |
185.75 |
1.7% |
10,397.50 |
| Close |
10,874.25 |
11,027.75 |
153.50 |
1.4% |
10,874.25 |
| Range |
244.50 |
195.25 |
-49.25 |
-20.1% |
523.25 |
| ATR |
262.97 |
258.13 |
-4.84 |
-1.8% |
0.00 |
| Volume |
1,061 |
721 |
-340 |
-32.0% |
3,209 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,568.00 |
11,493.25 |
11,135.25 |
|
| R3 |
11,372.75 |
11,298.00 |
11,081.50 |
|
| R2 |
11,177.50 |
11,177.50 |
11,063.50 |
|
| R1 |
11,102.75 |
11,102.75 |
11,045.75 |
11,140.00 |
| PP |
10,982.25 |
10,982.25 |
10,982.25 |
11,001.00 |
| S1 |
10,907.50 |
10,907.50 |
11,009.75 |
10,945.00 |
| S2 |
10,787.00 |
10,787.00 |
10,992.00 |
|
| S3 |
10,591.75 |
10,712.25 |
10,974.00 |
|
| S4 |
10,396.50 |
10,517.00 |
10,920.25 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,300.50 |
12,110.75 |
11,162.00 |
|
| R3 |
11,777.25 |
11,587.50 |
11,018.25 |
|
| R2 |
11,254.00 |
11,254.00 |
10,970.25 |
|
| R1 |
11,064.25 |
11,064.25 |
10,922.25 |
11,159.00 |
| PP |
10,730.75 |
10,730.75 |
10,730.75 |
10,778.25 |
| S1 |
10,541.00 |
10,541.00 |
10,826.25 |
10,636.00 |
| S2 |
10,207.50 |
10,207.50 |
10,778.25 |
|
| S3 |
9,684.25 |
10,017.75 |
10,730.25 |
|
| S4 |
9,161.00 |
9,494.50 |
10,586.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,057.25 |
10,489.00 |
568.25 |
5.2% |
250.50 |
2.3% |
95% |
True |
False |
680 |
| 10 |
11,057.25 |
10,288.00 |
769.25 |
7.0% |
265.75 |
2.4% |
96% |
True |
False |
701 |
| 20 |
11,057.25 |
10,288.00 |
769.25 |
7.0% |
261.75 |
2.4% |
96% |
True |
False |
661 |
| 40 |
11,057.25 |
9,390.50 |
1,666.75 |
15.1% |
255.50 |
2.3% |
98% |
True |
False |
472 |
| 60 |
11,057.25 |
8,829.25 |
2,228.00 |
20.2% |
226.00 |
2.0% |
99% |
True |
False |
316 |
| 80 |
11,057.25 |
8,088.50 |
2,968.75 |
26.9% |
219.75 |
2.0% |
99% |
True |
False |
237 |
| 100 |
11,057.25 |
6,626.75 |
4,430.50 |
40.2% |
252.50 |
2.3% |
99% |
True |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,887.00 |
|
2.618 |
11,568.50 |
|
1.618 |
11,373.25 |
|
1.000 |
11,252.50 |
|
0.618 |
11,178.00 |
|
HIGH |
11,057.25 |
|
0.618 |
10,982.75 |
|
0.500 |
10,959.50 |
|
0.382 |
10,936.50 |
|
LOW |
10,862.00 |
|
0.618 |
10,741.25 |
|
1.000 |
10,666.75 |
|
1.618 |
10,546.00 |
|
2.618 |
10,350.75 |
|
4.250 |
10,032.25 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,005.00 |
10,943.00 |
| PP |
10,982.25 |
10,858.00 |
| S1 |
10,959.50 |
10,773.00 |
|