| 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 |
11,061.50 |
11,077.50 |
16.00 |
0.1% |
10,480.00 |
| High |
11,125.75 |
11,253.75 |
128.00 |
1.2% |
10,920.75 |
| Low |
11,040.75 |
11,037.75 |
-3.00 |
0.0% |
10,397.50 |
| Close |
11,075.25 |
11,244.75 |
169.50 |
1.5% |
10,874.25 |
| Range |
85.00 |
216.00 |
131.00 |
154.1% |
523.25 |
| ATR |
235.94 |
234.51 |
-1.42 |
-0.6% |
0.00 |
| Volume |
485 |
297 |
-188 |
-38.8% |
3,209 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,826.75 |
11,751.75 |
11,363.50 |
|
| R3 |
11,610.75 |
11,535.75 |
11,304.25 |
|
| R2 |
11,394.75 |
11,394.75 |
11,284.25 |
|
| R1 |
11,319.75 |
11,319.75 |
11,264.50 |
11,357.25 |
| PP |
11,178.75 |
11,178.75 |
11,178.75 |
11,197.50 |
| S1 |
11,103.75 |
11,103.75 |
11,225.00 |
11,141.25 |
| S2 |
10,962.75 |
10,962.75 |
11,205.25 |
|
| S3 |
10,746.75 |
10,887.75 |
11,185.25 |
|
| S4 |
10,530.75 |
10,671.75 |
11,126.00 |
|
|
| 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 |
11,253.75 |
10,676.25 |
577.50 |
5.1% |
170.25 |
1.5% |
98% |
True |
False |
602 |
| 10 |
11,253.75 |
10,288.00 |
965.75 |
8.6% |
222.50 |
2.0% |
99% |
True |
False |
610 |
| 20 |
11,253.75 |
10,288.00 |
965.75 |
8.6% |
254.50 |
2.3% |
99% |
True |
False |
659 |
| 40 |
11,253.75 |
9,390.50 |
1,863.25 |
16.6% |
253.25 |
2.3% |
100% |
True |
False |
487 |
| 60 |
11,253.75 |
8,829.25 |
2,424.50 |
21.6% |
225.00 |
2.0% |
100% |
True |
False |
336 |
| 80 |
11,253.75 |
8,348.50 |
2,905.25 |
25.8% |
217.50 |
1.9% |
100% |
True |
False |
252 |
| 100 |
11,253.75 |
6,626.75 |
4,627.00 |
41.1% |
237.75 |
2.1% |
100% |
True |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,171.75 |
|
2.618 |
11,819.25 |
|
1.618 |
11,603.25 |
|
1.000 |
11,469.75 |
|
0.618 |
11,387.25 |
|
HIGH |
11,253.75 |
|
0.618 |
11,171.25 |
|
0.500 |
11,145.75 |
|
0.382 |
11,120.25 |
|
LOW |
11,037.75 |
|
0.618 |
10,904.25 |
|
1.000 |
10,821.75 |
|
1.618 |
10,688.25 |
|
2.618 |
10,472.25 |
|
4.250 |
10,119.75 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,211.75 |
11,200.25 |
| PP |
11,178.75 |
11,155.75 |
| S1 |
11,145.75 |
11,111.50 |
|