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 |
1,955.68 |
1,974.67 |
18.99 |
1.0% |
1,900.83 |
High |
1,976.77 |
1,984.06 |
7.29 |
0.4% |
1,977.40 |
Low |
1,955.30 |
1,961.22 |
5.92 |
0.3% |
1,900.38 |
Close |
1,974.68 |
1,976.13 |
1.45 |
0.1% |
1,974.68 |
Range |
21.47 |
22.84 |
1.37 |
6.4% |
77.02 |
ATR |
25.48 |
25.29 |
-0.19 |
-0.7% |
0.00 |
Volume |
6,991 |
6,715 |
-276 |
-3.9% |
33,619 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.32 |
2,032.07 |
1,988.69 |
|
R3 |
2,019.48 |
2,009.23 |
1,982.41 |
|
R2 |
1,996.64 |
1,996.64 |
1,980.32 |
|
R1 |
1,986.39 |
1,986.39 |
1,978.22 |
1,991.52 |
PP |
1,973.80 |
1,973.80 |
1,973.80 |
1,976.37 |
S1 |
1,963.55 |
1,963.55 |
1,974.04 |
1,968.68 |
S2 |
1,950.96 |
1,950.96 |
1,971.94 |
|
S3 |
1,928.12 |
1,940.71 |
1,969.85 |
|
S4 |
1,905.28 |
1,917.87 |
1,963.57 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,181.88 |
2,155.30 |
2,017.04 |
|
R3 |
2,104.86 |
2,078.28 |
1,995.86 |
|
R2 |
2,027.84 |
2,027.84 |
1,988.80 |
|
R1 |
2,001.26 |
2,001.26 |
1,981.74 |
2,014.55 |
PP |
1,950.82 |
1,950.82 |
1,950.82 |
1,957.47 |
S1 |
1,924.24 |
1,924.24 |
1,967.62 |
1,937.53 |
S2 |
1,873.80 |
1,873.80 |
1,960.56 |
|
S3 |
1,796.78 |
1,847.22 |
1,953.50 |
|
S4 |
1,719.76 |
1,770.20 |
1,932.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,984.06 |
1,911.71 |
72.35 |
3.7% |
34.02 |
1.7% |
89% |
True |
False |
6,743 |
10 |
1,984.06 |
1,815.94 |
168.12 |
8.5% |
32.68 |
1.7% |
95% |
True |
False |
6,763 |
20 |
1,984.06 |
1,774.87 |
209.19 |
10.6% |
24.58 |
1.2% |
96% |
True |
False |
6,780 |
40 |
1,984.06 |
1,692.92 |
291.14 |
14.7% |
21.89 |
1.1% |
97% |
True |
False |
6,326 |
60 |
1,984.06 |
1,672.80 |
311.26 |
15.8% |
21.96 |
1.1% |
97% |
True |
False |
6,119 |
80 |
1,984.06 |
1,663.76 |
320.30 |
16.2% |
23.03 |
1.2% |
98% |
True |
False |
6,111 |
100 |
1,984.06 |
1,463.91 |
520.15 |
26.3% |
26.47 |
1.3% |
98% |
True |
False |
5,983 |
120 |
1,984.06 |
1,453.26 |
530.80 |
26.9% |
29.15 |
1.5% |
99% |
True |
False |
5,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,081.13 |
2.618 |
2,043.86 |
1.618 |
2,021.02 |
1.000 |
2,006.90 |
0.618 |
1,998.18 |
HIGH |
1,984.06 |
0.618 |
1,975.34 |
0.500 |
1,972.64 |
0.382 |
1,969.94 |
LOW |
1,961.22 |
0.618 |
1,947.10 |
1.000 |
1,938.38 |
1.618 |
1,924.26 |
2.618 |
1,901.42 |
4.250 |
1,864.15 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1,974.97 |
1,971.55 |
PP |
1,973.80 |
1,966.96 |
S1 |
1,972.64 |
1,962.38 |
|