Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1,974.67 |
1,976.16 |
1.49 |
0.1% |
1,900.83 |
High |
1,984.06 |
2,018.16 |
34.10 |
1.7% |
1,977.40 |
Low |
1,961.22 |
1,970.02 |
8.80 |
0.4% |
1,900.38 |
Close |
1,976.13 |
2,018.16 |
42.03 |
2.1% |
1,974.68 |
Range |
22.84 |
48.14 |
25.30 |
110.8% |
77.02 |
ATR |
25.29 |
26.92 |
1.63 |
6.5% |
0.00 |
Volume |
6,715 |
6,587 |
-128 |
-1.9% |
33,619 |
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,146.53 |
2,130.49 |
2,044.64 |
|
R3 |
2,098.39 |
2,082.35 |
2,031.40 |
|
R2 |
2,050.25 |
2,050.25 |
2,026.99 |
|
R1 |
2,034.21 |
2,034.21 |
2,022.57 |
2,042.23 |
PP |
2,002.11 |
2,002.11 |
2,002.11 |
2,006.13 |
S1 |
1,986.07 |
1,986.07 |
2,013.75 |
1,994.09 |
S2 |
1,953.97 |
1,953.97 |
2,009.33 |
|
S3 |
1,905.83 |
1,937.93 |
2,004.92 |
|
S4 |
1,857.69 |
1,889.79 |
1,991.68 |
|
|
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 |
2,018.16 |
1,940.70 |
77.46 |
3.8% |
30.63 |
1.5% |
100% |
True |
False |
6,755 |
10 |
2,018.16 |
1,840.66 |
177.50 |
8.8% |
34.79 |
1.7% |
100% |
True |
False |
6,733 |
20 |
2,018.16 |
1,792.09 |
226.07 |
11.2% |
25.90 |
1.3% |
100% |
True |
False |
6,745 |
40 |
2,018.16 |
1,705.53 |
312.63 |
15.5% |
22.42 |
1.1% |
100% |
True |
False |
6,348 |
60 |
2,018.16 |
1,672.80 |
345.36 |
17.1% |
22.50 |
1.1% |
100% |
True |
False |
6,129 |
80 |
2,018.16 |
1,663.76 |
354.40 |
17.6% |
23.20 |
1.1% |
100% |
True |
False |
6,123 |
100 |
2,018.16 |
1,463.91 |
554.25 |
27.5% |
26.14 |
1.3% |
100% |
True |
False |
5,969 |
120 |
2,018.16 |
1,453.26 |
564.90 |
28.0% |
29.35 |
1.5% |
100% |
True |
False |
5,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,222.76 |
2.618 |
2,144.19 |
1.618 |
2,096.05 |
1.000 |
2,066.30 |
0.618 |
2,047.91 |
HIGH |
2,018.16 |
0.618 |
1,999.77 |
0.500 |
1,994.09 |
0.382 |
1,988.41 |
LOW |
1,970.02 |
0.618 |
1,940.27 |
1.000 |
1,921.88 |
1.618 |
1,892.13 |
2.618 |
1,843.99 |
4.250 |
1,765.43 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
2,010.14 |
2,007.68 |
PP |
2,002.11 |
1,997.21 |
S1 |
1,994.09 |
1,986.73 |
|