| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1,976.16 |
2,018.09 |
41.93 |
2.1% |
1,900.83 |
| High |
2,018.16 |
2,052.69 |
34.53 |
1.7% |
1,977.40 |
| Low |
1,970.02 |
2,010.32 |
40.30 |
2.0% |
1,900.38 |
| Close |
2,018.16 |
2,037.62 |
19.46 |
1.0% |
1,974.68 |
| Range |
48.14 |
42.37 |
-5.77 |
-12.0% |
77.02 |
| ATR |
26.92 |
28.03 |
1.10 |
4.1% |
0.00 |
| Volume |
6,587 |
6,241 |
-346 |
-5.3% |
33,619 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.65 |
2,141.51 |
2,060.92 |
|
| R3 |
2,118.28 |
2,099.14 |
2,049.27 |
|
| R2 |
2,075.91 |
2,075.91 |
2,045.39 |
|
| R1 |
2,056.77 |
2,056.77 |
2,041.50 |
2,066.34 |
| PP |
2,033.54 |
2,033.54 |
2,033.54 |
2,038.33 |
| S1 |
2,014.40 |
2,014.40 |
2,033.74 |
2,023.97 |
| S2 |
1,991.17 |
1,991.17 |
2,029.85 |
|
| S3 |
1,948.80 |
1,972.03 |
2,025.97 |
|
| S4 |
1,906.43 |
1,929.66 |
2,014.32 |
|
|
| 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 |
2,052.69 |
1,940.70 |
111.99 |
5.5% |
32.97 |
1.6% |
87% |
True |
False |
6,685 |
| 10 |
2,052.69 |
1,864.64 |
188.05 |
9.2% |
35.95 |
1.8% |
92% |
True |
False |
6,681 |
| 20 |
2,052.69 |
1,792.78 |
259.91 |
12.8% |
26.85 |
1.3% |
94% |
True |
False |
6,734 |
| 40 |
2,052.69 |
1,705.53 |
347.16 |
17.0% |
22.81 |
1.1% |
96% |
True |
False |
6,368 |
| 60 |
2,052.69 |
1,672.80 |
379.89 |
18.6% |
22.94 |
1.1% |
96% |
True |
False |
6,136 |
| 80 |
2,052.69 |
1,663.76 |
388.93 |
19.1% |
23.48 |
1.2% |
96% |
True |
False |
6,124 |
| 100 |
2,052.69 |
1,463.91 |
588.78 |
28.9% |
25.89 |
1.3% |
97% |
True |
False |
5,959 |
| 120 |
2,052.69 |
1,453.26 |
599.43 |
29.4% |
29.60 |
1.5% |
97% |
True |
False |
5,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.76 |
|
2.618 |
2,163.61 |
|
1.618 |
2,121.24 |
|
1.000 |
2,095.06 |
|
0.618 |
2,078.87 |
|
HIGH |
2,052.69 |
|
0.618 |
2,036.50 |
|
0.500 |
2,031.51 |
|
0.382 |
2,026.51 |
|
LOW |
2,010.32 |
|
0.618 |
1,984.14 |
|
1.000 |
1,967.95 |
|
1.618 |
1,941.77 |
|
2.618 |
1,899.40 |
|
4.250 |
1,830.25 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.58 |
2,027.40 |
| PP |
2,033.54 |
2,017.18 |
| S1 |
2,031.51 |
2,006.96 |
|