| 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 |
2,018.09 |
2,037.50 |
19.41 |
1.0% |
1,900.83 |
| High |
2,052.69 |
2,067.64 |
14.95 |
0.7% |
1,977.40 |
| Low |
2,010.32 |
2,035.10 |
24.78 |
1.2% |
1,900.38 |
| Close |
2,037.62 |
2,063.02 |
25.40 |
1.2% |
1,974.68 |
| Range |
42.37 |
32.54 |
-9.83 |
-23.2% |
77.02 |
| ATR |
28.03 |
28.35 |
0.32 |
1.2% |
0.00 |
| Volume |
6,241 |
6,283 |
42 |
0.7% |
33,619 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.87 |
2,140.49 |
2,080.92 |
|
| R3 |
2,120.33 |
2,107.95 |
2,071.97 |
|
| R2 |
2,087.79 |
2,087.79 |
2,068.99 |
|
| R1 |
2,075.41 |
2,075.41 |
2,066.00 |
2,081.60 |
| PP |
2,055.25 |
2,055.25 |
2,055.25 |
2,058.35 |
| S1 |
2,042.87 |
2,042.87 |
2,060.04 |
2,049.06 |
| S2 |
2,022.71 |
2,022.71 |
2,057.05 |
|
| S3 |
1,990.17 |
2,010.33 |
2,054.07 |
|
| S4 |
1,957.63 |
1,977.79 |
2,045.12 |
|
|
| 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 |
2,067.64 |
1,955.30 |
112.34 |
5.4% |
33.47 |
1.6% |
96% |
True |
False |
6,563 |
| 10 |
2,067.64 |
1,883.00 |
184.64 |
8.9% |
35.96 |
1.7% |
97% |
True |
False |
6,638 |
| 20 |
2,067.64 |
1,792.78 |
274.86 |
13.3% |
27.61 |
1.3% |
98% |
True |
False |
6,709 |
| 40 |
2,067.64 |
1,705.53 |
362.11 |
17.6% |
23.11 |
1.1% |
99% |
True |
False |
6,386 |
| 60 |
2,067.64 |
1,672.80 |
394.84 |
19.1% |
23.08 |
1.1% |
99% |
True |
False |
6,144 |
| 80 |
2,067.64 |
1,663.76 |
403.88 |
19.6% |
23.56 |
1.1% |
99% |
True |
False |
6,130 |
| 100 |
2,067.64 |
1,463.91 |
603.73 |
29.3% |
25.90 |
1.3% |
99% |
True |
False |
5,956 |
| 120 |
2,067.64 |
1,453.26 |
614.38 |
29.8% |
29.72 |
1.4% |
99% |
True |
False |
5,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.94 |
|
2.618 |
2,152.83 |
|
1.618 |
2,120.29 |
|
1.000 |
2,100.18 |
|
0.618 |
2,087.75 |
|
HIGH |
2,067.64 |
|
0.618 |
2,055.21 |
|
0.500 |
2,051.37 |
|
0.382 |
2,047.53 |
|
LOW |
2,035.10 |
|
0.618 |
2,014.99 |
|
1.000 |
2,002.56 |
|
1.618 |
1,982.45 |
|
2.618 |
1,949.91 |
|
4.250 |
1,896.81 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.14 |
2,048.29 |
| PP |
2,055.25 |
2,033.56 |
| S1 |
2,051.37 |
2,018.83 |
|