| 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 |
1,982.4 |
2,005.9 |
23.5 |
1.2% |
1,940.4 |
| High |
2,013.7 |
2,017.2 |
3.5 |
0.2% |
2,013.7 |
| Low |
1,982.4 |
1,985.1 |
2.7 |
0.1% |
1,938.0 |
| Close |
1,995.6 |
1,996.1 |
0.5 |
0.0% |
1,995.6 |
| Range |
31.3 |
32.1 |
0.8 |
2.6% |
75.7 |
| ATR |
30.5 |
30.6 |
0.1 |
0.4% |
0.0 |
| Volume |
3,338 |
2,216 |
-1,122 |
-33.6% |
23,245 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.8 |
2,078.0 |
2,013.8 |
|
| R3 |
2,063.7 |
2,045.9 |
2,004.9 |
|
| R2 |
2,031.6 |
2,031.6 |
2,002.0 |
|
| R1 |
2,013.8 |
2,013.8 |
1,999.0 |
2,006.7 |
| PP |
1,999.5 |
1,999.5 |
1,999.5 |
1,995.9 |
| S1 |
1,981.7 |
1,981.7 |
1,993.2 |
1,974.6 |
| S2 |
1,967.4 |
1,967.4 |
1,990.2 |
|
| S3 |
1,935.3 |
1,949.6 |
1,987.3 |
|
| S4 |
1,903.2 |
1,917.5 |
1,978.4 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.5 |
2,178.3 |
2,037.2 |
|
| R3 |
2,133.8 |
2,102.6 |
2,016.4 |
|
| R2 |
2,058.1 |
2,058.1 |
2,009.5 |
|
| R1 |
2,026.9 |
2,026.9 |
2,002.5 |
2,042.5 |
| PP |
1,982.4 |
1,982.4 |
1,982.4 |
1,990.3 |
| S1 |
1,951.2 |
1,951.2 |
1,988.7 |
1,966.8 |
| S2 |
1,906.7 |
1,906.7 |
1,981.7 |
|
| S3 |
1,831.0 |
1,875.5 |
1,974.8 |
|
| S4 |
1,755.3 |
1,799.8 |
1,954.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,017.2 |
1,939.9 |
77.3 |
3.9% |
41.7 |
2.1% |
73% |
True |
False |
3,451 |
| 10 |
2,017.2 |
1,849.4 |
167.8 |
8.4% |
36.9 |
1.8% |
87% |
True |
False |
4,544 |
| 20 |
2,017.2 |
1,813.5 |
203.7 |
10.2% |
28.4 |
1.4% |
90% |
True |
False |
3,247 |
| 40 |
2,017.2 |
1,717.6 |
299.6 |
15.0% |
26.4 |
1.3% |
93% |
True |
False |
2,379 |
| 60 |
2,017.2 |
1,698.4 |
318.8 |
16.0% |
24.8 |
1.2% |
93% |
True |
False |
2,030 |
| 80 |
2,017.2 |
1,683.5 |
333.7 |
16.7% |
24.4 |
1.2% |
94% |
True |
False |
1,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.6 |
|
2.618 |
2,101.2 |
|
1.618 |
2,069.1 |
|
1.000 |
2,049.3 |
|
0.618 |
2,037.0 |
|
HIGH |
2,017.2 |
|
0.618 |
2,004.9 |
|
0.500 |
2,001.2 |
|
0.382 |
1,997.4 |
|
LOW |
1,985.1 |
|
0.618 |
1,965.3 |
|
1.000 |
1,953.0 |
|
1.618 |
1,933.2 |
|
2.618 |
1,901.1 |
|
4.250 |
1,848.7 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.2 |
1,994.0 |
| PP |
1,999.5 |
1,991.8 |
| S1 |
1,997.8 |
1,989.7 |
|