| 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 |
2,003.3 |
2,047.0 |
43.7 |
2.2% |
1,940.4 |
| High |
2,047.1 |
2,078.9 |
31.8 |
1.6% |
2,013.7 |
| Low |
1,992.7 |
2,037.9 |
45.2 |
2.3% |
1,938.0 |
| Close |
2,030.8 |
2,059.4 |
28.6 |
1.4% |
1,995.6 |
| Range |
54.4 |
41.0 |
-13.4 |
-24.6% |
75.7 |
| ATR |
32.3 |
33.4 |
1.1 |
3.5% |
0.0 |
| Volume |
3,492 |
3,860 |
368 |
10.5% |
23,245 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.7 |
2,161.6 |
2,082.0 |
|
| R3 |
2,140.7 |
2,120.6 |
2,070.7 |
|
| R2 |
2,099.7 |
2,099.7 |
2,066.9 |
|
| R1 |
2,079.6 |
2,079.6 |
2,063.2 |
2,089.7 |
| PP |
2,058.7 |
2,058.7 |
2,058.7 |
2,063.8 |
| S1 |
2,038.6 |
2,038.6 |
2,055.6 |
2,048.7 |
| S2 |
2,017.7 |
2,017.7 |
2,051.9 |
|
| S3 |
1,976.7 |
1,997.6 |
2,048.1 |
|
| S4 |
1,935.7 |
1,956.6 |
2,036.9 |
|
|
| 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 |
2,078.9 |
1,962.2 |
116.7 |
5.7% |
38.4 |
1.9% |
83% |
True |
False |
3,027 |
| 10 |
2,078.9 |
1,901.6 |
177.3 |
8.6% |
40.5 |
2.0% |
89% |
True |
False |
4,290 |
| 20 |
2,078.9 |
1,828.8 |
250.1 |
12.1% |
30.4 |
1.5% |
92% |
True |
False |
3,407 |
| 40 |
2,078.9 |
1,732.9 |
346.0 |
16.8% |
27.6 |
1.3% |
94% |
True |
False |
2,455 |
| 60 |
2,078.9 |
1,698.4 |
380.5 |
18.5% |
26.0 |
1.3% |
95% |
True |
False |
2,126 |
| 80 |
2,078.9 |
1,684.7 |
394.2 |
19.1% |
24.6 |
1.2% |
95% |
True |
False |
1,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,253.2 |
|
2.618 |
2,186.2 |
|
1.618 |
2,145.2 |
|
1.000 |
2,119.9 |
|
0.618 |
2,104.2 |
|
HIGH |
2,078.9 |
|
0.618 |
2,063.2 |
|
0.500 |
2,058.4 |
|
0.382 |
2,053.6 |
|
LOW |
2,037.9 |
|
0.618 |
2,012.6 |
|
1.000 |
1,996.9 |
|
1.618 |
1,971.6 |
|
2.618 |
1,930.6 |
|
4.250 |
1,863.7 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.1 |
2,050.3 |
| PP |
2,058.7 |
2,041.1 |
| S1 |
2,058.4 |
2,032.0 |
|