| 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 |
2,047.0 |
2,064.8 |
17.8 |
0.9% |
1,940.4 |
| High |
2,078.9 |
2,091.9 |
13.0 |
0.6% |
2,013.7 |
| Low |
2,037.9 |
2,061.2 |
23.3 |
1.1% |
1,938.0 |
| Close |
2,059.4 |
2,080.1 |
20.7 |
1.0% |
1,995.6 |
| Range |
41.0 |
30.7 |
-10.3 |
-25.1% |
75.7 |
| ATR |
33.4 |
33.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
3,860 |
3,993 |
133 |
3.4% |
23,245 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.8 |
2,155.7 |
2,097.0 |
|
| R3 |
2,139.1 |
2,125.0 |
2,088.5 |
|
| R2 |
2,108.4 |
2,108.4 |
2,085.7 |
|
| R1 |
2,094.3 |
2,094.3 |
2,082.9 |
2,101.4 |
| PP |
2,077.7 |
2,077.7 |
2,077.7 |
2,081.3 |
| S1 |
2,063.6 |
2,063.6 |
2,077.3 |
2,070.7 |
| S2 |
2,047.0 |
2,047.0 |
2,074.5 |
|
| S3 |
2,016.3 |
2,032.9 |
2,071.7 |
|
| S4 |
1,985.6 |
2,002.2 |
2,063.2 |
|
|
| 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 |
2,091.9 |
1,982.4 |
109.5 |
5.3% |
37.9 |
1.8% |
89% |
True |
False |
3,379 |
| 10 |
2,091.9 |
1,919.6 |
172.3 |
8.3% |
40.0 |
1.9% |
93% |
True |
False |
4,158 |
| 20 |
2,091.9 |
1,828.8 |
263.1 |
12.6% |
30.9 |
1.5% |
96% |
True |
False |
3,532 |
| 40 |
2,091.9 |
1,732.9 |
359.0 |
17.3% |
27.6 |
1.3% |
97% |
True |
False |
2,489 |
| 60 |
2,091.9 |
1,698.4 |
393.5 |
18.9% |
26.3 |
1.3% |
97% |
True |
False |
2,183 |
| 80 |
2,091.9 |
1,684.7 |
407.2 |
19.6% |
24.8 |
1.2% |
97% |
True |
False |
1,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.4 |
|
2.618 |
2,172.3 |
|
1.618 |
2,141.6 |
|
1.000 |
2,122.6 |
|
0.618 |
2,110.9 |
|
HIGH |
2,091.9 |
|
0.618 |
2,080.2 |
|
0.500 |
2,076.6 |
|
0.382 |
2,072.9 |
|
LOW |
2,061.2 |
|
0.618 |
2,042.2 |
|
1.000 |
2,030.5 |
|
1.618 |
2,011.5 |
|
2.618 |
1,980.8 |
|
4.250 |
1,930.7 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.9 |
2,067.5 |
| PP |
2,077.7 |
2,054.9 |
| S1 |
2,076.6 |
2,042.3 |
|