| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
2,064.8 |
2,086.9 |
22.1 |
1.1% |
2,005.9 |
| High |
2,091.9 |
2,099.2 |
7.3 |
0.3% |
2,099.2 |
| Low |
2,061.2 |
2,036.1 |
-25.1 |
-1.2% |
1,985.1 |
| Close |
2,080.1 |
2,038.5 |
-41.6 |
-2.0% |
2,038.5 |
| Range |
30.7 |
63.1 |
32.4 |
105.5% |
114.1 |
| ATR |
33.3 |
35.5 |
2.1 |
6.4% |
0.0 |
| Volume |
3,993 |
6,399 |
2,406 |
60.3% |
19,960 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.2 |
2,206.0 |
2,073.2 |
|
| R3 |
2,184.1 |
2,142.9 |
2,055.9 |
|
| R2 |
2,121.0 |
2,121.0 |
2,050.1 |
|
| R1 |
2,079.8 |
2,079.8 |
2,044.3 |
2,068.9 |
| PP |
2,057.9 |
2,057.9 |
2,057.9 |
2,052.5 |
| S1 |
2,016.7 |
2,016.7 |
2,032.7 |
2,005.8 |
| S2 |
1,994.8 |
1,994.8 |
2,026.9 |
|
| S3 |
1,931.7 |
1,953.6 |
2,021.1 |
|
| S4 |
1,868.6 |
1,890.5 |
2,003.8 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.2 |
2,325.0 |
2,101.3 |
|
| R3 |
2,269.1 |
2,210.9 |
2,069.9 |
|
| R2 |
2,155.0 |
2,155.0 |
2,059.4 |
|
| R1 |
2,096.8 |
2,096.8 |
2,049.0 |
2,125.9 |
| PP |
2,040.9 |
2,040.9 |
2,040.9 |
2,055.5 |
| S1 |
1,982.7 |
1,982.7 |
2,028.0 |
2,011.8 |
| S2 |
1,926.8 |
1,926.8 |
2,017.6 |
|
| S3 |
1,812.7 |
1,868.6 |
2,007.1 |
|
| S4 |
1,698.6 |
1,754.5 |
1,975.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.2 |
1,985.1 |
114.1 |
5.6% |
44.3 |
2.2% |
47% |
True |
False |
3,992 |
| 10 |
2,099.2 |
1,938.0 |
161.2 |
7.9% |
44.0 |
2.2% |
62% |
True |
False |
4,320 |
| 20 |
2,099.2 |
1,828.8 |
270.4 |
13.3% |
33.1 |
1.6% |
78% |
True |
False |
3,718 |
| 40 |
2,099.2 |
1,732.9 |
366.3 |
18.0% |
28.5 |
1.4% |
83% |
True |
False |
2,573 |
| 60 |
2,099.2 |
1,698.4 |
400.8 |
19.7% |
27.1 |
1.3% |
85% |
True |
False |
2,283 |
| 80 |
2,099.2 |
1,684.7 |
414.5 |
20.3% |
25.4 |
1.2% |
85% |
True |
False |
1,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,367.4 |
|
2.618 |
2,264.4 |
|
1.618 |
2,201.3 |
|
1.000 |
2,162.3 |
|
0.618 |
2,138.2 |
|
HIGH |
2,099.2 |
|
0.618 |
2,075.1 |
|
0.500 |
2,067.7 |
|
0.382 |
2,060.2 |
|
LOW |
2,036.1 |
|
0.618 |
1,997.1 |
|
1.000 |
1,973.0 |
|
1.618 |
1,934.0 |
|
2.618 |
1,870.9 |
|
4.250 |
1,767.9 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.7 |
2,067.7 |
| PP |
2,057.9 |
2,057.9 |
| S1 |
2,048.2 |
2,048.2 |
|