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 |
10,886.36 |
11,018.02 |
131.66 |
1.2% |
10,547.11 |
High |
10,908.34 |
11,085.50 |
177.16 |
1.6% |
10,908.34 |
Low |
10,707.40 |
10,997.67 |
290.27 |
2.7% |
10,527.43 |
Close |
10,905.88 |
11,055.08 |
149.20 |
1.4% |
10,905.88 |
Range |
200.94 |
87.83 |
-113.11 |
-56.3% |
380.91 |
ATR |
219.67 |
216.81 |
-2.86 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,309.57 |
11,270.16 |
11,103.39 |
|
R3 |
11,221.74 |
11,182.33 |
11,079.23 |
|
R2 |
11,133.91 |
11,133.91 |
11,071.18 |
|
R1 |
11,094.50 |
11,094.50 |
11,063.13 |
11,114.21 |
PP |
11,046.08 |
11,046.08 |
11,046.08 |
11,055.94 |
S1 |
11,006.67 |
11,006.67 |
11,047.03 |
11,026.38 |
S2 |
10,958.25 |
10,958.25 |
11,038.98 |
|
S3 |
10,870.42 |
10,918.84 |
11,030.93 |
|
S4 |
10,782.59 |
10,831.01 |
11,006.77 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,923.28 |
11,795.49 |
11,115.38 |
|
R3 |
11,542.37 |
11,414.58 |
11,010.63 |
|
R2 |
11,161.46 |
11,161.46 |
10,975.71 |
|
R1 |
11,033.67 |
11,033.67 |
10,940.80 |
11,097.57 |
PP |
10,780.55 |
10,780.55 |
10,780.55 |
10,812.50 |
S1 |
10,652.76 |
10,652.76 |
10,870.96 |
10,716.66 |
S2 |
10,399.64 |
10,399.64 |
10,836.05 |
|
S3 |
10,018.73 |
10,271.85 |
10,801.13 |
|
S4 |
9,637.82 |
9,890.94 |
10,696.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,085.50 |
10,527.43 |
558.07 |
5.0% |
147.29 |
1.3% |
95% |
True |
False |
|
10 |
11,085.50 |
10,313.94 |
771.56 |
7.0% |
183.26 |
1.7% |
96% |
True |
False |
|
20 |
11,085.50 |
10,313.94 |
771.56 |
7.0% |
212.30 |
1.9% |
96% |
True |
False |
|
40 |
11,085.50 |
9,489.58 |
1,595.92 |
14.4% |
205.31 |
1.9% |
98% |
True |
False |
|
60 |
11,085.50 |
8,860.77 |
2,224.73 |
20.1% |
192.96 |
1.7% |
99% |
True |
False |
|
80 |
11,085.50 |
8,158.58 |
2,926.92 |
26.5% |
187.29 |
1.7% |
99% |
True |
False |
|
100 |
11,085.50 |
6,771.91 |
4,313.59 |
39.0% |
225.19 |
2.0% |
99% |
True |
False |
|
120 |
11,085.50 |
6,771.91 |
4,313.59 |
39.0% |
229.26 |
2.1% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,458.78 |
2.618 |
11,315.44 |
1.618 |
11,227.61 |
1.000 |
11,173.33 |
0.618 |
11,139.78 |
HIGH |
11,085.50 |
0.618 |
11,051.95 |
0.500 |
11,041.59 |
0.382 |
11,031.22 |
LOW |
10,997.67 |
0.618 |
10,943.39 |
1.000 |
10,909.84 |
1.618 |
10,855.56 |
2.618 |
10,767.73 |
4.250 |
10,624.39 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,050.58 |
10,972.94 |
PP |
11,046.08 |
10,890.79 |
S1 |
11,041.59 |
10,808.65 |
|