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 |
11,116.49 |
11,235.23 |
118.74 |
1.1% |
11,018.02 |
High |
11,282.23 |
11,276.30 |
-5.93 |
-0.1% |
11,282.23 |
Low |
11,090.50 |
11,044.60 |
-45.90 |
-0.4% |
10,997.67 |
Close |
11,267.08 |
11,139.39 |
-127.69 |
-1.1% |
11,139.39 |
Range |
191.73 |
231.70 |
39.97 |
20.8% |
284.56 |
ATR |
197.40 |
199.85 |
2.45 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,848.53 |
11,725.66 |
11,266.83 |
|
R3 |
11,616.83 |
11,493.96 |
11,203.11 |
|
R2 |
11,385.13 |
11,385.13 |
11,181.87 |
|
R1 |
11,262.26 |
11,262.26 |
11,160.63 |
11,207.85 |
PP |
11,153.43 |
11,153.43 |
11,153.43 |
11,126.22 |
S1 |
11,030.56 |
11,030.56 |
11,118.15 |
10,976.15 |
S2 |
10,921.73 |
10,921.73 |
11,096.91 |
|
S3 |
10,690.03 |
10,798.86 |
11,075.67 |
|
S4 |
10,458.33 |
10,567.16 |
11,011.96 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,993.44 |
11,850.98 |
11,295.90 |
|
R3 |
11,708.88 |
11,566.42 |
11,217.64 |
|
R2 |
11,424.32 |
11,424.32 |
11,191.56 |
|
R1 |
11,281.86 |
11,281.86 |
11,165.47 |
11,353.09 |
PP |
11,139.76 |
11,139.76 |
11,139.76 |
11,175.38 |
S1 |
10,997.30 |
10,997.30 |
11,113.31 |
11,068.53 |
S2 |
10,855.20 |
10,855.20 |
11,087.22 |
|
S3 |
10,570.64 |
10,712.74 |
11,061.14 |
|
S4 |
10,286.08 |
10,428.18 |
10,982.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,282.23 |
10,997.67 |
284.56 |
2.6% |
134.11 |
1.2% |
50% |
False |
False |
|
10 |
11,282.23 |
10,527.43 |
754.80 |
6.8% |
148.11 |
1.3% |
81% |
False |
False |
|
20 |
11,282.23 |
10,313.94 |
968.29 |
8.7% |
204.29 |
1.8% |
85% |
False |
False |
|
40 |
11,282.23 |
9,489.58 |
1,792.65 |
16.1% |
199.29 |
1.8% |
92% |
False |
False |
|
60 |
11,282.23 |
8,860.77 |
2,421.46 |
21.7% |
188.45 |
1.7% |
94% |
False |
False |
|
80 |
11,282.23 |
8,359.84 |
2,922.39 |
26.2% |
185.21 |
1.7% |
95% |
False |
False |
|
100 |
11,282.23 |
6,771.91 |
4,510.32 |
40.5% |
206.95 |
1.9% |
97% |
False |
False |
|
120 |
11,282.23 |
6,771.91 |
4,510.32 |
40.5% |
231.62 |
2.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,261.03 |
2.618 |
11,882.89 |
1.618 |
11,651.19 |
1.000 |
11,508.00 |
0.618 |
11,419.49 |
HIGH |
11,276.30 |
0.618 |
11,187.79 |
0.500 |
11,160.45 |
0.382 |
11,133.11 |
LOW |
11,044.60 |
0.618 |
10,901.41 |
1.000 |
10,812.90 |
1.618 |
10,669.71 |
2.618 |
10,438.01 |
4.250 |
10,059.88 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,160.45 |
11,163.42 |
PP |
11,153.43 |
11,155.41 |
S1 |
11,146.41 |
11,147.40 |
|