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 |
26,409.33 |
26,542.32 |
132.99 |
0.5% |
26,447.67 |
High |
26,430.67 |
26,707.26 |
276.59 |
1.0% |
26,625.46 |
Low |
26,013.59 |
26,534.38 |
520.79 |
2.0% |
25,992.28 |
Close |
26,428.32 |
26,664.40 |
236.08 |
0.9% |
26,428.32 |
Range |
417.08 |
172.88 |
-244.20 |
-58.5% |
633.18 |
ATR |
408.18 |
398.95 |
-9.23 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,153.99 |
27,082.07 |
26,759.48 |
|
R3 |
26,981.11 |
26,909.19 |
26,711.94 |
|
R2 |
26,808.23 |
26,808.23 |
26,696.09 |
|
R1 |
26,736.31 |
26,736.31 |
26,680.25 |
26,772.27 |
PP |
26,635.35 |
26,635.35 |
26,635.35 |
26,653.33 |
S1 |
26,563.43 |
26,563.43 |
26,648.55 |
26,599.39 |
S2 |
26,462.47 |
26,462.47 |
26,632.71 |
|
S3 |
26,289.59 |
26,390.55 |
26,616.86 |
|
S4 |
26,116.71 |
26,217.67 |
26,569.32 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,248.23 |
27,971.45 |
26,776.57 |
|
R3 |
27,615.05 |
27,338.27 |
26,602.44 |
|
R2 |
26,981.87 |
26,981.87 |
26,544.40 |
|
R1 |
26,705.09 |
26,705.09 |
26,486.36 |
26,526.89 |
PP |
26,348.69 |
26,348.69 |
26,348.69 |
26,259.59 |
S1 |
26,071.91 |
26,071.91 |
26,370.28 |
25,893.71 |
S2 |
25,715.51 |
25,715.51 |
26,312.24 |
|
S3 |
25,082.33 |
25,438.73 |
26,254.20 |
|
S4 |
24,449.15 |
24,805.55 |
26,080.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,707.26 |
25,992.28 |
714.98 |
2.7% |
278.96 |
1.0% |
94% |
True |
False |
|
10 |
27,035.24 |
25,992.28 |
1,042.96 |
3.9% |
273.02 |
1.0% |
64% |
False |
False |
|
20 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
339.02 |
1.3% |
74% |
False |
False |
|
40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.3% |
439.22 |
1.6% |
67% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
431.48 |
1.6% |
81% |
False |
False |
|
80 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
424.81 |
1.6% |
81% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.1% |
568.55 |
2.1% |
90% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.6% |
594.89 |
2.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,442.00 |
2.618 |
27,159.86 |
1.618 |
26,986.98 |
1.000 |
26,880.14 |
0.618 |
26,814.10 |
HIGH |
26,707.26 |
0.618 |
26,641.22 |
0.500 |
26,620.82 |
0.382 |
26,600.42 |
LOW |
26,534.38 |
0.618 |
26,427.54 |
1.000 |
26,361.50 |
1.618 |
26,254.66 |
2.618 |
26,081.78 |
4.250 |
25,799.64 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
26,649.87 |
26,559.52 |
PP |
26,635.35 |
26,454.65 |
S1 |
26,620.82 |
26,349.77 |
|