Trading Metrics calculated at close of trading on 04-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
26,542.32 |
26,664.61 |
122.29 |
0.5% |
26,447.67 |
High |
26,707.26 |
26,832.72 |
125.46 |
0.5% |
26,625.46 |
Low |
26,534.38 |
26,597.82 |
63.44 |
0.2% |
25,992.28 |
Close |
26,664.40 |
26,828.47 |
164.07 |
0.6% |
26,428.32 |
Range |
172.88 |
234.90 |
62.02 |
35.9% |
633.18 |
ATR |
398.95 |
387.23 |
-11.72 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,457.70 |
27,377.99 |
26,957.67 |
|
R3 |
27,222.80 |
27,143.09 |
26,893.07 |
|
R2 |
26,987.90 |
26,987.90 |
26,871.54 |
|
R1 |
26,908.19 |
26,908.19 |
26,850.00 |
26,948.05 |
PP |
26,753.00 |
26,753.00 |
26,753.00 |
26,772.93 |
S1 |
26,673.29 |
26,673.29 |
26,806.94 |
26,713.15 |
S2 |
26,518.10 |
26,518.10 |
26,785.41 |
|
S3 |
26,283.20 |
26,438.39 |
26,763.87 |
|
S4 |
26,048.30 |
26,203.49 |
26,699.28 |
|
|
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 |
26,832.72 |
25,992.28 |
840.44 |
3.1% |
286.91 |
1.1% |
99% |
True |
False |
|
10 |
27,035.24 |
25,992.28 |
1,042.96 |
3.9% |
270.59 |
1.0% |
80% |
False |
False |
|
20 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
335.34 |
1.2% |
84% |
False |
False |
|
40 |
27,447.37 |
24,843.18 |
2,604.19 |
9.7% |
436.40 |
1.6% |
76% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.9% |
431.34 |
1.6% |
84% |
False |
False |
|
80 |
27,580.21 |
22,789.62 |
4,790.59 |
17.9% |
421.43 |
1.6% |
84% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
34.9% |
554.39 |
2.1% |
92% |
False |
False |
|
120 |
29,535.40 |
18,213.65 |
11,321.75 |
42.2% |
595.50 |
2.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,831.05 |
2.618 |
27,447.69 |
1.618 |
27,212.79 |
1.000 |
27,067.62 |
0.618 |
26,977.89 |
HIGH |
26,832.72 |
0.618 |
26,742.99 |
0.500 |
26,715.27 |
0.382 |
26,687.55 |
LOW |
26,597.82 |
0.618 |
26,452.65 |
1.000 |
26,362.92 |
1.618 |
26,217.75 |
2.618 |
25,982.85 |
4.250 |
25,599.50 |
|
|
Fisher Pivots for day following 04-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
26,790.74 |
26,693.37 |
PP |
26,753.00 |
26,558.26 |
S1 |
26,715.27 |
26,423.16 |
|