Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
11,217.31 |
11,692.86 |
475.55 |
4.2% |
9,628.27 |
High |
11,724.92 |
11,909.66 |
184.74 |
1.6% |
11,455.24 |
Low |
11,109.49 |
11,568.07 |
458.58 |
4.1% |
9,534.71 |
Close |
11,692.87 |
11,859.61 |
166.74 |
1.4% |
11,348.12 |
Range |
615.43 |
341.59 |
-273.84 |
-44.5% |
1,920.53 |
ATR |
457.67 |
449.37 |
-8.29 |
-1.8% |
0.00 |
Volume |
32,935 |
43,976 |
11,041 |
33.5% |
418,648 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,803.88 |
12,673.34 |
12,047.48 |
|
R3 |
12,462.29 |
12,331.75 |
11,953.55 |
|
R2 |
12,120.70 |
12,120.70 |
11,922.23 |
|
R1 |
11,990.16 |
11,990.16 |
11,890.92 |
12,055.43 |
PP |
11,779.11 |
11,779.11 |
11,779.11 |
11,811.75 |
S1 |
11,648.57 |
11,648.57 |
11,828.30 |
11,713.84 |
S2 |
11,437.52 |
11,437.52 |
11,796.99 |
|
S3 |
11,095.93 |
11,306.98 |
11,765.67 |
|
S4 |
10,754.34 |
10,965.39 |
11,671.74 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,540.95 |
15,865.06 |
12,404.41 |
|
R3 |
14,620.42 |
13,944.53 |
11,876.27 |
|
R2 |
12,699.89 |
12,699.89 |
11,700.22 |
|
R1 |
12,024.00 |
12,024.00 |
11,524.17 |
12,361.95 |
PP |
10,779.36 |
10,779.36 |
10,779.36 |
10,948.33 |
S1 |
10,103.47 |
10,103.47 |
11,172.07 |
10,441.42 |
S2 |
8,858.83 |
8,858.83 |
10,996.02 |
|
S3 |
6,938.30 |
8,182.94 |
10,819.97 |
|
S4 |
5,017.77 |
6,262.41 |
10,291.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,101.63 |
10,661.65 |
1,439.98 |
12.1% |
647.31 |
5.5% |
83% |
False |
False |
39,893 |
10 |
12,101.63 |
9,478.59 |
2,623.04 |
22.1% |
647.40 |
5.5% |
91% |
False |
False |
59,907 |
20 |
12,101.63 |
9,037.31 |
3,064.32 |
25.8% |
406.72 |
3.4% |
92% |
False |
False |
42,508 |
40 |
12,101.63 |
8,848.18 |
3,253.45 |
27.4% |
346.28 |
2.9% |
93% |
False |
False |
36,913 |
60 |
12,101.63 |
8,647.02 |
3,454.61 |
29.1% |
391.46 |
3.3% |
93% |
False |
False |
42,467 |
80 |
12,101.63 |
6,765.37 |
5,336.26 |
45.0% |
437.75 |
3.7% |
95% |
False |
False |
50,976 |
100 |
12,101.63 |
5,690.21 |
6,411.42 |
54.1% |
452.70 |
3.8% |
96% |
False |
False |
53,651 |
120 |
12,101.63 |
3,925.27 |
8,176.36 |
68.9% |
502.39 |
4.2% |
97% |
False |
False |
61,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,361.42 |
2.618 |
12,803.94 |
1.618 |
12,462.35 |
1.000 |
12,251.25 |
0.618 |
12,120.76 |
HIGH |
11,909.66 |
0.618 |
11,779.17 |
0.500 |
11,738.87 |
0.382 |
11,698.56 |
LOW |
11,568.07 |
0.618 |
11,356.97 |
1.000 |
11,226.48 |
1.618 |
11,015.38 |
2.618 |
10,673.79 |
4.250 |
10,116.31 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
11,819.36 |
11,732.04 |
PP |
11,779.11 |
11,604.47 |
S1 |
11,738.87 |
11,476.91 |
|