| 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 |
338.6900 |
345.4160 |
6.7260 |
2.0% |
286.3010 |
| High |
347.5270 |
414.8990 |
67.3720 |
19.4% |
347.5270 |
| Low |
329.1100 |
330.7560 |
1.6460 |
0.5% |
278.4650 |
| Close |
345.4060 |
390.6380 |
45.2320 |
13.1% |
345.4060 |
| Range |
18.4170 |
84.1430 |
65.7260 |
356.9% |
69.0620 |
| ATR |
15.7481 |
20.6334 |
4.8854 |
31.0% |
0.0000 |
| Volume |
1,066,463 |
1,612,651 |
546,188 |
51.2% |
6,495,786 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.1933 |
595.0587 |
436.9167 |
|
| R3 |
547.0503 |
510.9157 |
413.7773 |
|
| R2 |
462.9073 |
462.9073 |
406.0642 |
|
| R1 |
426.7727 |
426.7727 |
398.3511 |
444.8400 |
| PP |
378.7643 |
378.7643 |
378.7643 |
387.7980 |
| S1 |
342.6297 |
342.6297 |
382.9249 |
360.6970 |
| S2 |
294.6213 |
294.6213 |
375.2118 |
|
| S3 |
210.4783 |
258.4867 |
367.4987 |
|
| S4 |
126.3353 |
174.3437 |
344.3594 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
530.9853 |
507.2577 |
383.3901 |
|
| R3 |
461.9233 |
438.1957 |
364.3981 |
|
| R2 |
392.8613 |
392.8613 |
358.0674 |
|
| R1 |
369.1337 |
369.1337 |
351.7367 |
380.9975 |
| PP |
323.7993 |
323.7993 |
323.7993 |
329.7313 |
| S1 |
300.0717 |
300.0717 |
339.0753 |
311.9355 |
| S2 |
254.7373 |
254.7373 |
332.7446 |
|
| S3 |
185.6753 |
231.0097 |
326.4140 |
|
| S4 |
116.6133 |
161.9477 |
307.4219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
414.8990 |
306.5600 |
108.3390 |
27.7% |
33.5492 |
8.6% |
78% |
True |
False |
1,228,620 |
| 10 |
414.8990 |
235.6690 |
179.2300 |
45.9% |
28.7019 |
7.3% |
86% |
True |
False |
1,114,762 |
| 20 |
414.8990 |
230.2340 |
184.6650 |
47.3% |
17.9975 |
4.6% |
87% |
True |
False |
780,885 |
| 40 |
414.8990 |
216.4670 |
198.4320 |
50.8% |
14.4197 |
3.7% |
88% |
True |
False |
687,728 |
| 60 |
414.8990 |
183.9150 |
230.9840 |
59.1% |
13.8303 |
3.5% |
89% |
True |
False |
707,991 |
| 80 |
414.8990 |
148.6190 |
266.2800 |
68.2% |
14.0259 |
3.6% |
91% |
True |
False |
797,051 |
| 100 |
414.8990 |
107.2740 |
307.6250 |
78.7% |
14.0168 |
3.6% |
92% |
True |
False |
874,730 |
| 120 |
414.8990 |
89.5050 |
325.3940 |
83.3% |
16.1647 |
4.1% |
93% |
True |
False |
1,052,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772.5068 |
|
2.618 |
635.1854 |
|
1.618 |
551.0424 |
|
1.000 |
499.0420 |
|
0.618 |
466.8994 |
|
HIGH |
414.8990 |
|
0.618 |
382.7564 |
|
0.500 |
372.8275 |
|
0.382 |
362.8986 |
|
LOW |
330.7560 |
|
0.618 |
278.7556 |
|
1.000 |
246.6130 |
|
1.618 |
194.6126 |
|
2.618 |
110.4696 |
|
4.250 |
-26.8518 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
384.7012 |
382.0502 |
| PP |
378.7643 |
373.4623 |
| S1 |
372.8275 |
364.8745 |
|