| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
390.6380 |
388.2620 |
-2.3760 |
-0.6% |
286.3010 |
| High |
402.2340 |
401.1800 |
-1.0540 |
-0.3% |
347.5270 |
| Low |
381.2680 |
384.9540 |
3.6860 |
1.0% |
278.4650 |
| Close |
388.2190 |
400.2390 |
12.0200 |
3.1% |
345.4060 |
| Range |
20.9660 |
16.2260 |
-4.7400 |
-22.6% |
69.0620 |
| ATR |
20.6572 |
20.3407 |
-0.3165 |
-1.5% |
0.0000 |
| Volume |
1,356,279 |
1,177,500 |
-178,779 |
-13.2% |
6,495,786 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.1357 |
438.4133 |
409.1633 |
|
| R3 |
427.9097 |
422.1873 |
404.7012 |
|
| R2 |
411.6837 |
411.6837 |
403.2138 |
|
| R1 |
405.9613 |
405.9613 |
401.7264 |
408.8225 |
| PP |
395.4577 |
395.4577 |
395.4577 |
396.8883 |
| S1 |
389.7353 |
389.7353 |
398.7516 |
392.5965 |
| S2 |
379.2317 |
379.2317 |
397.2642 |
|
| S3 |
363.0057 |
373.5093 |
395.7769 |
|
| S4 |
346.7797 |
357.2833 |
391.3147 |
|
|
| 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 |
314.8500 |
100.0490 |
25.0% |
33.2802 |
8.3% |
85% |
False |
False |
1,203,255 |
| 10 |
414.8990 |
245.5240 |
169.3750 |
42.3% |
30.8791 |
7.7% |
91% |
False |
False |
1,292,317 |
| 20 |
414.8990 |
230.2340 |
184.6650 |
46.1% |
18.8548 |
4.7% |
92% |
False |
False |
853,882 |
| 40 |
414.8990 |
216.4670 |
198.4320 |
49.6% |
14.9062 |
3.7% |
93% |
False |
False |
724,793 |
| 60 |
414.8990 |
191.8810 |
223.0180 |
55.7% |
14.1133 |
3.5% |
93% |
False |
False |
728,228 |
| 80 |
414.8990 |
148.6190 |
266.2800 |
66.5% |
14.3429 |
3.6% |
94% |
False |
False |
803,606 |
| 100 |
414.8990 |
115.1000 |
299.7990 |
74.9% |
14.1596 |
3.5% |
95% |
False |
False |
862,387 |
| 120 |
414.8990 |
89.5050 |
325.3940 |
81.3% |
15.9928 |
4.0% |
95% |
False |
False |
1,036,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470.1405 |
|
2.618 |
443.6597 |
|
1.618 |
427.4337 |
|
1.000 |
417.4060 |
|
0.618 |
411.2077 |
|
HIGH |
401.1800 |
|
0.618 |
394.9817 |
|
0.500 |
393.0670 |
|
0.382 |
391.1523 |
|
LOW |
384.9540 |
|
0.618 |
374.9263 |
|
1.000 |
368.7280 |
|
1.618 |
358.7003 |
|
2.618 |
342.4743 |
|
4.250 |
315.9935 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
397.8483 |
391.1018 |
| PP |
395.4577 |
381.9647 |
| S1 |
393.0670 |
372.8275 |
|