| 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 |
1,479.2 |
1,502.5 |
23.3 |
1.6% |
1,466.4 |
| High |
1,504.8 |
1,514.8 |
10.0 |
0.7% |
1,499.7 |
| Low |
1,467.8 |
1,493.7 |
25.9 |
1.8% |
1,451.1 |
| Close |
1,502.2 |
1,514.0 |
11.8 |
0.8% |
1,477.8 |
| Range |
37.0 |
21.1 |
-15.9 |
-43.0% |
48.6 |
| ATR |
39.8 |
38.5 |
-1.3 |
-3.4% |
0.0 |
| Volume |
145,531 |
146,838 |
1,307 |
0.9% |
791,649 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.8 |
1,563.5 |
1,525.6 |
|
| R3 |
1,549.7 |
1,542.4 |
1,519.8 |
|
| R2 |
1,528.6 |
1,528.6 |
1,517.9 |
|
| R1 |
1,521.3 |
1,521.3 |
1,515.9 |
1,525.0 |
| PP |
1,507.5 |
1,507.5 |
1,507.5 |
1,509.3 |
| S1 |
1,500.2 |
1,500.2 |
1,512.1 |
1,503.9 |
| S2 |
1,486.4 |
1,486.4 |
1,510.1 |
|
| S3 |
1,465.3 |
1,479.1 |
1,508.2 |
|
| S4 |
1,444.2 |
1,458.0 |
1,502.4 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.0 |
1,598.5 |
1,504.5 |
|
| R3 |
1,573.4 |
1,549.9 |
1,491.2 |
|
| R2 |
1,524.8 |
1,524.8 |
1,486.7 |
|
| R1 |
1,501.3 |
1,501.3 |
1,482.3 |
1,513.1 |
| PP |
1,476.2 |
1,476.2 |
1,476.2 |
1,482.1 |
| S1 |
1,452.7 |
1,452.7 |
1,473.3 |
1,464.5 |
| S2 |
1,427.6 |
1,427.6 |
1,468.9 |
|
| S3 |
1,379.0 |
1,404.1 |
1,464.4 |
|
| S4 |
1,330.4 |
1,355.5 |
1,451.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,514.8 |
1,451.1 |
63.7 |
4.2% |
34.5 |
2.3% |
99% |
True |
False |
168,711 |
| 10 |
1,514.8 |
1,451.1 |
63.7 |
4.2% |
32.2 |
2.1% |
99% |
True |
False |
156,354 |
| 20 |
1,514.8 |
1,373.6 |
141.2 |
9.3% |
35.3 |
2.3% |
99% |
True |
False |
175,642 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.6% |
46.9 |
3.1% |
90% |
False |
False |
182,114 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.0% |
48.4 |
3.2% |
94% |
False |
False |
121,660 |
| 80 |
1,536.2 |
1,148.0 |
388.2 |
25.6% |
48.5 |
3.2% |
94% |
False |
False |
91,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,604.5 |
|
2.618 |
1,570.0 |
|
1.618 |
1,548.9 |
|
1.000 |
1,535.9 |
|
0.618 |
1,527.8 |
|
HIGH |
1,514.8 |
|
0.618 |
1,506.7 |
|
0.500 |
1,504.3 |
|
0.382 |
1,501.8 |
|
LOW |
1,493.7 |
|
0.618 |
1,480.7 |
|
1.000 |
1,472.6 |
|
1.618 |
1,459.6 |
|
2.618 |
1,438.5 |
|
4.250 |
1,404.0 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,510.8 |
1,503.7 |
| PP |
1,507.5 |
1,493.3 |
| S1 |
1,504.3 |
1,483.0 |
|