| 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 |
10,911.00 |
11,022.00 |
111.00 |
1.0% |
10,480.00 |
| High |
11,057.25 |
11,079.00 |
21.75 |
0.2% |
10,920.75 |
| Low |
10,862.00 |
10,969.00 |
107.00 |
1.0% |
10,397.50 |
| Close |
11,027.75 |
11,069.75 |
42.00 |
0.4% |
10,874.25 |
| Range |
195.25 |
110.00 |
-85.25 |
-43.7% |
523.25 |
| ATR |
258.13 |
247.55 |
-10.58 |
-4.1% |
0.00 |
| Volume |
721 |
449 |
-272 |
-37.7% |
3,209 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,369.25 |
11,329.50 |
11,130.25 |
|
| R3 |
11,259.25 |
11,219.50 |
11,100.00 |
|
| R2 |
11,149.25 |
11,149.25 |
11,090.00 |
|
| R1 |
11,109.50 |
11,109.50 |
11,079.75 |
11,129.50 |
| PP |
11,039.25 |
11,039.25 |
11,039.25 |
11,049.25 |
| S1 |
10,999.50 |
10,999.50 |
11,059.75 |
11,019.50 |
| S2 |
10,929.25 |
10,929.25 |
11,049.50 |
|
| S3 |
10,819.25 |
10,889.50 |
11,039.50 |
|
| S4 |
10,709.25 |
10,779.50 |
11,009.25 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,300.50 |
12,110.75 |
11,162.00 |
|
| R3 |
11,777.25 |
11,587.50 |
11,018.25 |
|
| R2 |
11,254.00 |
11,254.00 |
10,970.25 |
|
| R1 |
11,064.25 |
11,064.25 |
10,922.25 |
11,159.00 |
| PP |
10,730.75 |
10,730.75 |
10,730.75 |
10,778.25 |
| S1 |
10,541.00 |
10,541.00 |
10,826.25 |
10,636.00 |
| S2 |
10,207.50 |
10,207.50 |
10,778.25 |
|
| S3 |
9,684.25 |
10,017.75 |
10,730.25 |
|
| S4 |
9,161.00 |
9,494.50 |
10,586.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,079.00 |
10,489.00 |
590.00 |
5.3% |
224.25 |
2.0% |
98% |
True |
False |
682 |
| 10 |
11,079.00 |
10,288.00 |
791.00 |
7.1% |
249.50 |
2.3% |
99% |
True |
False |
664 |
| 20 |
11,079.00 |
10,288.00 |
791.00 |
7.1% |
258.00 |
2.3% |
99% |
True |
False |
667 |
| 40 |
11,079.00 |
9,390.50 |
1,688.50 |
15.3% |
255.00 |
2.3% |
99% |
True |
False |
483 |
| 60 |
11,079.00 |
8,829.25 |
2,249.75 |
20.3% |
227.50 |
2.1% |
100% |
True |
False |
323 |
| 80 |
11,079.00 |
8,088.50 |
2,990.50 |
27.0% |
218.75 |
2.0% |
100% |
True |
False |
243 |
| 100 |
11,079.00 |
6,626.75 |
4,452.25 |
40.2% |
245.00 |
2.2% |
100% |
True |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,546.50 |
|
2.618 |
11,367.00 |
|
1.618 |
11,257.00 |
|
1.000 |
11,189.00 |
|
0.618 |
11,147.00 |
|
HIGH |
11,079.00 |
|
0.618 |
11,037.00 |
|
0.500 |
11,024.00 |
|
0.382 |
11,011.00 |
|
LOW |
10,969.00 |
|
0.618 |
10,901.00 |
|
1.000 |
10,859.00 |
|
1.618 |
10,791.00 |
|
2.618 |
10,681.00 |
|
4.250 |
10,501.50 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,054.50 |
11,005.75 |
| PP |
11,039.25 |
10,941.75 |
| S1 |
11,024.00 |
10,877.50 |
|