| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,077.50 |
11,241.00 |
163.50 |
1.5% |
10,911.00 |
| High |
11,253.75 |
11,264.75 |
11.00 |
0.1% |
11,264.75 |
| Low |
11,037.75 |
11,020.00 |
-17.75 |
-0.2% |
10,862.00 |
| Close |
11,244.75 |
11,106.25 |
-138.50 |
-1.2% |
11,106.25 |
| Range |
216.00 |
244.75 |
28.75 |
13.3% |
402.75 |
| ATR |
234.51 |
235.25 |
0.73 |
0.3% |
0.00 |
| Volume |
297 |
554 |
257 |
86.5% |
2,506 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,864.50 |
11,730.25 |
11,240.75 |
|
| R3 |
11,619.75 |
11,485.50 |
11,173.50 |
|
| R2 |
11,375.00 |
11,375.00 |
11,151.00 |
|
| R1 |
11,240.75 |
11,240.75 |
11,128.75 |
11,185.50 |
| PP |
11,130.25 |
11,130.25 |
11,130.25 |
11,102.75 |
| S1 |
10,996.00 |
10,996.00 |
11,083.75 |
10,940.75 |
| S2 |
10,885.50 |
10,885.50 |
11,061.50 |
|
| S3 |
10,640.75 |
10,751.25 |
11,039.00 |
|
| S4 |
10,396.00 |
10,506.50 |
10,971.75 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,286.00 |
12,098.75 |
11,327.75 |
|
| R3 |
11,883.25 |
11,696.00 |
11,217.00 |
|
| R2 |
11,480.50 |
11,480.50 |
11,180.00 |
|
| R1 |
11,293.25 |
11,293.25 |
11,143.25 |
11,387.00 |
| PP |
11,077.75 |
11,077.75 |
11,077.75 |
11,124.50 |
| S1 |
10,890.50 |
10,890.50 |
11,069.25 |
10,984.00 |
| S2 |
10,675.00 |
10,675.00 |
11,032.50 |
|
| S3 |
10,272.25 |
10,487.75 |
10,995.50 |
|
| S4 |
9,869.50 |
10,085.00 |
10,884.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,264.75 |
10,862.00 |
402.75 |
3.6% |
170.25 |
1.5% |
61% |
True |
False |
501 |
| 10 |
11,264.75 |
10,397.50 |
867.25 |
7.8% |
217.75 |
2.0% |
82% |
True |
False |
571 |
| 20 |
11,264.75 |
10,288.00 |
976.75 |
8.8% |
255.75 |
2.3% |
84% |
True |
False |
664 |
| 40 |
11,264.75 |
9,390.50 |
1,874.25 |
16.9% |
246.75 |
2.2% |
92% |
True |
False |
499 |
| 60 |
11,264.75 |
8,829.25 |
2,435.50 |
21.9% |
224.25 |
2.0% |
93% |
True |
False |
345 |
| 80 |
11,264.75 |
8,348.50 |
2,916.25 |
26.3% |
218.25 |
2.0% |
95% |
True |
False |
259 |
| 100 |
11,264.75 |
6,626.75 |
4,638.00 |
41.8% |
235.25 |
2.1% |
97% |
True |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,305.00 |
|
2.618 |
11,905.50 |
|
1.618 |
11,660.75 |
|
1.000 |
11,509.50 |
|
0.618 |
11,416.00 |
|
HIGH |
11,264.75 |
|
0.618 |
11,171.25 |
|
0.500 |
11,142.50 |
|
0.382 |
11,113.50 |
|
LOW |
11,020.00 |
|
0.618 |
10,868.75 |
|
1.000 |
10,775.25 |
|
1.618 |
10,624.00 |
|
2.618 |
10,379.25 |
|
4.250 |
9,979.75 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,142.50 |
11,142.50 |
| PP |
11,130.25 |
11,130.25 |
| S1 |
11,118.25 |
11,118.25 |
|