| 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 |
2,005.9 |
2,003.3 |
-2.6 |
-0.1% |
1,940.4 |
| High |
2,017.2 |
2,047.1 |
29.9 |
1.5% |
2,013.7 |
| Low |
1,985.1 |
1,992.7 |
7.6 |
0.4% |
1,938.0 |
| Close |
1,996.1 |
2,030.8 |
34.7 |
1.7% |
1,995.6 |
| Range |
32.1 |
54.4 |
22.3 |
69.5% |
75.7 |
| ATR |
30.6 |
32.3 |
1.7 |
5.6% |
0.0 |
| Volume |
2,216 |
3,492 |
1,276 |
57.6% |
23,245 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.7 |
2,163.2 |
2,060.7 |
|
| R3 |
2,132.3 |
2,108.8 |
2,045.8 |
|
| R2 |
2,077.9 |
2,077.9 |
2,040.8 |
|
| R1 |
2,054.4 |
2,054.4 |
2,035.8 |
2,066.2 |
| PP |
2,023.5 |
2,023.5 |
2,023.5 |
2,029.4 |
| S1 |
2,000.0 |
2,000.0 |
2,025.8 |
2,011.8 |
| S2 |
1,969.1 |
1,969.1 |
2,020.8 |
|
| S3 |
1,914.7 |
1,945.6 |
2,015.8 |
|
| S4 |
1,860.3 |
1,891.2 |
2,000.9 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.5 |
2,178.3 |
2,037.2 |
|
| R3 |
2,133.8 |
2,102.6 |
2,016.4 |
|
| R2 |
2,058.1 |
2,058.1 |
2,009.5 |
|
| R1 |
2,026.9 |
2,026.9 |
2,002.5 |
2,042.5 |
| PP |
1,982.4 |
1,982.4 |
1,982.4 |
1,990.3 |
| S1 |
1,951.2 |
1,951.2 |
1,988.7 |
1,966.8 |
| S2 |
1,906.7 |
1,906.7 |
1,981.7 |
|
| S3 |
1,831.0 |
1,875.5 |
1,974.8 |
|
| S4 |
1,755.3 |
1,799.8 |
1,954.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.1 |
1,962.2 |
84.9 |
4.2% |
38.6 |
1.9% |
81% |
True |
False |
3,543 |
| 10 |
2,047.1 |
1,878.4 |
168.7 |
8.3% |
39.4 |
1.9% |
90% |
True |
False |
4,429 |
| 20 |
2,047.1 |
1,828.8 |
218.3 |
10.7% |
29.7 |
1.5% |
93% |
True |
False |
3,354 |
| 40 |
2,047.1 |
1,723.5 |
323.6 |
15.9% |
27.3 |
1.3% |
95% |
True |
False |
2,414 |
| 60 |
2,047.1 |
1,698.4 |
348.7 |
17.2% |
25.5 |
1.3% |
95% |
True |
False |
2,078 |
| 80 |
2,047.1 |
1,684.7 |
362.4 |
17.8% |
24.2 |
1.2% |
96% |
True |
False |
1,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.3 |
|
2.618 |
2,189.5 |
|
1.618 |
2,135.1 |
|
1.000 |
2,101.5 |
|
0.618 |
2,080.7 |
|
HIGH |
2,047.1 |
|
0.618 |
2,026.3 |
|
0.500 |
2,019.9 |
|
0.382 |
2,013.5 |
|
LOW |
1,992.7 |
|
0.618 |
1,959.1 |
|
1.000 |
1,938.3 |
|
1.618 |
1,904.7 |
|
2.618 |
1,850.3 |
|
4.250 |
1,761.5 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.2 |
2,025.5 |
| PP |
2,023.5 |
2,020.1 |
| S1 |
2,019.9 |
2,014.8 |
|