| 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 |
11,018.02 |
11,048.50 |
30.48 |
0.3% |
10,547.11 |
| High |
11,085.50 |
11,097.85 |
12.35 |
0.1% |
10,908.34 |
| Low |
10,997.67 |
11,002.55 |
4.88 |
0.0% |
10,527.43 |
| Close |
11,055.08 |
11,096.54 |
41.46 |
0.4% |
10,905.88 |
| Range |
87.83 |
95.30 |
7.47 |
8.5% |
380.91 |
| ATR |
216.81 |
208.13 |
-8.68 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,351.55 |
11,319.34 |
11,148.96 |
|
| R3 |
11,256.25 |
11,224.04 |
11,122.75 |
|
| R2 |
11,160.95 |
11,160.95 |
11,114.01 |
|
| R1 |
11,128.74 |
11,128.74 |
11,105.28 |
11,144.85 |
| PP |
11,065.65 |
11,065.65 |
11,065.65 |
11,073.70 |
| S1 |
11,033.44 |
11,033.44 |
11,087.80 |
11,049.55 |
| S2 |
10,970.35 |
10,970.35 |
11,079.07 |
|
| S3 |
10,875.05 |
10,938.14 |
11,070.33 |
|
| S4 |
10,779.75 |
10,842.84 |
11,044.13 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,923.28 |
11,795.49 |
11,115.38 |
|
| R3 |
11,542.37 |
11,414.58 |
11,010.63 |
|
| R2 |
11,161.46 |
11,161.46 |
10,975.71 |
|
| R1 |
11,033.67 |
11,033.67 |
10,940.80 |
11,097.57 |
| PP |
10,780.55 |
10,780.55 |
10,780.55 |
10,812.50 |
| S1 |
10,652.76 |
10,652.76 |
10,870.96 |
10,716.66 |
| S2 |
10,399.64 |
10,399.64 |
10,836.05 |
|
| S3 |
10,018.73 |
10,271.85 |
10,801.13 |
|
| S4 |
9,637.82 |
9,890.94 |
10,696.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,097.85 |
10,531.79 |
566.06 |
5.1% |
139.40 |
1.3% |
100% |
True |
False |
|
| 10 |
11,097.85 |
10,313.94 |
783.91 |
7.1% |
171.13 |
1.5% |
100% |
True |
False |
|
| 20 |
11,097.85 |
10,313.94 |
783.91 |
7.1% |
207.65 |
1.9% |
100% |
True |
False |
|
| 40 |
11,097.85 |
9,489.58 |
1,608.27 |
14.5% |
203.92 |
1.8% |
100% |
True |
False |
|
| 60 |
11,097.85 |
8,860.77 |
2,237.08 |
20.2% |
192.92 |
1.7% |
100% |
True |
False |
|
| 80 |
11,097.85 |
8,158.58 |
2,939.27 |
26.5% |
186.41 |
1.7% |
100% |
True |
False |
|
| 100 |
11,097.85 |
6,771.91 |
4,325.94 |
39.0% |
220.64 |
2.0% |
100% |
True |
False |
|
| 120 |
11,097.85 |
6,771.91 |
4,325.94 |
39.0% |
229.53 |
2.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,502.88 |
|
2.618 |
11,347.35 |
|
1.618 |
11,252.05 |
|
1.000 |
11,193.15 |
|
0.618 |
11,156.75 |
|
HIGH |
11,097.85 |
|
0.618 |
11,061.45 |
|
0.500 |
11,050.20 |
|
0.382 |
11,038.95 |
|
LOW |
11,002.55 |
|
0.618 |
10,943.65 |
|
1.000 |
10,907.25 |
|
1.618 |
10,848.35 |
|
2.618 |
10,753.05 |
|
4.250 |
10,597.53 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,081.09 |
11,031.90 |
| PP |
11,065.65 |
10,967.26 |
| S1 |
11,050.20 |
10,902.63 |
|