| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,048.50 |
11,107.24 |
58.74 |
0.5% |
10,547.11 |
| High |
11,097.85 |
11,141.69 |
43.84 |
0.4% |
10,908.34 |
| Low |
11,002.55 |
11,077.70 |
75.15 |
0.7% |
10,527.43 |
| Close |
11,096.54 |
11,125.44 |
28.90 |
0.3% |
10,905.88 |
| Range |
95.30 |
63.99 |
-31.31 |
-32.9% |
380.91 |
| ATR |
208.13 |
197.83 |
-10.30 |
-4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,306.91 |
11,280.17 |
11,160.63 |
|
| R3 |
11,242.92 |
11,216.18 |
11,143.04 |
|
| R2 |
11,178.93 |
11,178.93 |
11,137.17 |
|
| R1 |
11,152.19 |
11,152.19 |
11,131.31 |
11,165.56 |
| PP |
11,114.94 |
11,114.94 |
11,114.94 |
11,121.63 |
| S1 |
11,088.20 |
11,088.20 |
11,119.57 |
11,101.57 |
| S2 |
11,050.95 |
11,050.95 |
11,113.71 |
|
| S3 |
10,986.96 |
11,024.21 |
11,107.84 |
|
| S4 |
10,922.97 |
10,960.22 |
11,090.25 |
|
|
| 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 |
11,141.69 |
10,531.79 |
609.90 |
5.5% |
130.66 |
1.2% |
97% |
True |
False |
|
| 10 |
11,141.69 |
10,313.94 |
827.75 |
7.4% |
164.13 |
1.5% |
98% |
True |
False |
|
| 20 |
11,141.69 |
10,313.94 |
827.75 |
7.4% |
203.84 |
1.8% |
98% |
True |
False |
|
| 40 |
11,141.69 |
9,489.58 |
1,652.11 |
14.8% |
201.83 |
1.8% |
99% |
True |
False |
|
| 60 |
11,141.69 |
8,860.77 |
2,280.92 |
20.5% |
190.80 |
1.7% |
99% |
True |
False |
|
| 80 |
11,141.69 |
8,359.84 |
2,781.85 |
25.0% |
184.96 |
1.7% |
99% |
True |
False |
|
| 100 |
11,141.69 |
6,771.91 |
4,369.78 |
39.3% |
214.32 |
1.9% |
100% |
True |
False |
|
| 120 |
11,141.69 |
6,771.91 |
4,369.78 |
39.3% |
229.20 |
2.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,413.65 |
|
2.618 |
11,309.22 |
|
1.618 |
11,245.23 |
|
1.000 |
11,205.68 |
|
0.618 |
11,181.24 |
|
HIGH |
11,141.69 |
|
0.618 |
11,117.25 |
|
0.500 |
11,109.70 |
|
0.382 |
11,102.14 |
|
LOW |
11,077.70 |
|
0.618 |
11,038.15 |
|
1.000 |
11,013.71 |
|
1.618 |
10,974.16 |
|
2.618 |
10,910.17 |
|
4.250 |
10,805.74 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,120.19 |
11,106.85 |
| PP |
11,114.94 |
11,088.27 |
| S1 |
11,109.70 |
11,069.68 |
|