| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
11,107.24 |
11,116.49 |
9.25 |
0.1% |
10,547.11 |
| High |
11,141.69 |
11,282.23 |
140.54 |
1.3% |
10,908.34 |
| Low |
11,077.70 |
11,090.50 |
12.80 |
0.1% |
10,527.43 |
| Close |
11,125.44 |
11,267.08 |
141.64 |
1.3% |
10,905.88 |
| Range |
63.99 |
191.73 |
127.74 |
199.6% |
380.91 |
| ATR |
197.83 |
197.40 |
-0.44 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,788.46 |
11,719.50 |
11,372.53 |
|
| R3 |
11,596.73 |
11,527.77 |
11,319.81 |
|
| R2 |
11,405.00 |
11,405.00 |
11,302.23 |
|
| R1 |
11,336.04 |
11,336.04 |
11,284.66 |
11,370.52 |
| PP |
11,213.27 |
11,213.27 |
11,213.27 |
11,230.51 |
| S1 |
11,144.31 |
11,144.31 |
11,249.50 |
11,178.79 |
| S2 |
11,021.54 |
11,021.54 |
11,231.93 |
|
| S3 |
10,829.81 |
10,952.58 |
11,214.35 |
|
| S4 |
10,638.08 |
10,760.85 |
11,161.63 |
|
|
| 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 |
11,282.23 |
10,707.40 |
574.83 |
5.1% |
127.96 |
1.1% |
97% |
True |
False |
|
| 10 |
11,282.23 |
10,313.94 |
968.29 |
8.6% |
147.89 |
1.3% |
98% |
True |
False |
|
| 20 |
11,282.23 |
10,313.94 |
968.29 |
8.6% |
202.87 |
1.8% |
98% |
True |
False |
|
| 40 |
11,282.23 |
9,489.58 |
1,792.65 |
15.9% |
203.30 |
1.8% |
99% |
True |
False |
|
| 60 |
11,282.23 |
8,860.77 |
2,421.46 |
21.5% |
189.91 |
1.7% |
99% |
True |
False |
|
| 80 |
11,282.23 |
8,359.84 |
2,922.39 |
25.9% |
184.39 |
1.6% |
99% |
True |
False |
|
| 100 |
11,282.23 |
6,771.91 |
4,510.32 |
40.0% |
210.54 |
1.9% |
100% |
True |
False |
|
| 120 |
11,282.23 |
6,771.91 |
4,510.32 |
40.0% |
230.36 |
2.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,097.08 |
|
2.618 |
11,784.18 |
|
1.618 |
11,592.45 |
|
1.000 |
11,473.96 |
|
0.618 |
11,400.72 |
|
HIGH |
11,282.23 |
|
0.618 |
11,208.99 |
|
0.500 |
11,186.37 |
|
0.382 |
11,163.74 |
|
LOW |
11,090.50 |
|
0.618 |
10,972.01 |
|
1.000 |
10,898.77 |
|
1.618 |
10,780.28 |
|
2.618 |
10,588.55 |
|
4.250 |
10,275.65 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,240.18 |
11,225.52 |
| PP |
11,213.27 |
11,183.95 |
| S1 |
11,186.37 |
11,142.39 |
|