| 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 |
26,664.61 |
26,924.78 |
260.17 |
1.0% |
26,447.67 |
| High |
26,832.72 |
27,221.67 |
388.95 |
1.4% |
26,625.46 |
| Low |
26,597.82 |
26,924.78 |
326.96 |
1.2% |
25,992.28 |
| Close |
26,828.47 |
27,201.52 |
373.05 |
1.4% |
26,428.32 |
| Range |
234.90 |
296.89 |
61.99 |
26.4% |
633.18 |
| ATR |
387.23 |
387.66 |
0.43 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,006.66 |
27,900.98 |
27,364.81 |
|
| R3 |
27,709.77 |
27,604.09 |
27,283.16 |
|
| R2 |
27,412.88 |
27,412.88 |
27,255.95 |
|
| R1 |
27,307.20 |
27,307.20 |
27,228.73 |
27,360.04 |
| PP |
27,115.99 |
27,115.99 |
27,115.99 |
27,142.41 |
| S1 |
27,010.31 |
27,010.31 |
27,174.31 |
27,063.15 |
| S2 |
26,819.10 |
26,819.10 |
27,147.09 |
|
| S3 |
26,522.21 |
26,713.42 |
27,119.88 |
|
| S4 |
26,225.32 |
26,416.53 |
27,038.23 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,248.23 |
27,971.45 |
26,776.57 |
|
| R3 |
27,615.05 |
27,338.27 |
26,602.44 |
|
| R2 |
26,981.87 |
26,981.87 |
26,544.40 |
|
| R1 |
26,705.09 |
26,705.09 |
26,486.36 |
26,526.89 |
| PP |
26,348.69 |
26,348.69 |
26,348.69 |
26,259.59 |
| S1 |
26,071.91 |
26,071.91 |
26,370.28 |
25,893.71 |
| S2 |
25,715.51 |
25,715.51 |
26,312.24 |
|
| S3 |
25,082.33 |
25,438.73 |
26,254.20 |
|
| S4 |
24,449.15 |
24,805.55 |
26,080.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,221.67 |
25,992.28 |
1,229.39 |
4.5% |
300.88 |
1.1% |
98% |
True |
False |
|
| 10 |
27,221.67 |
25,992.28 |
1,229.39 |
4.5% |
276.18 |
1.0% |
98% |
True |
False |
|
| 20 |
27,221.67 |
25,526.33 |
1,695.34 |
6.2% |
335.53 |
1.2% |
99% |
True |
False |
|
| 40 |
27,355.22 |
24,843.18 |
2,512.04 |
9.2% |
436.42 |
1.6% |
94% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.6% |
431.36 |
1.6% |
92% |
False |
False |
|
| 80 |
27,580.21 |
22,789.62 |
4,790.59 |
17.6% |
417.60 |
1.5% |
92% |
False |
False |
|
| 100 |
27,580.21 |
18,213.65 |
9,366.56 |
34.4% |
538.35 |
2.0% |
96% |
False |
False |
|
| 120 |
29,463.04 |
18,213.65 |
11,249.39 |
41.4% |
596.41 |
2.2% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,483.45 |
|
2.618 |
27,998.93 |
|
1.618 |
27,702.04 |
|
1.000 |
27,518.56 |
|
0.618 |
27,405.15 |
|
HIGH |
27,221.67 |
|
0.618 |
27,108.26 |
|
0.500 |
27,073.23 |
|
0.382 |
27,038.19 |
|
LOW |
26,924.78 |
|
0.618 |
26,741.30 |
|
1.000 |
26,627.89 |
|
1.618 |
26,444.41 |
|
2.618 |
26,147.52 |
|
4.250 |
25,663.00 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,158.76 |
27,093.69 |
| PP |
27,115.99 |
26,985.86 |
| S1 |
27,073.23 |
26,878.03 |
|