| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
239.1880 |
239.0020 |
-0.1860 |
-0.1% |
226.7150 |
| High |
245.1440 |
242.0000 |
-3.1440 |
-1.3% |
248.7650 |
| Low |
236.9260 |
237.1300 |
0.2040 |
0.1% |
223.4880 |
| Close |
239.0320 |
241.4530 |
2.4210 |
1.0% |
239.1890 |
| Range |
8.2180 |
4.8700 |
-3.3480 |
-40.7% |
25.2770 |
| ATR |
10.3781 |
9.9846 |
-0.3934 |
-3.8% |
0.0000 |
| Volume |
643,104 |
262,248 |
-380,856 |
-59.2% |
2,698,680 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
254.8043 |
252.9987 |
244.1315 |
|
| R3 |
249.9343 |
248.1287 |
242.7923 |
|
| R2 |
245.0643 |
245.0643 |
242.3458 |
|
| R1 |
243.2587 |
243.2587 |
241.8994 |
244.1615 |
| PP |
240.1943 |
240.1943 |
240.1943 |
240.6458 |
| S1 |
238.3887 |
238.3887 |
241.0066 |
239.2915 |
| S2 |
235.3243 |
235.3243 |
240.5602 |
|
| S3 |
230.4543 |
233.5187 |
240.1138 |
|
| S4 |
225.5843 |
228.6487 |
238.7745 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
312.9783 |
301.3607 |
253.0914 |
|
| R3 |
287.7013 |
276.0837 |
246.1402 |
|
| R2 |
262.4243 |
262.4243 |
243.8231 |
|
| R1 |
250.8067 |
250.8067 |
241.5061 |
256.6155 |
| PP |
237.1473 |
237.1473 |
237.1473 |
240.0518 |
| S1 |
225.5297 |
225.5297 |
236.8719 |
231.3385 |
| S2 |
211.8703 |
211.8703 |
234.5549 |
|
| S3 |
186.5933 |
200.2527 |
232.2378 |
|
| S4 |
161.3163 |
174.9757 |
225.2867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
248.7650 |
236.0520 |
12.7130 |
5.3% |
8.1182 |
3.4% |
42% |
False |
False |
478,014 |
| 10 |
248.7650 |
223.3110 |
25.4540 |
10.5% |
8.5810 |
3.6% |
71% |
False |
False |
506,872 |
| 20 |
249.1390 |
216.4670 |
32.6720 |
13.5% |
9.3295 |
3.9% |
76% |
False |
False |
539,309 |
| 40 |
253.1320 |
191.9230 |
61.2090 |
25.4% |
11.1619 |
4.6% |
81% |
False |
False |
622,442 |
| 60 |
253.1320 |
170.0360 |
83.0960 |
34.4% |
12.3229 |
5.1% |
86% |
False |
False |
739,752 |
| 80 |
253.1320 |
123.9440 |
129.1880 |
53.5% |
12.2257 |
5.1% |
91% |
False |
False |
791,231 |
| 100 |
253.1320 |
89.5050 |
163.6270 |
67.8% |
14.9643 |
6.2% |
93% |
False |
False |
1,048,048 |
| 120 |
288.2310 |
89.5050 |
198.7260 |
82.3% |
15.8494 |
6.6% |
76% |
False |
False |
1,121,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
262.6975 |
|
2.618 |
254.7497 |
|
1.618 |
249.8797 |
|
1.000 |
246.8700 |
|
0.618 |
245.0097 |
|
HIGH |
242.0000 |
|
0.618 |
240.1397 |
|
0.500 |
239.5650 |
|
0.382 |
238.9903 |
|
LOW |
237.1300 |
|
0.618 |
234.1203 |
|
1.000 |
232.2600 |
|
1.618 |
229.2503 |
|
2.618 |
224.3803 |
|
4.250 |
216.4325 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
240.8237 |
241.1680 |
| PP |
240.1943 |
240.8830 |
| S1 |
239.5650 |
240.5980 |
|