| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
245.2150 |
245.8310 |
0.6160 |
0.3% |
239.1880 |
| High |
246.1900 |
280.4130 |
34.2230 |
13.9% |
245.1440 |
| Low |
241.9270 |
245.5240 |
3.5970 |
1.5% |
230.2340 |
| Close |
245.8310 |
273.2500 |
27.4190 |
11.2% |
232.5430 |
| Range |
4.2630 |
34.8890 |
30.6260 |
718.4% |
14.9100 |
| ATR |
8.7622 |
10.6284 |
1.8662 |
21.3% |
0.0000 |
| Volume |
230,073 |
1,554,587 |
1,324,514 |
575.7% |
2,236,572 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
371.0627 |
357.0453 |
292.4390 |
|
| R3 |
336.1737 |
322.1563 |
282.8445 |
|
| R2 |
301.2847 |
301.2847 |
279.6463 |
|
| R1 |
287.2673 |
287.2673 |
276.4482 |
294.2760 |
| PP |
266.3957 |
266.3957 |
266.3957 |
269.9000 |
| S1 |
252.3783 |
252.3783 |
270.0518 |
259.3870 |
| S2 |
231.5067 |
231.5067 |
266.8537 |
|
| S3 |
196.6177 |
217.4893 |
263.6555 |
|
| S4 |
161.7287 |
182.6003 |
254.0611 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
280.7037 |
271.5333 |
240.7435 |
|
| R3 |
265.7937 |
256.6233 |
236.6433 |
|
| R2 |
250.8837 |
250.8837 |
235.2765 |
|
| R1 |
241.7133 |
241.7133 |
233.9098 |
238.8435 |
| PP |
235.9737 |
235.9737 |
235.9737 |
234.5388 |
| S1 |
226.8033 |
226.8033 |
231.1763 |
223.9335 |
| S2 |
221.0637 |
221.0637 |
229.8095 |
|
| S3 |
206.1537 |
211.8933 |
228.4428 |
|
| S4 |
191.2437 |
196.9833 |
224.3425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
280.4130 |
231.7680 |
48.6450 |
17.8% |
12.0892 |
4.4% |
85% |
True |
False |
564,076 |
| 10 |
280.4130 |
230.2340 |
50.1790 |
18.4% |
9.3194 |
3.4% |
86% |
True |
False |
515,795 |
| 20 |
280.4130 |
216.4670 |
63.9460 |
23.4% |
9.4347 |
3.5% |
89% |
True |
False |
524,007 |
| 40 |
280.4130 |
213.6710 |
66.7420 |
24.4% |
11.0361 |
4.0% |
89% |
True |
False |
601,782 |
| 60 |
280.4130 |
176.6020 |
103.8110 |
38.0% |
11.8572 |
4.3% |
93% |
True |
False |
674,150 |
| 80 |
280.4130 |
138.0440 |
142.3690 |
52.1% |
12.3536 |
4.5% |
95% |
True |
False |
799,287 |
| 100 |
280.4130 |
89.5050 |
190.9080 |
69.9% |
14.3302 |
5.2% |
96% |
True |
False |
995,943 |
| 120 |
288.2310 |
89.5050 |
198.7260 |
72.7% |
15.7298 |
5.8% |
92% |
False |
False |
1,092,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
428.6913 |
|
2.618 |
371.7524 |
|
1.618 |
336.8634 |
|
1.000 |
315.3020 |
|
0.618 |
301.9744 |
|
HIGH |
280.4130 |
|
0.618 |
267.0854 |
|
0.500 |
262.9685 |
|
0.382 |
258.8516 |
|
LOW |
245.5240 |
|
0.618 |
223.9626 |
|
1.000 |
210.6350 |
|
1.618 |
189.0736 |
|
2.618 |
154.1846 |
|
4.250 |
97.2458 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
269.8228 |
268.1803 |
| PP |
266.3957 |
263.1107 |
| S1 |
262.9685 |
258.0410 |
|