| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,256.75 |
3,269.25 |
12.50 |
0.4% |
3,210.75 |
| High |
3,269.00 |
3,273.75 |
4.75 |
0.1% |
3,273.75 |
| Low |
3,195.00 |
3,212.50 |
17.50 |
0.5% |
3,192.00 |
| Close |
3,248.75 |
3,263.50 |
14.75 |
0.5% |
3,263.50 |
| Range |
74.00 |
61.25 |
-12.75 |
-17.2% |
81.75 |
| ATR |
59.56 |
59.68 |
0.12 |
0.2% |
0.00 |
| Volume |
2,000,721 |
2,282,794 |
282,073 |
14.1% |
8,176,351 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,433.75 |
3,409.75 |
3,297.25 |
|
| R3 |
3,372.50 |
3,348.50 |
3,280.25 |
|
| R2 |
3,311.25 |
3,311.25 |
3,274.75 |
|
| R1 |
3,287.25 |
3,287.25 |
3,269.00 |
3,268.50 |
| PP |
3,250.00 |
3,250.00 |
3,250.00 |
3,240.50 |
| S1 |
3,226.00 |
3,226.00 |
3,258.00 |
3,207.50 |
| S2 |
3,188.75 |
3,188.75 |
3,252.25 |
|
| S3 |
3,127.50 |
3,164.75 |
3,246.75 |
|
| S4 |
3,066.25 |
3,103.50 |
3,229.75 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,488.25 |
3,457.75 |
3,308.50 |
|
| R3 |
3,406.50 |
3,376.00 |
3,286.00 |
|
| R2 |
3,324.75 |
3,324.75 |
3,278.50 |
|
| R1 |
3,294.25 |
3,294.25 |
3,271.00 |
3,309.50 |
| PP |
3,243.00 |
3,243.00 |
3,243.00 |
3,250.75 |
| S1 |
3,212.50 |
3,212.50 |
3,256.00 |
3,227.75 |
| S2 |
3,161.25 |
3,161.25 |
3,248.50 |
|
| S3 |
3,079.50 |
3,130.75 |
3,241.00 |
|
| S4 |
2,997.75 |
3,049.00 |
3,218.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,273.75 |
3,192.00 |
81.75 |
2.5% |
54.00 |
1.7% |
87% |
True |
False |
1,635,270 |
| 10 |
3,284.50 |
3,190.25 |
94.25 |
2.9% |
52.50 |
1.6% |
78% |
False |
False |
1,586,149 |
| 20 |
3,284.50 |
3,105.25 |
179.25 |
5.5% |
54.75 |
1.7% |
88% |
False |
False |
1,623,705 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.1% |
69.25 |
2.1% |
94% |
False |
False |
1,592,301 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.3% |
67.75 |
2.1% |
96% |
False |
False |
1,064,323 |
| 80 |
3,284.50 |
2,616.25 |
668.25 |
20.5% |
71.25 |
2.2% |
97% |
False |
False |
798,976 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.3% |
94.50 |
2.9% |
98% |
False |
False |
640,749 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.7% |
96.00 |
2.9% |
89% |
False |
False |
534,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,534.00 |
|
2.618 |
3,434.00 |
|
1.618 |
3,372.75 |
|
1.000 |
3,335.00 |
|
0.618 |
3,311.50 |
|
HIGH |
3,273.75 |
|
0.618 |
3,250.25 |
|
0.500 |
3,243.00 |
|
0.382 |
3,236.00 |
|
LOW |
3,212.50 |
|
0.618 |
3,174.75 |
|
1.000 |
3,151.25 |
|
1.618 |
3,113.50 |
|
2.618 |
3,052.25 |
|
4.250 |
2,952.25 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,256.75 |
3,253.75 |
| PP |
3,250.00 |
3,244.00 |
| S1 |
3,243.00 |
3,234.50 |
|