| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,727.00 |
10,848.25 |
121.25 |
1.1% |
10,347.25 |
| High |
10,847.50 |
11,058.50 |
211.00 |
1.9% |
10,847.50 |
| Low |
10,625.50 |
10,561.50 |
-64.00 |
-0.6% |
10,308.75 |
| Close |
10,837.25 |
10,600.00 |
-237.25 |
-2.2% |
10,837.25 |
| Range |
222.00 |
497.00 |
275.00 |
123.9% |
538.75 |
| ATR |
237.67 |
256.19 |
18.52 |
7.8% |
0.00 |
| Volume |
527,570 |
736,178 |
208,608 |
39.5% |
2,567,559 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,231.00 |
11,912.50 |
10,873.25 |
|
| R3 |
11,734.00 |
11,415.50 |
10,736.75 |
|
| R2 |
11,237.00 |
11,237.00 |
10,691.00 |
|
| R1 |
10,918.50 |
10,918.50 |
10,645.50 |
10,829.25 |
| PP |
10,740.00 |
10,740.00 |
10,740.00 |
10,695.50 |
| S1 |
10,421.50 |
10,421.50 |
10,554.50 |
10,332.25 |
| S2 |
10,243.00 |
10,243.00 |
10,509.00 |
|
| S3 |
9,746.00 |
9,924.50 |
10,463.25 |
|
| S4 |
9,249.00 |
9,427.50 |
10,326.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,280.75 |
12,097.75 |
11,133.50 |
|
| R3 |
11,742.00 |
11,559.00 |
10,985.50 |
|
| R2 |
11,203.25 |
11,203.25 |
10,936.00 |
|
| R1 |
11,020.25 |
11,020.25 |
10,886.75 |
11,111.75 |
| PP |
10,664.50 |
10,664.50 |
10,664.50 |
10,710.25 |
| S1 |
10,481.50 |
10,481.50 |
10,787.75 |
10,573.00 |
| S2 |
10,125.75 |
10,125.75 |
10,738.50 |
|
| S3 |
9,587.00 |
9,942.75 |
10,689.00 |
|
| S4 |
9,048.25 |
9,404.00 |
10,541.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,058.50 |
10,505.25 |
553.25 |
5.2% |
258.00 |
2.4% |
17% |
True |
False |
563,473 |
| 10 |
11,058.50 |
9,728.75 |
1,329.75 |
12.5% |
250.50 |
2.4% |
66% |
True |
False |
501,318 |
| 20 |
11,058.50 |
9,368.25 |
1,690.25 |
15.9% |
254.75 |
2.4% |
73% |
True |
False |
495,130 |
| 40 |
11,058.50 |
8,913.00 |
2,145.50 |
20.2% |
237.50 |
2.2% |
79% |
True |
False |
260,878 |
| 60 |
11,058.50 |
8,334.00 |
2,724.50 |
25.7% |
241.00 |
2.3% |
83% |
True |
False |
174,036 |
| 80 |
11,058.50 |
6,626.00 |
4,432.50 |
41.8% |
280.00 |
2.6% |
90% |
True |
False |
130,692 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.8% |
318.00 |
3.0% |
90% |
True |
False |
104,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,170.75 |
|
2.618 |
12,359.75 |
|
1.618 |
11,862.75 |
|
1.000 |
11,555.50 |
|
0.618 |
11,365.75 |
|
HIGH |
11,058.50 |
|
0.618 |
10,868.75 |
|
0.500 |
10,810.00 |
|
0.382 |
10,751.25 |
|
LOW |
10,561.50 |
|
0.618 |
10,254.25 |
|
1.000 |
10,064.50 |
|
1.618 |
9,757.25 |
|
2.618 |
9,260.25 |
|
4.250 |
8,449.25 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,810.00 |
10,809.25 |
| PP |
10,740.00 |
10,739.50 |
| S1 |
10,670.00 |
10,669.75 |
|