| 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 |
10,848.25 |
10,602.00 |
-246.25 |
-2.3% |
10,347.25 |
| High |
11,058.50 |
10,693.00 |
-365.50 |
-3.3% |
10,847.50 |
| Low |
10,561.50 |
10,358.75 |
-202.75 |
-1.9% |
10,308.75 |
| Close |
10,600.00 |
10,646.25 |
46.25 |
0.4% |
10,837.25 |
| Range |
497.00 |
334.25 |
-162.75 |
-32.7% |
538.75 |
| ATR |
256.19 |
261.77 |
5.58 |
2.2% |
0.00 |
| Volume |
736,178 |
915,009 |
178,831 |
24.3% |
2,567,559 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,568.75 |
11,441.75 |
10,830.00 |
|
| R3 |
11,234.50 |
11,107.50 |
10,738.25 |
|
| R2 |
10,900.25 |
10,900.25 |
10,707.50 |
|
| R1 |
10,773.25 |
10,773.25 |
10,677.00 |
10,836.75 |
| PP |
10,566.00 |
10,566.00 |
10,566.00 |
10,597.75 |
| S1 |
10,439.00 |
10,439.00 |
10,615.50 |
10,502.50 |
| S2 |
10,231.75 |
10,231.75 |
10,585.00 |
|
| S3 |
9,897.50 |
10,104.75 |
10,554.25 |
|
| S4 |
9,563.25 |
9,770.50 |
10,462.50 |
|
|
| 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 |
10,358.75 |
699.75 |
6.6% |
287.00 |
2.7% |
41% |
False |
True |
653,433 |
| 10 |
11,058.50 |
9,940.25 |
1,118.25 |
10.5% |
257.00 |
2.4% |
63% |
False |
False |
544,864 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.5% |
249.75 |
2.3% |
69% |
False |
False |
519,605 |
| 40 |
11,058.50 |
9,097.00 |
1,961.50 |
18.4% |
240.25 |
2.3% |
79% |
False |
False |
283,740 |
| 60 |
11,058.50 |
8,334.00 |
2,724.50 |
25.6% |
242.25 |
2.3% |
85% |
False |
False |
189,278 |
| 80 |
11,058.50 |
6,626.00 |
4,432.50 |
41.6% |
276.75 |
2.6% |
91% |
False |
False |
142,129 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.6% |
319.00 |
3.0% |
91% |
False |
False |
113,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,113.50 |
|
2.618 |
11,568.00 |
|
1.618 |
11,233.75 |
|
1.000 |
11,027.25 |
|
0.618 |
10,899.50 |
|
HIGH |
10,693.00 |
|
0.618 |
10,565.25 |
|
0.500 |
10,526.00 |
|
0.382 |
10,486.50 |
|
LOW |
10,358.75 |
|
0.618 |
10,152.25 |
|
1.000 |
10,024.50 |
|
1.618 |
9,818.00 |
|
2.618 |
9,483.75 |
|
4.250 |
8,938.25 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,606.00 |
10,708.50 |
| PP |
10,566.00 |
10,687.75 |
| S1 |
10,526.00 |
10,667.00 |
|