| 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 |
1,394.2 |
1,423.0 |
28.8 |
2.1% |
1,424.2 |
| High |
1,423.8 |
1,451.3 |
27.5 |
1.9% |
1,466.4 |
| Low |
1,373.6 |
1,396.6 |
23.0 |
1.7% |
1,373.6 |
| Close |
1,419.6 |
1,400.5 |
-19.1 |
-1.3% |
1,419.6 |
| Range |
50.2 |
54.7 |
4.5 |
9.0% |
92.8 |
| ATR |
51.8 |
52.0 |
0.2 |
0.4% |
0.0 |
| Volume |
178,808 |
203,132 |
24,324 |
13.6% |
922,675 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.2 |
1,545.1 |
1,430.6 |
|
| R3 |
1,525.5 |
1,490.4 |
1,415.5 |
|
| R2 |
1,470.8 |
1,470.8 |
1,410.5 |
|
| R1 |
1,435.7 |
1,435.7 |
1,405.5 |
1,425.9 |
| PP |
1,416.1 |
1,416.1 |
1,416.1 |
1,411.3 |
| S1 |
1,381.0 |
1,381.0 |
1,395.5 |
1,371.2 |
| S2 |
1,361.4 |
1,361.4 |
1,390.5 |
|
| S3 |
1,306.7 |
1,326.3 |
1,385.5 |
|
| S4 |
1,252.0 |
1,271.6 |
1,370.4 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,698.3 |
1,651.7 |
1,470.6 |
|
| R3 |
1,605.5 |
1,558.9 |
1,445.1 |
|
| R2 |
1,512.7 |
1,512.7 |
1,436.6 |
|
| R1 |
1,466.1 |
1,466.1 |
1,428.1 |
1,443.0 |
| PP |
1,419.9 |
1,419.9 |
1,419.9 |
1,408.3 |
| S1 |
1,373.3 |
1,373.3 |
1,411.1 |
1,350.2 |
| S2 |
1,327.1 |
1,327.1 |
1,402.6 |
|
| S3 |
1,234.3 |
1,280.5 |
1,394.1 |
|
| S4 |
1,141.5 |
1,187.7 |
1,368.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,451.3 |
1,373.6 |
77.7 |
5.5% |
46.4 |
3.3% |
35% |
True |
False |
190,974 |
| 10 |
1,466.4 |
1,359.6 |
106.8 |
7.6% |
46.3 |
3.3% |
38% |
False |
False |
195,723 |
| 20 |
1,481.6 |
1,314.5 |
167.1 |
11.9% |
53.0 |
3.8% |
51% |
False |
False |
207,789 |
| 40 |
1,536.2 |
1,212.0 |
324.2 |
23.1% |
53.4 |
3.8% |
58% |
False |
False |
114,336 |
| 60 |
1,536.2 |
1,164.5 |
371.7 |
26.5% |
52.7 |
3.8% |
63% |
False |
False |
76,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,683.8 |
|
2.618 |
1,594.5 |
|
1.618 |
1,539.8 |
|
1.000 |
1,506.0 |
|
0.618 |
1,485.1 |
|
HIGH |
1,451.3 |
|
0.618 |
1,430.4 |
|
0.500 |
1,424.0 |
|
0.382 |
1,417.5 |
|
LOW |
1,396.6 |
|
0.618 |
1,362.8 |
|
1.000 |
1,341.9 |
|
1.618 |
1,308.1 |
|
2.618 |
1,253.4 |
|
4.250 |
1,164.1 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,424.0 |
1,412.5 |
| PP |
1,416.1 |
1,408.5 |
| S1 |
1,408.3 |
1,404.5 |
|