| 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 |
1,423.0 |
1,404.0 |
-19.0 |
-1.3% |
1,424.2 |
| High |
1,451.3 |
1,424.6 |
-26.7 |
-1.8% |
1,466.4 |
| Low |
1,396.6 |
1,390.3 |
-6.3 |
-0.5% |
1,373.6 |
| Close |
1,400.5 |
1,419.4 |
18.9 |
1.3% |
1,419.6 |
| Range |
54.7 |
34.3 |
-20.4 |
-37.3% |
92.8 |
| ATR |
52.0 |
50.8 |
-1.3 |
-2.4% |
0.0 |
| Volume |
203,132 |
245,424 |
42,292 |
20.8% |
922,675 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.3 |
1,501.2 |
1,438.3 |
|
| R3 |
1,480.0 |
1,466.9 |
1,428.8 |
|
| R2 |
1,445.7 |
1,445.7 |
1,425.7 |
|
| R1 |
1,432.6 |
1,432.6 |
1,422.5 |
1,439.2 |
| PP |
1,411.4 |
1,411.4 |
1,411.4 |
1,414.7 |
| S1 |
1,398.3 |
1,398.3 |
1,416.3 |
1,404.9 |
| S2 |
1,377.1 |
1,377.1 |
1,413.1 |
|
| S3 |
1,342.8 |
1,364.0 |
1,410.0 |
|
| S4 |
1,308.5 |
1,329.7 |
1,400.5 |
|
|
| 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% |
45.1 |
3.2% |
59% |
False |
False |
206,550 |
| 10 |
1,466.4 |
1,373.6 |
92.8 |
6.5% |
43.1 |
3.0% |
49% |
False |
False |
196,375 |
| 20 |
1,481.6 |
1,359.6 |
122.0 |
8.6% |
49.2 |
3.5% |
49% |
False |
False |
200,571 |
| 40 |
1,536.2 |
1,264.5 |
271.7 |
19.1% |
53.1 |
3.7% |
57% |
False |
False |
120,467 |
| 60 |
1,536.2 |
1,164.5 |
371.7 |
26.2% |
52.8 |
3.7% |
69% |
False |
False |
80,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.4 |
|
2.618 |
1,514.4 |
|
1.618 |
1,480.1 |
|
1.000 |
1,458.9 |
|
0.618 |
1,445.8 |
|
HIGH |
1,424.6 |
|
0.618 |
1,411.5 |
|
0.500 |
1,407.5 |
|
0.382 |
1,403.4 |
|
LOW |
1,390.3 |
|
0.618 |
1,369.1 |
|
1.000 |
1,356.0 |
|
1.618 |
1,334.8 |
|
2.618 |
1,300.5 |
|
4.250 |
1,244.5 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,415.4 |
1,417.1 |
| PP |
1,411.4 |
1,414.8 |
| S1 |
1,407.5 |
1,412.5 |
|