| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,464.2 |
1,469.0 |
4.8 |
0.3% |
1,423.0 |
| High |
1,481.6 |
1,473.5 |
-8.1 |
-0.5% |
1,485.5 |
| Low |
1,459.5 |
1,453.7 |
-5.8 |
-0.4% |
1,390.3 |
| Close |
1,469.2 |
1,463.7 |
-5.5 |
-0.4% |
1,469.2 |
| Range |
22.1 |
19.8 |
-2.3 |
-10.4% |
95.2 |
| ATR |
48.2 |
46.2 |
-2.0 |
-4.2% |
0.0 |
| Volume |
147,648 |
141,513 |
-6,135 |
-4.2% |
1,047,153 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.0 |
1,513.2 |
1,474.6 |
|
| R3 |
1,503.2 |
1,493.4 |
1,469.1 |
|
| R2 |
1,483.4 |
1,483.4 |
1,467.3 |
|
| R1 |
1,473.6 |
1,473.6 |
1,465.5 |
1,468.6 |
| PP |
1,463.6 |
1,463.6 |
1,463.6 |
1,461.2 |
| S1 |
1,453.8 |
1,453.8 |
1,461.9 |
1,448.8 |
| S2 |
1,443.8 |
1,443.8 |
1,460.1 |
|
| S3 |
1,424.0 |
1,434.0 |
1,458.3 |
|
| S4 |
1,404.2 |
1,414.2 |
1,452.8 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,733.9 |
1,696.8 |
1,521.6 |
|
| R3 |
1,638.7 |
1,601.6 |
1,495.4 |
|
| R2 |
1,543.5 |
1,543.5 |
1,486.7 |
|
| R1 |
1,506.4 |
1,506.4 |
1,477.9 |
1,525.0 |
| PP |
1,448.3 |
1,448.3 |
1,448.3 |
1,457.6 |
| S1 |
1,411.2 |
1,411.2 |
1,460.5 |
1,429.8 |
| S2 |
1,353.1 |
1,353.1 |
1,451.7 |
|
| S3 |
1,257.9 |
1,316.0 |
1,443.0 |
|
| S4 |
1,162.7 |
1,220.8 |
1,416.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,485.5 |
1,390.3 |
95.2 |
6.5% |
31.9 |
2.2% |
77% |
False |
False |
197,106 |
| 10 |
1,485.5 |
1,373.6 |
111.9 |
7.6% |
39.1 |
2.7% |
81% |
False |
False |
194,040 |
| 20 |
1,485.5 |
1,359.6 |
125.9 |
8.6% |
45.0 |
3.1% |
83% |
False |
False |
194,704 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
15.1% |
51.4 |
3.5% |
67% |
False |
False |
138,947 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.8% |
52.0 |
3.5% |
80% |
False |
False |
92,698 |
| 80 |
1,536.2 |
1,030.4 |
505.8 |
34.6% |
53.2 |
3.6% |
86% |
False |
False |
69,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,557.7 |
|
2.618 |
1,525.3 |
|
1.618 |
1,505.5 |
|
1.000 |
1,493.3 |
|
0.618 |
1,485.7 |
|
HIGH |
1,473.5 |
|
0.618 |
1,465.9 |
|
0.500 |
1,463.6 |
|
0.382 |
1,461.3 |
|
LOW |
1,453.7 |
|
0.618 |
1,441.5 |
|
1.000 |
1,433.9 |
|
1.618 |
1,421.7 |
|
2.618 |
1,401.9 |
|
4.250 |
1,369.6 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,463.7 |
1,469.6 |
| PP |
1,463.6 |
1,467.6 |
| S1 |
1,463.6 |
1,465.7 |
|