| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,469.0 |
1,462.4 |
-6.6 |
-0.4% |
1,423.0 |
| High |
1,473.5 |
1,496.6 |
23.1 |
1.6% |
1,485.5 |
| Low |
1,453.7 |
1,462.3 |
8.6 |
0.6% |
1,390.3 |
| Close |
1,463.7 |
1,485.6 |
21.9 |
1.5% |
1,469.2 |
| Range |
19.8 |
34.3 |
14.5 |
73.2% |
95.2 |
| ATR |
46.2 |
45.4 |
-0.9 |
-1.8% |
0.0 |
| Volume |
141,513 |
176,438 |
34,925 |
24.7% |
1,047,153 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.4 |
1,569.3 |
1,504.5 |
|
| R3 |
1,550.1 |
1,535.0 |
1,495.0 |
|
| R2 |
1,515.8 |
1,515.8 |
1,491.9 |
|
| R1 |
1,500.7 |
1,500.7 |
1,488.7 |
1,508.3 |
| PP |
1,481.5 |
1,481.5 |
1,481.5 |
1,485.3 |
| S1 |
1,466.4 |
1,466.4 |
1,482.5 |
1,474.0 |
| S2 |
1,447.2 |
1,447.2 |
1,479.3 |
|
| S3 |
1,412.9 |
1,432.1 |
1,476.2 |
|
| S4 |
1,378.6 |
1,397.8 |
1,466.7 |
|
|
| 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 |
1,496.6 |
1,431.6 |
65.0 |
4.4% |
31.9 |
2.1% |
83% |
True |
False |
183,309 |
| 10 |
1,496.6 |
1,373.6 |
123.0 |
8.3% |
38.5 |
2.6% |
91% |
True |
False |
194,929 |
| 20 |
1,496.6 |
1,359.6 |
137.0 |
9.2% |
44.1 |
3.0% |
92% |
True |
False |
196,381 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.9% |
51.2 |
3.4% |
77% |
False |
False |
143,356 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.4% |
51.8 |
3.5% |
86% |
False |
False |
95,620 |
| 80 |
1,536.2 |
1,030.4 |
505.8 |
34.0% |
52.3 |
3.5% |
90% |
False |
False |
71,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,642.4 |
|
2.618 |
1,586.4 |
|
1.618 |
1,552.1 |
|
1.000 |
1,530.9 |
|
0.618 |
1,517.8 |
|
HIGH |
1,496.6 |
|
0.618 |
1,483.5 |
|
0.500 |
1,479.5 |
|
0.382 |
1,475.4 |
|
LOW |
1,462.3 |
|
0.618 |
1,441.1 |
|
1.000 |
1,428.0 |
|
1.618 |
1,406.8 |
|
2.618 |
1,372.5 |
|
4.250 |
1,316.5 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,483.6 |
1,482.1 |
| PP |
1,481.5 |
1,478.6 |
| S1 |
1,479.5 |
1,475.2 |
|