| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,462.4 |
1,484.4 |
22.0 |
1.5% |
1,423.0 |
| High |
1,496.6 |
1,494.3 |
-2.3 |
-0.2% |
1,485.5 |
| Low |
1,462.3 |
1,465.1 |
2.8 |
0.2% |
1,390.3 |
| Close |
1,485.6 |
1,490.2 |
4.6 |
0.3% |
1,469.2 |
| Range |
34.3 |
29.2 |
-5.1 |
-14.9% |
95.2 |
| ATR |
45.4 |
44.2 |
-1.2 |
-2.5% |
0.0 |
| Volume |
176,438 |
139,692 |
-36,746 |
-20.8% |
1,047,153 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,570.8 |
1,559.7 |
1,506.3 |
|
| R3 |
1,541.6 |
1,530.5 |
1,498.2 |
|
| R2 |
1,512.4 |
1,512.4 |
1,495.6 |
|
| R1 |
1,501.3 |
1,501.3 |
1,492.9 |
1,506.9 |
| PP |
1,483.2 |
1,483.2 |
1,483.2 |
1,486.0 |
| S1 |
1,472.1 |
1,472.1 |
1,487.5 |
1,477.7 |
| S2 |
1,454.0 |
1,454.0 |
1,484.8 |
|
| S3 |
1,424.8 |
1,442.9 |
1,482.2 |
|
| S4 |
1,395.6 |
1,413.7 |
1,474.1 |
|
|
| 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 |
1,453.7 |
42.9 |
2.9% |
27.4 |
1.8% |
85% |
False |
False |
156,157 |
| 10 |
1,496.6 |
1,373.6 |
123.0 |
8.3% |
38.0 |
2.5% |
95% |
False |
False |
189,732 |
| 20 |
1,496.6 |
1,359.6 |
137.0 |
9.2% |
42.6 |
2.9% |
95% |
False |
False |
196,188 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.9% |
50.5 |
3.4% |
79% |
False |
False |
146,838 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.4% |
51.1 |
3.4% |
87% |
False |
False |
97,948 |
| 80 |
1,536.2 |
1,030.4 |
505.8 |
33.9% |
51.9 |
3.5% |
91% |
False |
False |
73,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,618.4 |
|
2.618 |
1,570.7 |
|
1.618 |
1,541.5 |
|
1.000 |
1,523.5 |
|
0.618 |
1,512.3 |
|
HIGH |
1,494.3 |
|
0.618 |
1,483.1 |
|
0.500 |
1,479.7 |
|
0.382 |
1,476.3 |
|
LOW |
1,465.1 |
|
0.618 |
1,447.1 |
|
1.000 |
1,435.9 |
|
1.618 |
1,417.9 |
|
2.618 |
1,388.7 |
|
4.250 |
1,341.0 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,486.7 |
1,485.2 |
| PP |
1,483.2 |
1,480.2 |
| S1 |
1,479.7 |
1,475.2 |
|