| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,484.4 |
1,490.1 |
5.7 |
0.4% |
1,423.0 |
| High |
1,494.3 |
1,507.5 |
13.2 |
0.9% |
1,485.5 |
| Low |
1,465.1 |
1,472.1 |
7.0 |
0.5% |
1,390.3 |
| Close |
1,490.2 |
1,487.2 |
-3.0 |
-0.2% |
1,469.2 |
| Range |
29.2 |
35.4 |
6.2 |
21.2% |
95.2 |
| ATR |
44.2 |
43.6 |
-0.6 |
-1.4% |
0.0 |
| Volume |
139,692 |
171,950 |
32,258 |
23.1% |
1,047,153 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,595.1 |
1,576.6 |
1,506.7 |
|
| R3 |
1,559.7 |
1,541.2 |
1,496.9 |
|
| R2 |
1,524.3 |
1,524.3 |
1,493.7 |
|
| R1 |
1,505.8 |
1,505.8 |
1,490.4 |
1,497.4 |
| PP |
1,488.9 |
1,488.9 |
1,488.9 |
1,484.7 |
| S1 |
1,470.4 |
1,470.4 |
1,484.0 |
1,462.0 |
| S2 |
1,453.5 |
1,453.5 |
1,480.7 |
|
| S3 |
1,418.1 |
1,435.0 |
1,477.5 |
|
| S4 |
1,382.7 |
1,399.6 |
1,467.7 |
|
|
| 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 |
1,507.5 |
1,453.7 |
53.8 |
3.6% |
28.2 |
1.9% |
62% |
True |
False |
155,448 |
| 10 |
1,507.5 |
1,373.6 |
133.9 |
9.0% |
36.3 |
2.4% |
85% |
True |
False |
185,555 |
| 20 |
1,507.5 |
1,359.6 |
147.9 |
9.9% |
40.7 |
2.7% |
86% |
True |
False |
193,924 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.9% |
49.8 |
3.3% |
78% |
False |
False |
151,128 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.4% |
50.8 |
3.4% |
87% |
False |
False |
100,813 |
| 80 |
1,536.2 |
1,030.4 |
505.8 |
34.0% |
51.6 |
3.5% |
90% |
False |
False |
75,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,658.0 |
|
2.618 |
1,600.2 |
|
1.618 |
1,564.8 |
|
1.000 |
1,542.9 |
|
0.618 |
1,529.4 |
|
HIGH |
1,507.5 |
|
0.618 |
1,494.0 |
|
0.500 |
1,489.8 |
|
0.382 |
1,485.6 |
|
LOW |
1,472.1 |
|
0.618 |
1,450.2 |
|
1.000 |
1,436.7 |
|
1.618 |
1,414.8 |
|
2.618 |
1,379.4 |
|
4.250 |
1,321.7 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,489.8 |
1,486.4 |
| PP |
1,488.9 |
1,485.7 |
| S1 |
1,488.1 |
1,484.9 |
|