| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,490.1 |
1,488.0 |
-2.1 |
-0.1% |
1,469.0 |
| High |
1,507.5 |
1,494.7 |
-12.8 |
-0.8% |
1,507.5 |
| Low |
1,472.1 |
1,460.3 |
-11.8 |
-0.8% |
1,453.7 |
| Close |
1,487.2 |
1,462.4 |
-24.8 |
-1.7% |
1,462.4 |
| Range |
35.4 |
34.4 |
-1.0 |
-2.8% |
53.8 |
| ATR |
43.6 |
42.9 |
-0.7 |
-1.5% |
0.0 |
| Volume |
171,950 |
167,883 |
-4,067 |
-2.4% |
797,476 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.7 |
1,553.4 |
1,481.3 |
|
| R3 |
1,541.3 |
1,519.0 |
1,471.9 |
|
| R2 |
1,506.9 |
1,506.9 |
1,468.7 |
|
| R1 |
1,484.6 |
1,484.6 |
1,465.6 |
1,478.6 |
| PP |
1,472.5 |
1,472.5 |
1,472.5 |
1,469.4 |
| S1 |
1,450.2 |
1,450.2 |
1,459.2 |
1,444.2 |
| S2 |
1,438.1 |
1,438.1 |
1,456.1 |
|
| S3 |
1,403.7 |
1,415.8 |
1,452.9 |
|
| S4 |
1,369.3 |
1,381.4 |
1,443.5 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.9 |
1,603.0 |
1,492.0 |
|
| R3 |
1,582.1 |
1,549.2 |
1,477.2 |
|
| R2 |
1,528.3 |
1,528.3 |
1,472.3 |
|
| R1 |
1,495.4 |
1,495.4 |
1,467.3 |
1,485.0 |
| PP |
1,474.5 |
1,474.5 |
1,474.5 |
1,469.3 |
| S1 |
1,441.6 |
1,441.6 |
1,457.5 |
1,431.2 |
| S2 |
1,420.7 |
1,420.7 |
1,452.5 |
|
| S3 |
1,366.9 |
1,387.8 |
1,447.6 |
|
| S4 |
1,313.1 |
1,334.0 |
1,432.8 |
|
|
| 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 |
3.7% |
30.6 |
2.1% |
16% |
False |
False |
159,495 |
| 10 |
1,507.5 |
1,390.3 |
117.2 |
8.0% |
34.7 |
2.4% |
62% |
False |
False |
184,462 |
| 20 |
1,507.5 |
1,359.6 |
147.9 |
10.1% |
39.9 |
2.7% |
70% |
False |
False |
192,247 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
15.2% |
49.2 |
3.4% |
67% |
False |
False |
155,311 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.8% |
50.1 |
3.4% |
80% |
False |
False |
103,608 |
| 80 |
1,536.2 |
1,030.4 |
505.8 |
34.6% |
51.5 |
3.5% |
85% |
False |
False |
77,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,640.9 |
|
2.618 |
1,584.8 |
|
1.618 |
1,550.4 |
|
1.000 |
1,529.1 |
|
0.618 |
1,516.0 |
|
HIGH |
1,494.7 |
|
0.618 |
1,481.6 |
|
0.500 |
1,477.5 |
|
0.382 |
1,473.4 |
|
LOW |
1,460.3 |
|
0.618 |
1,439.0 |
|
1.000 |
1,425.9 |
|
1.618 |
1,404.6 |
|
2.618 |
1,370.2 |
|
4.250 |
1,314.1 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,477.5 |
1,483.9 |
| PP |
1,472.5 |
1,476.7 |
| S1 |
1,467.4 |
1,469.6 |
|