| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,466.4 |
1,483.0 |
16.6 |
1.1% |
1,469.0 |
| High |
1,483.0 |
1,488.3 |
5.3 |
0.4% |
1,507.5 |
| Low |
1,456.2 |
1,464.8 |
8.6 |
0.6% |
1,453.7 |
| Close |
1,481.1 |
1,467.4 |
-13.7 |
-0.9% |
1,462.4 |
| Range |
26.8 |
23.5 |
-3.3 |
-12.3% |
53.8 |
| ATR |
41.8 |
40.5 |
-1.3 |
-3.1% |
0.0 |
| Volume |
118,401 |
122,059 |
3,658 |
3.1% |
797,476 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.0 |
1,529.2 |
1,480.3 |
|
| R3 |
1,520.5 |
1,505.7 |
1,473.9 |
|
| R2 |
1,497.0 |
1,497.0 |
1,471.7 |
|
| R1 |
1,482.2 |
1,482.2 |
1,469.6 |
1,477.9 |
| PP |
1,473.5 |
1,473.5 |
1,473.5 |
1,471.3 |
| S1 |
1,458.7 |
1,458.7 |
1,465.2 |
1,454.4 |
| S2 |
1,450.0 |
1,450.0 |
1,463.1 |
|
| S3 |
1,426.5 |
1,435.2 |
1,460.9 |
|
| S4 |
1,403.0 |
1,411.7 |
1,454.5 |
|
|
| 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 |
1,456.2 |
51.3 |
3.5% |
29.9 |
2.0% |
22% |
False |
False |
143,997 |
| 10 |
1,507.5 |
1,431.6 |
75.9 |
5.2% |
30.9 |
2.1% |
47% |
False |
False |
163,653 |
| 20 |
1,507.5 |
1,373.6 |
133.9 |
9.1% |
37.0 |
2.5% |
70% |
False |
False |
180,014 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
15.1% |
48.3 |
3.3% |
69% |
False |
False |
161,303 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.7% |
48.8 |
3.3% |
81% |
False |
False |
107,604 |
| 80 |
1,536.2 |
1,030.4 |
505.8 |
34.5% |
50.7 |
3.5% |
86% |
False |
False |
80,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,588.2 |
|
2.618 |
1,549.8 |
|
1.618 |
1,526.3 |
|
1.000 |
1,511.8 |
|
0.618 |
1,502.8 |
|
HIGH |
1,488.3 |
|
0.618 |
1,479.3 |
|
0.500 |
1,476.6 |
|
0.382 |
1,473.8 |
|
LOW |
1,464.8 |
|
0.618 |
1,450.3 |
|
1.000 |
1,441.3 |
|
1.618 |
1,426.8 |
|
2.618 |
1,403.3 |
|
4.250 |
1,364.9 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,476.6 |
1,475.5 |
| PP |
1,473.5 |
1,472.8 |
| S1 |
1,470.5 |
1,470.1 |
|