| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
12,400.0 |
12,800.0 |
400.0 |
3.2% |
12,721.5 |
| High |
12,670.0 |
12,800.0 |
130.0 |
1.0% |
12,800.0 |
| Low |
12,400.0 |
12,620.0 |
220.0 |
1.8% |
12,400.0 |
| Close |
12,596.0 |
12,770.5 |
174.5 |
1.4% |
12,596.0 |
| Range |
270.0 |
180.0 |
-90.0 |
-33.3% |
400.0 |
| ATR |
258.5 |
254.6 |
-3.9 |
-1.5% |
0.0 |
| Volume |
82 |
108 |
26 |
31.7% |
314 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,270.2 |
13,200.3 |
12,869.5 |
|
| R3 |
13,090.2 |
13,020.3 |
12,820.0 |
|
| R2 |
12,910.2 |
12,910.2 |
12,803.5 |
|
| R1 |
12,840.3 |
12,840.3 |
12,787.0 |
12,785.3 |
| PP |
12,730.2 |
12,730.2 |
12,730.2 |
12,702.6 |
| S1 |
12,660.3 |
12,660.3 |
12,754.0 |
12,605.3 |
| S2 |
12,550.2 |
12,550.2 |
12,737.5 |
|
| S3 |
12,370.2 |
12,480.3 |
12,721.0 |
|
| S4 |
12,190.2 |
12,300.3 |
12,671.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,798.7 |
13,597.3 |
12,816.0 |
|
| R3 |
13,398.7 |
13,197.3 |
12,706.0 |
|
| R2 |
12,998.7 |
12,998.7 |
12,669.3 |
|
| R1 |
12,797.3 |
12,797.3 |
12,632.7 |
12,698.0 |
| PP |
12,598.7 |
12,598.7 |
12,598.7 |
12,549.0 |
| S1 |
12,397.3 |
12,397.3 |
12,559.3 |
12,298.0 |
| S2 |
12,198.7 |
12,198.7 |
12,522.7 |
|
| S3 |
11,798.7 |
11,997.3 |
12,486.0 |
|
| S4 |
11,398.7 |
11,597.3 |
12,376.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,800.0 |
12,400.0 |
400.0 |
3.1% |
181.1 |
1.4% |
93% |
True |
False |
74 |
| 10 |
12,800.0 |
12,085.0 |
715.0 |
5.6% |
189.8 |
1.5% |
96% |
True |
False |
62 |
| 20 |
12,800.0 |
11,929.0 |
871.0 |
6.8% |
220.5 |
1.7% |
97% |
True |
False |
72 |
| 40 |
12,840.0 |
10,882.5 |
1,957.5 |
15.3% |
178.8 |
1.4% |
96% |
False |
False |
44 |
| 60 |
12,840.0 |
10,193.0 |
2,647.0 |
20.7% |
139.2 |
1.1% |
97% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,565.0 |
|
2.618 |
13,271.2 |
|
1.618 |
13,091.2 |
|
1.000 |
12,980.0 |
|
0.618 |
12,911.2 |
|
HIGH |
12,800.0 |
|
0.618 |
12,731.2 |
|
0.500 |
12,710.0 |
|
0.382 |
12,688.8 |
|
LOW |
12,620.0 |
|
0.618 |
12,508.8 |
|
1.000 |
12,440.0 |
|
1.618 |
12,328.8 |
|
2.618 |
12,148.8 |
|
4.250 |
11,855.0 |
|
|