| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,138.00 |
3,171.75 |
33.75 |
1.1% |
3,115.25 |
| High |
3,170.00 |
3,215.00 |
45.00 |
1.4% |
3,173.50 |
| Low |
3,101.25 |
3,130.00 |
28.75 |
0.9% |
3,095.00 |
| Close |
3,167.50 |
3,137.50 |
-30.00 |
-0.9% |
3,167.50 |
| Range |
68.75 |
85.00 |
16.25 |
23.6% |
78.50 |
| ATR |
71.09 |
72.09 |
0.99 |
1.4% |
0.00 |
| Volume |
1,527 |
1,450 |
-77 |
-5.0% |
5,478 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,415.75 |
3,361.75 |
3,184.25 |
|
| R3 |
3,330.75 |
3,276.75 |
3,161.00 |
|
| R2 |
3,245.75 |
3,245.75 |
3,153.00 |
|
| R1 |
3,191.75 |
3,191.75 |
3,145.25 |
3,176.25 |
| PP |
3,160.75 |
3,160.75 |
3,160.75 |
3,153.00 |
| S1 |
3,106.75 |
3,106.75 |
3,129.75 |
3,091.25 |
| S2 |
3,075.75 |
3,075.75 |
3,122.00 |
|
| S3 |
2,990.75 |
3,021.75 |
3,114.00 |
|
| S4 |
2,905.75 |
2,936.75 |
3,090.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.75 |
3,352.75 |
3,210.75 |
|
| R3 |
3,302.25 |
3,274.25 |
3,189.00 |
|
| R2 |
3,223.75 |
3,223.75 |
3,182.00 |
|
| R1 |
3,195.75 |
3,195.75 |
3,174.75 |
3,209.75 |
| PP |
3,145.25 |
3,145.25 |
3,145.25 |
3,152.50 |
| S1 |
3,117.25 |
3,117.25 |
3,160.25 |
3,131.25 |
| S2 |
3,066.75 |
3,066.75 |
3,153.00 |
|
| S3 |
2,988.25 |
3,038.75 |
3,146.00 |
|
| S4 |
2,909.75 |
2,960.25 |
3,124.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,215.00 |
3,095.00 |
120.00 |
3.8% |
61.75 |
2.0% |
35% |
True |
False |
1,188 |
| 10 |
3,215.00 |
2,972.00 |
243.00 |
7.7% |
63.00 |
2.0% |
68% |
True |
False |
1,660 |
| 20 |
3,215.00 |
2,916.50 |
298.50 |
9.5% |
75.25 |
2.4% |
74% |
True |
False |
2,044 |
| 40 |
3,215.00 |
2,797.25 |
417.75 |
13.3% |
70.75 |
2.3% |
81% |
True |
False |
1,478 |
| 60 |
3,215.00 |
2,707.25 |
507.75 |
16.2% |
71.00 |
2.3% |
85% |
True |
False |
1,752 |
| 80 |
3,215.00 |
2,168.25 |
1,046.75 |
33.4% |
85.25 |
2.7% |
93% |
True |
False |
1,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,576.25 |
|
2.618 |
3,437.50 |
|
1.618 |
3,352.50 |
|
1.000 |
3,300.00 |
|
0.618 |
3,267.50 |
|
HIGH |
3,215.00 |
|
0.618 |
3,182.50 |
|
0.500 |
3,172.50 |
|
0.382 |
3,162.50 |
|
LOW |
3,130.00 |
|
0.618 |
3,077.50 |
|
1.000 |
3,045.00 |
|
1.618 |
2,992.50 |
|
2.618 |
2,907.50 |
|
4.250 |
2,768.75 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,172.50 |
3,155.00 |
| PP |
3,160.75 |
3,149.25 |
| S1 |
3,149.25 |
3,143.25 |
|