| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,171.75 |
3,144.00 |
-27.75 |
-0.9% |
3,115.25 |
| High |
3,215.00 |
3,180.75 |
-34.25 |
-1.1% |
3,173.50 |
| Low |
3,130.00 |
3,108.50 |
-21.50 |
-0.7% |
3,095.00 |
| Close |
3,137.50 |
3,172.75 |
35.25 |
1.1% |
3,167.50 |
| Range |
85.00 |
72.25 |
-12.75 |
-15.0% |
78.50 |
| ATR |
72.09 |
72.10 |
0.01 |
0.0% |
0.00 |
| Volume |
1,450 |
2,747 |
1,297 |
89.4% |
5,478 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,370.75 |
3,344.00 |
3,212.50 |
|
| R3 |
3,298.50 |
3,271.75 |
3,192.50 |
|
| R2 |
3,226.25 |
3,226.25 |
3,186.00 |
|
| R1 |
3,199.50 |
3,199.50 |
3,179.25 |
3,213.00 |
| PP |
3,154.00 |
3,154.00 |
3,154.00 |
3,160.75 |
| S1 |
3,127.25 |
3,127.25 |
3,166.25 |
3,140.50 |
| S2 |
3,081.75 |
3,081.75 |
3,159.50 |
|
| S3 |
3,009.50 |
3,055.00 |
3,153.00 |
|
| S4 |
2,937.25 |
2,982.75 |
3,133.00 |
|
|
| 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% |
66.00 |
2.1% |
65% |
False |
False |
1,519 |
| 10 |
3,215.00 |
3,020.50 |
194.50 |
6.1% |
63.25 |
2.0% |
78% |
False |
False |
1,674 |
| 20 |
3,215.00 |
2,972.00 |
243.00 |
7.7% |
71.75 |
2.3% |
83% |
False |
False |
2,151 |
| 40 |
3,215.00 |
2,838.00 |
377.00 |
11.9% |
71.25 |
2.2% |
89% |
False |
False |
1,533 |
| 60 |
3,215.00 |
2,707.25 |
507.75 |
16.0% |
71.25 |
2.2% |
92% |
False |
False |
1,795 |
| 80 |
3,215.00 |
2,168.25 |
1,046.75 |
33.0% |
84.50 |
2.7% |
96% |
False |
False |
1,614 |
| 100 |
3,340.00 |
2,168.25 |
1,171.75 |
36.9% |
91.50 |
2.9% |
86% |
False |
False |
1,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,487.75 |
|
2.618 |
3,370.00 |
|
1.618 |
3,297.75 |
|
1.000 |
3,253.00 |
|
0.618 |
3,225.50 |
|
HIGH |
3,180.75 |
|
0.618 |
3,153.25 |
|
0.500 |
3,144.50 |
|
0.382 |
3,136.00 |
|
LOW |
3,108.50 |
|
0.618 |
3,063.75 |
|
1.000 |
3,036.25 |
|
1.618 |
2,991.50 |
|
2.618 |
2,919.25 |
|
4.250 |
2,801.50 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,163.50 |
3,168.00 |
| PP |
3,154.00 |
3,163.00 |
| S1 |
3,144.50 |
3,158.00 |
|