| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,144.00 |
3,199.00 |
55.00 |
1.7% |
3,115.25 |
| High |
3,180.75 |
3,222.00 |
41.25 |
1.3% |
3,173.50 |
| Low |
3,108.50 |
3,180.00 |
71.50 |
2.3% |
3,095.00 |
| Close |
3,172.75 |
3,208.50 |
35.75 |
1.1% |
3,167.50 |
| Range |
72.25 |
42.00 |
-30.25 |
-41.9% |
78.50 |
| ATR |
72.10 |
70.47 |
-1.63 |
-2.3% |
0.00 |
| Volume |
2,747 |
1,863 |
-884 |
-32.2% |
5,478 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,329.50 |
3,311.00 |
3,231.50 |
|
| R3 |
3,287.50 |
3,269.00 |
3,220.00 |
|
| R2 |
3,245.50 |
3,245.50 |
3,216.25 |
|
| R1 |
3,227.00 |
3,227.00 |
3,212.25 |
3,236.25 |
| PP |
3,203.50 |
3,203.50 |
3,203.50 |
3,208.00 |
| S1 |
3,185.00 |
3,185.00 |
3,204.75 |
3,194.25 |
| S2 |
3,161.50 |
3,161.50 |
3,200.75 |
|
| S3 |
3,119.50 |
3,143.00 |
3,197.00 |
|
| S4 |
3,077.50 |
3,101.00 |
3,185.50 |
|
|
| 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 |
3,222.00 |
3,095.00 |
127.00 |
4.0% |
66.50 |
2.1% |
89% |
True |
False |
1,715 |
| 10 |
3,222.00 |
3,053.00 |
169.00 |
5.3% |
60.50 |
1.9% |
92% |
True |
False |
1,606 |
| 20 |
3,222.00 |
2,972.00 |
250.00 |
7.8% |
69.25 |
2.2% |
95% |
True |
False |
2,084 |
| 40 |
3,222.00 |
2,891.00 |
331.00 |
10.3% |
69.50 |
2.2% |
96% |
True |
False |
1,473 |
| 60 |
3,222.00 |
2,707.25 |
514.75 |
16.0% |
70.75 |
2.2% |
97% |
True |
False |
1,826 |
| 80 |
3,222.00 |
2,168.25 |
1,053.75 |
32.8% |
82.75 |
2.6% |
99% |
True |
False |
1,637 |
| 100 |
3,298.25 |
2,168.25 |
1,130.00 |
35.2% |
92.00 |
2.9% |
92% |
False |
False |
1,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,400.50 |
|
2.618 |
3,332.00 |
|
1.618 |
3,290.00 |
|
1.000 |
3,264.00 |
|
0.618 |
3,248.00 |
|
HIGH |
3,222.00 |
|
0.618 |
3,206.00 |
|
0.500 |
3,201.00 |
|
0.382 |
3,196.00 |
|
LOW |
3,180.00 |
|
0.618 |
3,154.00 |
|
1.000 |
3,138.00 |
|
1.618 |
3,112.00 |
|
2.618 |
3,070.00 |
|
4.250 |
3,001.50 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,206.00 |
3,194.00 |
| PP |
3,203.50 |
3,179.75 |
| S1 |
3,201.00 |
3,165.25 |
|