| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,199.00 |
3,212.50 |
13.50 |
0.4% |
3,115.25 |
| High |
3,222.00 |
3,217.00 |
-5.00 |
-0.2% |
3,173.50 |
| Low |
3,180.00 |
3,178.00 |
-2.00 |
-0.1% |
3,095.00 |
| Close |
3,208.50 |
3,183.50 |
-25.00 |
-0.8% |
3,167.50 |
| Range |
42.00 |
39.00 |
-3.00 |
-7.1% |
78.50 |
| ATR |
70.47 |
68.22 |
-2.25 |
-3.2% |
0.00 |
| Volume |
1,863 |
959 |
-904 |
-48.5% |
5,478 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,309.75 |
3,285.75 |
3,205.00 |
|
| R3 |
3,270.75 |
3,246.75 |
3,194.25 |
|
| R2 |
3,231.75 |
3,231.75 |
3,190.75 |
|
| R1 |
3,207.75 |
3,207.75 |
3,187.00 |
3,200.25 |
| PP |
3,192.75 |
3,192.75 |
3,192.75 |
3,189.00 |
| S1 |
3,168.75 |
3,168.75 |
3,180.00 |
3,161.25 |
| S2 |
3,153.75 |
3,153.75 |
3,176.25 |
|
| S3 |
3,114.75 |
3,129.75 |
3,172.75 |
|
| S4 |
3,075.75 |
3,090.75 |
3,162.00 |
|
|
| 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 |
3,222.00 |
3,101.25 |
120.75 |
3.8% |
61.50 |
1.9% |
68% |
False |
False |
1,709 |
| 10 |
3,222.00 |
3,085.50 |
136.50 |
4.3% |
59.00 |
1.9% |
72% |
False |
False |
1,452 |
| 20 |
3,222.00 |
2,972.00 |
250.00 |
7.9% |
68.75 |
2.2% |
85% |
False |
False |
2,093 |
| 40 |
3,222.00 |
2,891.00 |
331.00 |
10.4% |
69.00 |
2.2% |
88% |
False |
False |
1,451 |
| 60 |
3,222.00 |
2,712.75 |
509.25 |
16.0% |
69.50 |
2.2% |
92% |
False |
False |
1,840 |
| 80 |
3,222.00 |
2,234.00 |
988.00 |
31.0% |
80.75 |
2.5% |
96% |
False |
False |
1,649 |
| 100 |
3,238.50 |
2,168.25 |
1,070.25 |
33.6% |
91.50 |
2.9% |
95% |
False |
False |
1,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,382.75 |
|
2.618 |
3,319.00 |
|
1.618 |
3,280.00 |
|
1.000 |
3,256.00 |
|
0.618 |
3,241.00 |
|
HIGH |
3,217.00 |
|
0.618 |
3,202.00 |
|
0.500 |
3,197.50 |
|
0.382 |
3,193.00 |
|
LOW |
3,178.00 |
|
0.618 |
3,154.00 |
|
1.000 |
3,139.00 |
|
1.618 |
3,115.00 |
|
2.618 |
3,076.00 |
|
4.250 |
3,012.25 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,197.50 |
3,177.50 |
| PP |
3,192.75 |
3,171.25 |
| S1 |
3,188.25 |
3,165.25 |
|