| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,212.50 |
3,185.00 |
-27.50 |
-0.9% |
3,171.75 |
| High |
3,217.00 |
3,214.25 |
-2.75 |
-0.1% |
3,222.00 |
| Low |
3,178.00 |
3,184.25 |
6.25 |
0.2% |
3,108.50 |
| Close |
3,183.50 |
3,203.25 |
19.75 |
0.6% |
3,203.25 |
| Range |
39.00 |
30.00 |
-9.00 |
-23.1% |
113.50 |
| ATR |
68.22 |
65.54 |
-2.68 |
-3.9% |
0.00 |
| Volume |
959 |
882 |
-77 |
-8.0% |
7,901 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,290.50 |
3,277.00 |
3,219.75 |
|
| R3 |
3,260.50 |
3,247.00 |
3,211.50 |
|
| R2 |
3,230.50 |
3,230.50 |
3,208.75 |
|
| R1 |
3,217.00 |
3,217.00 |
3,206.00 |
3,223.75 |
| PP |
3,200.50 |
3,200.50 |
3,200.50 |
3,204.00 |
| S1 |
3,187.00 |
3,187.00 |
3,200.50 |
3,193.75 |
| S2 |
3,170.50 |
3,170.50 |
3,197.75 |
|
| S3 |
3,140.50 |
3,157.00 |
3,195.00 |
|
| S4 |
3,110.50 |
3,127.00 |
3,186.75 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,518.50 |
3,474.25 |
3,265.75 |
|
| R3 |
3,405.00 |
3,360.75 |
3,234.50 |
|
| R2 |
3,291.50 |
3,291.50 |
3,224.00 |
|
| R1 |
3,247.25 |
3,247.25 |
3,213.75 |
3,269.50 |
| PP |
3,178.00 |
3,178.00 |
3,178.00 |
3,189.00 |
| S1 |
3,133.75 |
3,133.75 |
3,192.75 |
3,156.00 |
| S2 |
3,064.50 |
3,064.50 |
3,182.50 |
|
| S3 |
2,951.00 |
3,020.25 |
3,172.00 |
|
| S4 |
2,837.50 |
2,906.75 |
3,140.75 |
|
|
| 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 |
3,108.50 |
113.50 |
3.5% |
53.75 |
1.7% |
83% |
False |
False |
1,580 |
| 10 |
3,222.00 |
3,095.00 |
127.00 |
4.0% |
56.00 |
1.7% |
85% |
False |
False |
1,337 |
| 20 |
3,222.00 |
2,972.00 |
250.00 |
7.8% |
67.50 |
2.1% |
93% |
False |
False |
2,026 |
| 40 |
3,222.00 |
2,891.00 |
331.00 |
10.3% |
68.25 |
2.1% |
94% |
False |
False |
1,448 |
| 60 |
3,222.00 |
2,745.50 |
476.50 |
14.9% |
68.75 |
2.1% |
96% |
False |
False |
1,854 |
| 80 |
3,222.00 |
2,381.75 |
840.25 |
26.2% |
78.50 |
2.5% |
98% |
False |
False |
1,647 |
| 100 |
3,222.00 |
2,168.25 |
1,053.75 |
32.9% |
90.75 |
2.8% |
98% |
False |
False |
1,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,341.75 |
|
2.618 |
3,292.75 |
|
1.618 |
3,262.75 |
|
1.000 |
3,244.25 |
|
0.618 |
3,232.75 |
|
HIGH |
3,214.25 |
|
0.618 |
3,202.75 |
|
0.500 |
3,199.25 |
|
0.382 |
3,195.75 |
|
LOW |
3,184.25 |
|
0.618 |
3,165.75 |
|
1.000 |
3,154.25 |
|
1.618 |
3,135.75 |
|
2.618 |
3,105.75 |
|
4.250 |
3,056.75 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,202.00 |
3,202.25 |
| PP |
3,200.50 |
3,201.00 |
| S1 |
3,199.25 |
3,200.00 |
|