| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,185.00 |
3,204.75 |
19.75 |
0.6% |
3,171.75 |
| High |
3,214.25 |
3,238.25 |
24.00 |
0.7% |
3,222.00 |
| Low |
3,184.25 |
3,179.75 |
-4.50 |
-0.1% |
3,108.50 |
| Close |
3,203.25 |
3,234.50 |
31.25 |
1.0% |
3,203.25 |
| Range |
30.00 |
58.50 |
28.50 |
95.0% |
113.50 |
| ATR |
65.54 |
65.04 |
-0.50 |
-0.8% |
0.00 |
| Volume |
882 |
1,038 |
156 |
17.7% |
7,901 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.00 |
3,372.25 |
3,266.75 |
|
| R3 |
3,334.50 |
3,313.75 |
3,250.50 |
|
| R2 |
3,276.00 |
3,276.00 |
3,245.25 |
|
| R1 |
3,255.25 |
3,255.25 |
3,239.75 |
3,265.50 |
| PP |
3,217.50 |
3,217.50 |
3,217.50 |
3,222.75 |
| S1 |
3,196.75 |
3,196.75 |
3,229.25 |
3,207.00 |
| S2 |
3,159.00 |
3,159.00 |
3,223.75 |
|
| S3 |
3,100.50 |
3,138.25 |
3,218.50 |
|
| S4 |
3,042.00 |
3,079.75 |
3,202.25 |
|
|
| 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 |
3,238.25 |
3,108.50 |
129.75 |
4.0% |
48.25 |
1.5% |
97% |
True |
False |
1,497 |
| 10 |
3,238.25 |
3,095.00 |
143.25 |
4.4% |
55.00 |
1.7% |
97% |
True |
False |
1,343 |
| 20 |
3,238.25 |
2,972.00 |
266.25 |
8.2% |
66.25 |
2.0% |
99% |
True |
False |
2,000 |
| 40 |
3,238.25 |
2,891.00 |
347.25 |
10.7% |
68.75 |
2.1% |
99% |
True |
False |
1,469 |
| 60 |
3,238.25 |
2,745.50 |
492.75 |
15.2% |
68.75 |
2.1% |
99% |
True |
False |
1,870 |
| 80 |
3,238.25 |
2,393.25 |
845.00 |
26.1% |
77.25 |
2.4% |
100% |
True |
False |
1,640 |
| 100 |
3,238.25 |
2,168.25 |
1,070.00 |
33.1% |
90.50 |
2.8% |
100% |
True |
False |
1,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,487.00 |
|
2.618 |
3,391.50 |
|
1.618 |
3,333.00 |
|
1.000 |
3,296.75 |
|
0.618 |
3,274.50 |
|
HIGH |
3,238.25 |
|
0.618 |
3,216.00 |
|
0.500 |
3,209.00 |
|
0.382 |
3,202.00 |
|
LOW |
3,179.75 |
|
0.618 |
3,143.50 |
|
1.000 |
3,121.25 |
|
1.618 |
3,085.00 |
|
2.618 |
3,026.50 |
|
4.250 |
2,931.00 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,226.00 |
3,225.75 |
| PP |
3,217.50 |
3,217.00 |
| S1 |
3,209.00 |
3,208.00 |
|