| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,204.75 |
3,235.50 |
30.75 |
1.0% |
3,171.75 |
| High |
3,238.25 |
3,262.00 |
23.75 |
0.7% |
3,222.00 |
| Low |
3,179.75 |
3,228.00 |
48.25 |
1.5% |
3,108.50 |
| Close |
3,234.50 |
3,240.50 |
6.00 |
0.2% |
3,203.25 |
| Range |
58.50 |
34.00 |
-24.50 |
-41.9% |
113.50 |
| ATR |
65.04 |
62.82 |
-2.22 |
-3.4% |
0.00 |
| Volume |
1,038 |
966 |
-72 |
-6.9% |
7,901 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.50 |
3,327.00 |
3,259.25 |
|
| R3 |
3,311.50 |
3,293.00 |
3,249.75 |
|
| R2 |
3,277.50 |
3,277.50 |
3,246.75 |
|
| R1 |
3,259.00 |
3,259.00 |
3,243.50 |
3,268.25 |
| PP |
3,243.50 |
3,243.50 |
3,243.50 |
3,248.00 |
| S1 |
3,225.00 |
3,225.00 |
3,237.50 |
3,234.25 |
| S2 |
3,209.50 |
3,209.50 |
3,234.25 |
|
| S3 |
3,175.50 |
3,191.00 |
3,231.25 |
|
| S4 |
3,141.50 |
3,157.00 |
3,221.75 |
|
|
| 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 |
3,262.00 |
3,178.00 |
84.00 |
2.6% |
40.75 |
1.3% |
74% |
True |
False |
1,141 |
| 10 |
3,262.00 |
3,095.00 |
167.00 |
5.2% |
53.50 |
1.6% |
87% |
True |
False |
1,330 |
| 20 |
3,262.00 |
2,972.00 |
290.00 |
8.9% |
63.50 |
2.0% |
93% |
True |
False |
1,891 |
| 40 |
3,262.00 |
2,916.50 |
345.50 |
10.7% |
68.25 |
2.1% |
94% |
True |
False |
1,491 |
| 60 |
3,262.00 |
2,745.75 |
516.25 |
15.9% |
68.00 |
2.1% |
96% |
True |
False |
1,872 |
| 80 |
3,262.00 |
2,422.50 |
839.50 |
25.9% |
74.75 |
2.3% |
97% |
True |
False |
1,644 |
| 100 |
3,262.00 |
2,168.25 |
1,093.75 |
33.8% |
89.50 |
2.8% |
98% |
True |
False |
1,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,406.50 |
|
2.618 |
3,351.00 |
|
1.618 |
3,317.00 |
|
1.000 |
3,296.00 |
|
0.618 |
3,283.00 |
|
HIGH |
3,262.00 |
|
0.618 |
3,249.00 |
|
0.500 |
3,245.00 |
|
0.382 |
3,241.00 |
|
LOW |
3,228.00 |
|
0.618 |
3,207.00 |
|
1.000 |
3,194.00 |
|
1.618 |
3,173.00 |
|
2.618 |
3,139.00 |
|
4.250 |
3,083.50 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,245.00 |
3,234.00 |
| PP |
3,243.50 |
3,227.50 |
| S1 |
3,242.00 |
3,221.00 |
|