| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,235.50 |
3,239.75 |
4.25 |
0.1% |
3,171.75 |
| High |
3,262.00 |
3,261.75 |
-0.25 |
0.0% |
3,222.00 |
| Low |
3,228.00 |
3,217.00 |
-11.00 |
-0.3% |
3,108.50 |
| Close |
3,240.50 |
3,254.75 |
14.25 |
0.4% |
3,203.25 |
| Range |
34.00 |
44.75 |
10.75 |
31.6% |
113.50 |
| ATR |
62.82 |
61.53 |
-1.29 |
-2.1% |
0.00 |
| Volume |
966 |
1,167 |
201 |
20.8% |
7,901 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.75 |
3,361.50 |
3,279.25 |
|
| R3 |
3,334.00 |
3,316.75 |
3,267.00 |
|
| R2 |
3,289.25 |
3,289.25 |
3,263.00 |
|
| R1 |
3,272.00 |
3,272.00 |
3,258.75 |
3,280.50 |
| PP |
3,244.50 |
3,244.50 |
3,244.50 |
3,248.75 |
| S1 |
3,227.25 |
3,227.25 |
3,250.75 |
3,236.00 |
| S2 |
3,199.75 |
3,199.75 |
3,246.50 |
|
| S3 |
3,155.00 |
3,182.50 |
3,242.50 |
|
| S4 |
3,110.25 |
3,137.75 |
3,230.25 |
|
|
| 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 |
3,262.00 |
3,178.00 |
84.00 |
2.6% |
41.25 |
1.3% |
91% |
False |
False |
1,002 |
| 10 |
3,262.00 |
3,095.00 |
167.00 |
5.1% |
54.00 |
1.7% |
96% |
False |
False |
1,358 |
| 20 |
3,262.00 |
2,972.00 |
290.00 |
8.9% |
61.50 |
1.9% |
98% |
False |
False |
1,841 |
| 40 |
3,262.00 |
2,916.50 |
345.50 |
10.6% |
67.75 |
2.1% |
98% |
False |
False |
1,514 |
| 60 |
3,262.00 |
2,745.75 |
516.25 |
15.9% |
67.75 |
2.1% |
99% |
False |
False |
1,880 |
| 80 |
3,262.00 |
2,422.50 |
839.50 |
25.8% |
73.75 |
2.3% |
99% |
False |
False |
1,657 |
| 100 |
3,262.00 |
2,168.25 |
1,093.75 |
33.6% |
89.00 |
2.7% |
99% |
False |
False |
1,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,452.00 |
|
2.618 |
3,379.00 |
|
1.618 |
3,334.25 |
|
1.000 |
3,306.50 |
|
0.618 |
3,289.50 |
|
HIGH |
3,261.75 |
|
0.618 |
3,244.75 |
|
0.500 |
3,239.50 |
|
0.382 |
3,234.00 |
|
LOW |
3,217.00 |
|
0.618 |
3,189.25 |
|
1.000 |
3,172.25 |
|
1.618 |
3,144.50 |
|
2.618 |
3,099.75 |
|
4.250 |
3,026.75 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,249.50 |
3,243.50 |
| PP |
3,244.50 |
3,232.25 |
| S1 |
3,239.50 |
3,221.00 |
|