| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,239.75 |
3,255.00 |
15.25 |
0.5% |
3,171.75 |
| High |
3,261.75 |
3,273.25 |
11.50 |
0.4% |
3,222.00 |
| Low |
3,217.00 |
3,204.00 |
-13.00 |
-0.4% |
3,108.50 |
| Close |
3,254.75 |
3,216.75 |
-38.00 |
-1.2% |
3,203.25 |
| Range |
44.75 |
69.25 |
24.50 |
54.7% |
113.50 |
| ATR |
61.53 |
62.08 |
0.55 |
0.9% |
0.00 |
| Volume |
1,167 |
1,021 |
-146 |
-12.5% |
7,901 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.00 |
3,397.25 |
3,254.75 |
|
| R3 |
3,369.75 |
3,328.00 |
3,235.75 |
|
| R2 |
3,300.50 |
3,300.50 |
3,229.50 |
|
| R1 |
3,258.75 |
3,258.75 |
3,223.00 |
3,245.00 |
| PP |
3,231.25 |
3,231.25 |
3,231.25 |
3,224.50 |
| S1 |
3,189.50 |
3,189.50 |
3,210.50 |
3,175.75 |
| S2 |
3,162.00 |
3,162.00 |
3,204.00 |
|
| S3 |
3,092.75 |
3,120.25 |
3,197.75 |
|
| S4 |
3,023.50 |
3,051.00 |
3,178.75 |
|
|
| 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 |
3,273.25 |
3,179.75 |
93.50 |
2.9% |
47.25 |
1.5% |
40% |
True |
False |
1,014 |
| 10 |
3,273.25 |
3,101.25 |
172.00 |
5.3% |
54.25 |
1.7% |
67% |
True |
False |
1,362 |
| 20 |
3,273.25 |
2,972.00 |
301.25 |
9.4% |
59.75 |
1.9% |
81% |
True |
False |
1,704 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.1% |
67.75 |
2.1% |
84% |
True |
False |
1,531 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.4% |
67.75 |
2.1% |
89% |
True |
False |
1,891 |
| 80 |
3,273.25 |
2,422.50 |
850.75 |
26.4% |
72.75 |
2.3% |
93% |
True |
False |
1,667 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.4% |
88.25 |
2.7% |
95% |
True |
False |
1,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,567.50 |
|
2.618 |
3,454.50 |
|
1.618 |
3,385.25 |
|
1.000 |
3,342.50 |
|
0.618 |
3,316.00 |
|
HIGH |
3,273.25 |
|
0.618 |
3,246.75 |
|
0.500 |
3,238.50 |
|
0.382 |
3,230.50 |
|
LOW |
3,204.00 |
|
0.618 |
3,161.25 |
|
1.000 |
3,134.75 |
|
1.618 |
3,092.00 |
|
2.618 |
3,022.75 |
|
4.250 |
2,909.75 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,238.50 |
3,238.50 |
| PP |
3,231.25 |
3,231.25 |
| S1 |
3,224.00 |
3,224.00 |
|