| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,223.75 |
3,198.25 |
-25.50 |
-0.8% |
3,204.75 |
| High |
3,228.00 |
3,224.75 |
-3.25 |
-0.1% |
3,273.25 |
| Low |
3,181.25 |
3,182.00 |
0.75 |
0.0% |
3,179.75 |
| Close |
3,193.25 |
3,221.50 |
28.25 |
0.9% |
3,193.25 |
| Range |
46.75 |
42.75 |
-4.00 |
-8.6% |
93.50 |
| ATR |
60.99 |
59.69 |
-1.30 |
-2.1% |
0.00 |
| Volume |
2,674 |
850 |
-1,824 |
-68.2% |
6,866 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,337.75 |
3,322.25 |
3,245.00 |
|
| R3 |
3,295.00 |
3,279.50 |
3,233.25 |
|
| R2 |
3,252.25 |
3,252.25 |
3,229.25 |
|
| R1 |
3,236.75 |
3,236.75 |
3,225.50 |
3,244.50 |
| PP |
3,209.50 |
3,209.50 |
3,209.50 |
3,213.25 |
| S1 |
3,194.00 |
3,194.00 |
3,217.50 |
3,201.75 |
| S2 |
3,166.75 |
3,166.75 |
3,213.75 |
|
| S3 |
3,124.00 |
3,151.25 |
3,209.75 |
|
| S4 |
3,081.25 |
3,108.50 |
3,198.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,496.00 |
3,438.00 |
3,244.75 |
|
| R3 |
3,402.50 |
3,344.50 |
3,219.00 |
|
| R2 |
3,309.00 |
3,309.00 |
3,210.50 |
|
| R1 |
3,251.00 |
3,251.00 |
3,201.75 |
3,233.25 |
| PP |
3,215.50 |
3,215.50 |
3,215.50 |
3,206.50 |
| S1 |
3,157.50 |
3,157.50 |
3,184.75 |
3,139.75 |
| S2 |
3,122.00 |
3,122.00 |
3,176.00 |
|
| S3 |
3,028.50 |
3,064.00 |
3,167.50 |
|
| S4 |
2,935.00 |
2,970.50 |
3,141.75 |
|
|
| 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 |
3,181.25 |
92.00 |
2.9% |
47.50 |
1.5% |
44% |
False |
False |
1,335 |
| 10 |
3,273.25 |
3,108.50 |
164.75 |
5.1% |
48.00 |
1.5% |
69% |
False |
False |
1,416 |
| 20 |
3,273.25 |
2,972.00 |
301.25 |
9.4% |
55.50 |
1.7% |
83% |
False |
False |
1,538 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.1% |
67.25 |
2.1% |
85% |
False |
False |
1,596 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.4% |
66.25 |
2.1% |
90% |
False |
False |
1,939 |
| 80 |
3,273.25 |
2,422.50 |
850.75 |
26.4% |
71.50 |
2.2% |
94% |
False |
False |
1,633 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.3% |
86.75 |
2.7% |
95% |
False |
False |
1,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,406.50 |
|
2.618 |
3,336.75 |
|
1.618 |
3,294.00 |
|
1.000 |
3,267.50 |
|
0.618 |
3,251.25 |
|
HIGH |
3,224.75 |
|
0.618 |
3,208.50 |
|
0.500 |
3,203.50 |
|
0.382 |
3,198.25 |
|
LOW |
3,182.00 |
|
0.618 |
3,155.50 |
|
1.000 |
3,139.25 |
|
1.618 |
3,112.75 |
|
2.618 |
3,070.00 |
|
4.250 |
3,000.25 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,215.50 |
3,227.25 |
| PP |
3,209.50 |
3,225.25 |
| S1 |
3,203.50 |
3,223.50 |
|