| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,225.25 |
3,206.00 |
-19.25 |
-0.6% |
3,204.75 |
| High |
3,235.50 |
3,246.00 |
10.50 |
0.3% |
3,273.25 |
| Low |
3,198.25 |
3,194.00 |
-4.25 |
-0.1% |
3,179.75 |
| Close |
3,202.25 |
3,241.75 |
39.50 |
1.2% |
3,193.25 |
| Range |
37.25 |
52.00 |
14.75 |
39.6% |
93.50 |
| ATR |
58.08 |
57.65 |
-0.43 |
-0.7% |
0.00 |
| Volume |
738 |
1,207 |
469 |
63.6% |
6,866 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,383.25 |
3,364.50 |
3,270.25 |
|
| R3 |
3,331.25 |
3,312.50 |
3,256.00 |
|
| R2 |
3,279.25 |
3,279.25 |
3,251.25 |
|
| R1 |
3,260.50 |
3,260.50 |
3,246.50 |
3,270.00 |
| PP |
3,227.25 |
3,227.25 |
3,227.25 |
3,232.00 |
| S1 |
3,208.50 |
3,208.50 |
3,237.00 |
3,218.00 |
| S2 |
3,175.25 |
3,175.25 |
3,232.25 |
|
| S3 |
3,123.25 |
3,156.50 |
3,227.50 |
|
| S4 |
3,071.25 |
3,104.50 |
3,213.25 |
|
|
| 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 |
2.8% |
49.50 |
1.5% |
66% |
False |
False |
1,298 |
| 10 |
3,273.25 |
3,178.00 |
95.25 |
2.9% |
45.50 |
1.4% |
67% |
False |
False |
1,150 |
| 20 |
3,273.25 |
3,053.00 |
220.25 |
6.8% |
53.00 |
1.6% |
86% |
False |
False |
1,378 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.0% |
67.25 |
2.1% |
91% |
False |
False |
1,633 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.3% |
65.75 |
2.0% |
94% |
False |
False |
1,624 |
| 80 |
3,273.25 |
2,539.25 |
734.00 |
22.6% |
70.50 |
2.2% |
96% |
False |
False |
1,635 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.1% |
86.25 |
2.7% |
97% |
False |
False |
1,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,467.00 |
|
2.618 |
3,382.25 |
|
1.618 |
3,330.25 |
|
1.000 |
3,298.00 |
|
0.618 |
3,278.25 |
|
HIGH |
3,246.00 |
|
0.618 |
3,226.25 |
|
0.500 |
3,220.00 |
|
0.382 |
3,213.75 |
|
LOW |
3,194.00 |
|
0.618 |
3,161.75 |
|
1.000 |
3,142.00 |
|
1.618 |
3,109.75 |
|
2.618 |
3,057.75 |
|
4.250 |
2,973.00 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,234.50 |
3,232.50 |
| PP |
3,227.25 |
3,223.25 |
| S1 |
3,220.00 |
3,214.00 |
|