| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,206.00 |
3,246.50 |
40.50 |
1.3% |
3,204.75 |
| High |
3,246.00 |
3,258.00 |
12.00 |
0.4% |
3,273.25 |
| Low |
3,194.00 |
3,184.75 |
-9.25 |
-0.3% |
3,179.75 |
| Close |
3,241.75 |
3,238.25 |
-3.50 |
-0.1% |
3,193.25 |
| Range |
52.00 |
73.25 |
21.25 |
40.9% |
93.50 |
| ATR |
57.65 |
58.76 |
1.11 |
1.9% |
0.00 |
| Volume |
1,207 |
2,724 |
1,517 |
125.7% |
6,866 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,446.75 |
3,415.75 |
3,278.50 |
|
| R3 |
3,373.50 |
3,342.50 |
3,258.50 |
|
| R2 |
3,300.25 |
3,300.25 |
3,251.75 |
|
| R1 |
3,269.25 |
3,269.25 |
3,245.00 |
3,248.00 |
| PP |
3,227.00 |
3,227.00 |
3,227.00 |
3,216.50 |
| S1 |
3,196.00 |
3,196.00 |
3,231.50 |
3,175.00 |
| S2 |
3,153.75 |
3,153.75 |
3,224.75 |
|
| S3 |
3,080.50 |
3,122.75 |
3,218.00 |
|
| S4 |
3,007.25 |
3,049.50 |
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 |
3,258.00 |
3,181.25 |
76.75 |
2.4% |
50.50 |
1.6% |
74% |
True |
False |
1,638 |
| 10 |
3,273.25 |
3,179.75 |
93.50 |
2.9% |
48.75 |
1.5% |
63% |
False |
False |
1,326 |
| 20 |
3,273.25 |
3,085.50 |
187.75 |
5.8% |
54.00 |
1.7% |
81% |
False |
False |
1,389 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.0% |
67.75 |
2.1% |
90% |
False |
False |
1,682 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.3% |
66.00 |
2.0% |
93% |
False |
False |
1,664 |
| 80 |
3,273.25 |
2,615.25 |
658.00 |
20.3% |
69.75 |
2.2% |
95% |
False |
False |
1,660 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.1% |
86.50 |
2.7% |
97% |
False |
False |
1,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,569.25 |
|
2.618 |
3,449.75 |
|
1.618 |
3,376.50 |
|
1.000 |
3,331.25 |
|
0.618 |
3,303.25 |
|
HIGH |
3,258.00 |
|
0.618 |
3,230.00 |
|
0.500 |
3,221.50 |
|
0.382 |
3,212.75 |
|
LOW |
3,184.75 |
|
0.618 |
3,139.50 |
|
1.000 |
3,111.50 |
|
1.618 |
3,066.25 |
|
2.618 |
2,993.00 |
|
4.250 |
2,873.50 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,232.50 |
3,232.50 |
| PP |
3,227.00 |
3,227.00 |
| S1 |
3,221.50 |
3,221.50 |
|