| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,246.50 |
3,260.00 |
13.50 |
0.4% |
3,198.25 |
| High |
3,258.00 |
3,262.75 |
4.75 |
0.1% |
3,262.75 |
| Low |
3,184.75 |
3,202.25 |
17.50 |
0.5% |
3,182.00 |
| Close |
3,238.25 |
3,253.00 |
14.75 |
0.5% |
3,253.00 |
| Range |
73.25 |
60.50 |
-12.75 |
-17.4% |
80.75 |
| ATR |
58.76 |
58.89 |
0.12 |
0.2% |
0.00 |
| Volume |
2,724 |
5,735 |
3,011 |
110.5% |
11,254 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,420.75 |
3,397.50 |
3,286.25 |
|
| R3 |
3,360.25 |
3,337.00 |
3,269.75 |
|
| R2 |
3,299.75 |
3,299.75 |
3,264.00 |
|
| R1 |
3,276.50 |
3,276.50 |
3,258.50 |
3,258.00 |
| PP |
3,239.25 |
3,239.25 |
3,239.25 |
3,230.00 |
| S1 |
3,216.00 |
3,216.00 |
3,247.50 |
3,197.50 |
| S2 |
3,178.75 |
3,178.75 |
3,242.00 |
|
| S3 |
3,118.25 |
3,155.50 |
3,236.25 |
|
| S4 |
3,057.75 |
3,095.00 |
3,219.75 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,474.75 |
3,444.75 |
3,297.50 |
|
| R3 |
3,394.00 |
3,364.00 |
3,275.25 |
|
| R2 |
3,313.25 |
3,313.25 |
3,267.75 |
|
| R1 |
3,283.25 |
3,283.25 |
3,260.50 |
3,298.25 |
| PP |
3,232.50 |
3,232.50 |
3,232.50 |
3,240.00 |
| S1 |
3,202.50 |
3,202.50 |
3,245.50 |
3,217.50 |
| S2 |
3,151.75 |
3,151.75 |
3,238.25 |
|
| S3 |
3,071.00 |
3,121.75 |
3,230.75 |
|
| S4 |
2,990.25 |
3,041.00 |
3,208.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,262.75 |
3,182.00 |
80.75 |
2.5% |
53.25 |
1.6% |
88% |
True |
False |
2,250 |
| 10 |
3,273.25 |
3,179.75 |
93.50 |
2.9% |
52.00 |
1.6% |
78% |
False |
False |
1,812 |
| 20 |
3,273.25 |
3,095.00 |
178.25 |
5.5% |
54.00 |
1.7% |
89% |
False |
False |
1,574 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.0% |
68.50 |
2.1% |
94% |
False |
False |
1,817 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.2% |
66.25 |
2.0% |
96% |
False |
False |
1,759 |
| 80 |
3,273.25 |
2,615.25 |
658.00 |
20.2% |
69.00 |
2.1% |
97% |
False |
False |
1,720 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.0% |
85.50 |
2.6% |
98% |
False |
False |
1,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,520.00 |
|
2.618 |
3,421.25 |
|
1.618 |
3,360.75 |
|
1.000 |
3,323.25 |
|
0.618 |
3,300.25 |
|
HIGH |
3,262.75 |
|
0.618 |
3,239.75 |
|
0.500 |
3,232.50 |
|
0.382 |
3,225.25 |
|
LOW |
3,202.25 |
|
0.618 |
3,164.75 |
|
1.000 |
3,141.75 |
|
1.618 |
3,104.25 |
|
2.618 |
3,043.75 |
|
4.250 |
2,945.00 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,246.25 |
3,243.25 |
| PP |
3,239.25 |
3,233.50 |
| S1 |
3,232.50 |
3,223.75 |
|