| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,850.00 |
10,584.75 |
-265.25 |
-2.4% |
10,370.00 |
| High |
11,045.00 |
10,679.50 |
-365.50 |
-3.3% |
10,834.00 |
| Low |
10,552.25 |
10,347.25 |
-205.00 |
-1.9% |
10,301.50 |
| Close |
10,588.75 |
10,632.25 |
43.50 |
0.4% |
10,826.25 |
| Range |
492.75 |
332.25 |
-160.50 |
-32.6% |
532.50 |
| ATR |
246.10 |
252.25 |
6.15 |
2.5% |
0.00 |
| Volume |
823 |
1,651 |
828 |
100.6% |
2,187 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,549.75 |
11,423.25 |
10,815.00 |
|
| R3 |
11,217.50 |
11,091.00 |
10,723.50 |
|
| R2 |
10,885.25 |
10,885.25 |
10,693.25 |
|
| R1 |
10,758.75 |
10,758.75 |
10,662.75 |
10,822.00 |
| PP |
10,553.00 |
10,553.00 |
10,553.00 |
10,584.50 |
| S1 |
10,426.50 |
10,426.50 |
10,601.75 |
10,489.75 |
| S2 |
10,220.75 |
10,220.75 |
10,571.25 |
|
| S3 |
9,888.50 |
10,094.25 |
10,541.00 |
|
| S4 |
9,556.25 |
9,762.00 |
10,449.50 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,251.50 |
12,071.25 |
11,119.00 |
|
| R3 |
11,719.00 |
11,538.75 |
10,972.75 |
|
| R2 |
11,186.50 |
11,186.50 |
10,924.00 |
|
| R1 |
11,006.25 |
11,006.25 |
10,875.00 |
11,096.50 |
| PP |
10,654.00 |
10,654.00 |
10,654.00 |
10,699.00 |
| S1 |
10,473.75 |
10,473.75 |
10,777.50 |
10,564.00 |
| S2 |
10,121.50 |
10,121.50 |
10,728.50 |
|
| S3 |
9,589.00 |
9,941.25 |
10,679.75 |
|
| S4 |
9,056.50 |
9,408.75 |
10,533.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,045.00 |
10,347.25 |
697.75 |
6.6% |
283.25 |
2.7% |
41% |
False |
True |
771 |
| 10 |
11,045.00 |
9,930.25 |
1,114.75 |
10.5% |
252.75 |
2.4% |
63% |
False |
False |
571 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.5% |
242.50 |
2.3% |
69% |
False |
False |
455 |
| 40 |
11,045.00 |
9,168.00 |
1,877.00 |
17.7% |
218.25 |
2.1% |
78% |
False |
False |
247 |
| 60 |
11,045.00 |
8,348.50 |
2,696.50 |
25.4% |
210.00 |
2.0% |
85% |
False |
False |
165 |
| 80 |
11,045.00 |
6,626.75 |
4,418.25 |
41.6% |
230.00 |
2.2% |
91% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,091.50 |
|
2.618 |
11,549.25 |
|
1.618 |
11,217.00 |
|
1.000 |
11,011.75 |
|
0.618 |
10,884.75 |
|
HIGH |
10,679.50 |
|
0.618 |
10,552.50 |
|
0.500 |
10,513.50 |
|
0.382 |
10,474.25 |
|
LOW |
10,347.25 |
|
0.618 |
10,142.00 |
|
1.000 |
10,015.00 |
|
1.618 |
9,809.75 |
|
2.618 |
9,477.50 |
|
4.250 |
8,935.25 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,592.50 |
10,696.00 |
| PP |
10,553.00 |
10,674.75 |
| S1 |
10,513.50 |
10,653.50 |
|