| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,833.00 |
10,842.25 |
9.25 |
0.1% |
10,850.00 |
| High |
10,899.25 |
10,921.00 |
21.75 |
0.2% |
11,045.00 |
| Low |
10,747.25 |
10,500.00 |
-247.25 |
-2.3% |
10,347.25 |
| Close |
10,788.75 |
10,532.25 |
-256.50 |
-2.4% |
10,608.00 |
| Range |
152.00 |
421.00 |
269.00 |
177.0% |
697.75 |
| ATR |
246.49 |
258.96 |
12.46 |
5.1% |
0.00 |
| Volume |
499 |
821 |
322 |
64.5% |
4,075 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,914.00 |
11,644.25 |
10,763.75 |
|
| R3 |
11,493.00 |
11,223.25 |
10,648.00 |
|
| R2 |
11,072.00 |
11,072.00 |
10,609.50 |
|
| R1 |
10,802.25 |
10,802.25 |
10,570.75 |
10,726.50 |
| PP |
10,651.00 |
10,651.00 |
10,651.00 |
10,613.25 |
| S1 |
10,381.25 |
10,381.25 |
10,493.75 |
10,305.50 |
| S2 |
10,230.00 |
10,230.00 |
10,455.00 |
|
| S3 |
9,809.00 |
9,960.25 |
10,416.50 |
|
| S4 |
9,388.00 |
9,539.25 |
10,300.75 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,760.00 |
12,381.75 |
10,991.75 |
|
| R3 |
12,062.25 |
11,684.00 |
10,800.00 |
|
| R2 |
11,364.50 |
11,364.50 |
10,736.00 |
|
| R1 |
10,986.25 |
10,986.25 |
10,672.00 |
10,826.50 |
| PP |
10,666.75 |
10,666.75 |
10,666.75 |
10,587.00 |
| S1 |
10,288.50 |
10,288.50 |
10,544.00 |
10,128.75 |
| S2 |
9,969.00 |
9,969.00 |
10,480.00 |
|
| S3 |
9,271.25 |
9,590.75 |
10,416.00 |
|
| S4 |
8,573.50 |
8,893.00 |
10,224.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,040.75 |
10,500.00 |
540.75 |
5.1% |
278.25 |
2.6% |
6% |
False |
True |
549 |
| 10 |
11,045.00 |
10,347.25 |
697.75 |
6.6% |
286.25 |
2.7% |
27% |
False |
False |
707 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.6% |
256.25 |
2.4% |
61% |
False |
False |
563 |
| 40 |
11,045.00 |
9,319.00 |
1,726.00 |
16.4% |
236.50 |
2.2% |
70% |
False |
False |
351 |
| 60 |
11,045.00 |
8,555.00 |
2,490.00 |
23.6% |
213.50 |
2.0% |
79% |
False |
False |
235 |
| 80 |
11,045.00 |
7,386.50 |
3,658.50 |
34.7% |
215.00 |
2.0% |
86% |
False |
False |
176 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
41.9% |
246.00 |
2.3% |
88% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,710.25 |
|
2.618 |
12,023.25 |
|
1.618 |
11,602.25 |
|
1.000 |
11,342.00 |
|
0.618 |
11,181.25 |
|
HIGH |
10,921.00 |
|
0.618 |
10,760.25 |
|
0.500 |
10,710.50 |
|
0.382 |
10,660.75 |
|
LOW |
10,500.00 |
|
0.618 |
10,239.75 |
|
1.000 |
10,079.00 |
|
1.618 |
9,818.75 |
|
2.618 |
9,397.75 |
|
4.250 |
8,710.75 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,710.50 |
10,770.50 |
| PP |
10,651.00 |
10,691.00 |
| S1 |
10,591.75 |
10,611.50 |
|