| 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 |
10,675.25 |
10,555.75 |
-119.50 |
-1.1% |
10,630.50 |
| High |
10,740.75 |
10,682.00 |
-58.75 |
-0.5% |
11,040.75 |
| Low |
10,499.25 |
10,499.00 |
-0.25 |
0.0% |
10,288.00 |
| Close |
10,523.50 |
10,657.75 |
134.25 |
1.3% |
10,442.25 |
| Range |
241.50 |
183.00 |
-58.50 |
-24.2% |
752.75 |
| ATR |
260.35 |
254.82 |
-5.52 |
-2.1% |
0.00 |
| Volume |
443 |
437 |
-6 |
-1.4% |
3,509 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,162.00 |
11,092.75 |
10,758.50 |
|
| R3 |
10,979.00 |
10,909.75 |
10,708.00 |
|
| R2 |
10,796.00 |
10,796.00 |
10,691.25 |
|
| R1 |
10,726.75 |
10,726.75 |
10,674.50 |
10,761.50 |
| PP |
10,613.00 |
10,613.00 |
10,613.00 |
10,630.25 |
| S1 |
10,543.75 |
10,543.75 |
10,641.00 |
10,578.50 |
| S2 |
10,430.00 |
10,430.00 |
10,624.25 |
|
| S3 |
10,247.00 |
10,360.75 |
10,607.50 |
|
| S4 |
10,064.00 |
10,177.75 |
10,557.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,848.50 |
12,398.25 |
10,856.25 |
|
| R3 |
12,095.75 |
11,645.50 |
10,649.25 |
|
| R2 |
11,343.00 |
11,343.00 |
10,580.25 |
|
| R1 |
10,892.75 |
10,892.75 |
10,511.25 |
10,741.50 |
| PP |
10,590.25 |
10,590.25 |
10,590.25 |
10,514.75 |
| S1 |
10,140.00 |
10,140.00 |
10,373.25 |
9,988.75 |
| S2 |
9,837.50 |
9,837.50 |
10,304.25 |
|
| S3 |
9,084.75 |
9,387.25 |
10,235.25 |
|
| S4 |
8,332.00 |
8,634.50 |
10,028.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,921.00 |
10,288.00 |
633.00 |
5.9% |
281.00 |
2.6% |
58% |
False |
False |
633 |
| 10 |
11,040.75 |
10,288.00 |
752.75 |
7.1% |
259.50 |
2.4% |
49% |
False |
False |
572 |
| 20 |
11,045.00 |
10,067.00 |
978.00 |
9.2% |
255.25 |
2.4% |
60% |
False |
False |
598 |
| 40 |
11,045.00 |
9,390.50 |
1,654.50 |
15.5% |
244.75 |
2.3% |
77% |
False |
False |
409 |
| 60 |
11,045.00 |
8,829.25 |
2,215.75 |
20.8% |
216.25 |
2.0% |
83% |
False |
False |
274 |
| 80 |
11,045.00 |
7,918.75 |
3,126.25 |
29.3% |
218.50 |
2.1% |
88% |
False |
False |
206 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
41.5% |
247.00 |
2.3% |
91% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,459.75 |
|
2.618 |
11,161.00 |
|
1.618 |
10,978.00 |
|
1.000 |
10,865.00 |
|
0.618 |
10,795.00 |
|
HIGH |
10,682.00 |
|
0.618 |
10,612.00 |
|
0.500 |
10,590.50 |
|
0.382 |
10,569.00 |
|
LOW |
10,499.00 |
|
0.618 |
10,386.00 |
|
1.000 |
10,316.00 |
|
1.618 |
10,203.00 |
|
2.618 |
10,020.00 |
|
4.250 |
9,721.25 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,635.25 |
10,628.25 |
| PP |
10,613.00 |
10,598.75 |
| S1 |
10,590.50 |
10,569.00 |
|