| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,907.6 |
1,924.0 |
16.4 |
0.9% |
1,840.0 |
| High |
1,936.8 |
1,942.4 |
5.6 |
0.3% |
1,942.4 |
| Low |
1,901.6 |
1,919.6 |
18.0 |
0.9% |
1,840.0 |
| Close |
1,927.5 |
1,935.8 |
8.3 |
0.4% |
1,935.8 |
| Range |
35.2 |
22.8 |
-12.4 |
-35.2% |
102.4 |
| ATR |
24.2 |
24.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
5,314 |
4,776 |
-538 |
-10.1% |
21,575 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.0 |
1,991.2 |
1,948.3 |
|
| R3 |
1,978.2 |
1,968.4 |
1,942.1 |
|
| R2 |
1,955.4 |
1,955.4 |
1,940.0 |
|
| R1 |
1,945.6 |
1,945.6 |
1,937.9 |
1,950.5 |
| PP |
1,932.6 |
1,932.6 |
1,932.6 |
1,935.1 |
| S1 |
1,922.8 |
1,922.8 |
1,933.7 |
1,927.7 |
| S2 |
1,909.8 |
1,909.8 |
1,931.6 |
|
| S3 |
1,887.0 |
1,900.0 |
1,929.5 |
|
| S4 |
1,864.2 |
1,877.2 |
1,923.3 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.3 |
2,176.9 |
1,992.1 |
|
| R3 |
2,110.9 |
2,074.5 |
1,964.0 |
|
| R2 |
2,008.5 |
2,008.5 |
1,954.6 |
|
| R1 |
1,972.1 |
1,972.1 |
1,945.2 |
1,990.3 |
| PP |
1,906.1 |
1,906.1 |
1,906.1 |
1,915.2 |
| S1 |
1,869.7 |
1,869.7 |
1,926.4 |
1,887.9 |
| S2 |
1,803.7 |
1,803.7 |
1,917.0 |
|
| S3 |
1,701.3 |
1,767.3 |
1,907.6 |
|
| S4 |
1,598.9 |
1,664.9 |
1,879.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,942.4 |
1,840.0 |
102.4 |
5.3% |
26.4 |
1.4% |
94% |
True |
False |
4,315 |
| 10 |
1,942.4 |
1,828.8 |
113.6 |
5.9% |
22.1 |
1.1% |
94% |
True |
False |
3,116 |
| 20 |
1,942.4 |
1,778.8 |
163.6 |
8.5% |
23.6 |
1.2% |
96% |
True |
False |
2,390 |
| 40 |
1,942.4 |
1,698.4 |
244.0 |
12.6% |
24.7 |
1.3% |
97% |
True |
False |
2,093 |
| 60 |
1,942.4 |
1,689.2 |
253.2 |
13.1% |
23.2 |
1.2% |
97% |
True |
False |
1,690 |
| 80 |
1,942.4 |
1,587.6 |
354.8 |
18.3% |
23.4 |
1.2% |
98% |
True |
False |
1,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.3 |
|
2.618 |
2,002.1 |
|
1.618 |
1,979.3 |
|
1.000 |
1,965.2 |
|
0.618 |
1,956.5 |
|
HIGH |
1,942.4 |
|
0.618 |
1,933.7 |
|
0.500 |
1,931.0 |
|
0.382 |
1,928.3 |
|
LOW |
1,919.6 |
|
0.618 |
1,905.5 |
|
1.000 |
1,896.8 |
|
1.618 |
1,882.7 |
|
2.618 |
1,859.9 |
|
4.250 |
1,822.7 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,934.2 |
1,927.3 |
| PP |
1,932.6 |
1,918.9 |
| S1 |
1,931.0 |
1,910.4 |
|