| 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 |
1,995.5 |
1,982.4 |
-13.1 |
-0.7% |
1,940.4 |
| High |
1,995.5 |
2,013.7 |
18.2 |
0.9% |
2,013.7 |
| Low |
1,962.2 |
1,982.4 |
20.2 |
1.0% |
1,938.0 |
| Close |
1,976.3 |
1,995.6 |
19.3 |
1.0% |
1,995.6 |
| Range |
33.3 |
31.3 |
-2.0 |
-6.0% |
75.7 |
| ATR |
29.9 |
30.5 |
0.5 |
1.8% |
0.0 |
| Volume |
2,229 |
3,338 |
1,109 |
49.8% |
23,245 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.1 |
2,074.7 |
2,012.8 |
|
| R3 |
2,059.8 |
2,043.4 |
2,004.2 |
|
| R2 |
2,028.5 |
2,028.5 |
2,001.3 |
|
| R1 |
2,012.1 |
2,012.1 |
1,998.5 |
2,020.3 |
| PP |
1,997.2 |
1,997.2 |
1,997.2 |
2,001.4 |
| S1 |
1,980.8 |
1,980.8 |
1,992.7 |
1,989.0 |
| S2 |
1,965.9 |
1,965.9 |
1,989.9 |
|
| S3 |
1,934.6 |
1,949.5 |
1,987.0 |
|
| S4 |
1,903.3 |
1,918.2 |
1,978.4 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.5 |
2,178.3 |
2,037.2 |
|
| R3 |
2,133.8 |
2,102.6 |
2,016.4 |
|
| R2 |
2,058.1 |
2,058.1 |
2,009.5 |
|
| R1 |
2,026.9 |
2,026.9 |
2,002.5 |
2,042.5 |
| PP |
1,982.4 |
1,982.4 |
1,982.4 |
1,990.3 |
| S1 |
1,951.2 |
1,951.2 |
1,988.7 |
1,966.8 |
| S2 |
1,906.7 |
1,906.7 |
1,981.7 |
|
| S3 |
1,831.0 |
1,875.5 |
1,974.8 |
|
| S4 |
1,755.3 |
1,799.8 |
1,954.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,013.7 |
1,938.0 |
75.7 |
3.8% |
43.8 |
2.2% |
76% |
True |
False |
4,649 |
| 10 |
2,013.7 |
1,840.0 |
173.7 |
8.7% |
35.1 |
1.8% |
90% |
True |
False |
4,482 |
| 20 |
2,013.7 |
1,809.3 |
204.4 |
10.2% |
27.8 |
1.4% |
91% |
True |
False |
3,216 |
| 40 |
2,013.7 |
1,698.4 |
315.3 |
15.8% |
26.6 |
1.3% |
94% |
True |
False |
2,418 |
| 60 |
2,013.7 |
1,698.4 |
315.3 |
15.8% |
24.9 |
1.2% |
94% |
True |
False |
2,013 |
| 80 |
2,013.7 |
1,677.6 |
336.1 |
16.8% |
24.1 |
1.2% |
95% |
True |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,146.7 |
|
2.618 |
2,095.6 |
|
1.618 |
2,064.3 |
|
1.000 |
2,045.0 |
|
0.618 |
2,033.0 |
|
HIGH |
2,013.7 |
|
0.618 |
2,001.7 |
|
0.500 |
1,998.1 |
|
0.382 |
1,994.4 |
|
LOW |
1,982.4 |
|
0.618 |
1,963.1 |
|
1.000 |
1,951.1 |
|
1.618 |
1,931.8 |
|
2.618 |
1,900.5 |
|
4.250 |
1,849.4 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,998.1 |
1,993.1 |
| PP |
1,997.2 |
1,990.5 |
| S1 |
1,996.4 |
1,988.0 |
|