| 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 |
10,951.54 |
10,502.85 |
-448.69 |
-4.1% |
10,487.70 |
| High |
11,069.26 |
10,701.88 |
-367.38 |
-3.3% |
10,842.78 |
| Low |
10,574.56 |
10,370.79 |
-203.77 |
-1.9% |
10,485.81 |
| Close |
10,602.21 |
10,689.52 |
87.31 |
0.8% |
10,836.33 |
| Range |
494.70 |
331.09 |
-163.61 |
-33.1% |
356.97 |
| ATR |
225.91 |
233.43 |
7.51 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,580.67 |
11,466.18 |
10,871.62 |
|
| R3 |
11,249.58 |
11,135.09 |
10,780.57 |
|
| R2 |
10,918.49 |
10,918.49 |
10,750.22 |
|
| R1 |
10,804.00 |
10,804.00 |
10,719.87 |
10,861.25 |
| PP |
10,587.40 |
10,587.40 |
10,587.40 |
10,616.02 |
| S1 |
10,472.91 |
10,472.91 |
10,659.17 |
10,530.16 |
| S2 |
10,256.31 |
10,256.31 |
10,628.82 |
|
| S3 |
9,925.22 |
10,141.82 |
10,598.47 |
|
| S4 |
9,594.13 |
9,810.73 |
10,507.42 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,792.55 |
11,671.41 |
11,032.66 |
|
| R3 |
11,435.58 |
11,314.44 |
10,934.50 |
|
| R2 |
11,078.61 |
11,078.61 |
10,901.77 |
|
| R1 |
10,957.47 |
10,957.47 |
10,869.05 |
11,018.04 |
| PP |
10,721.64 |
10,721.64 |
10,721.64 |
10,751.93 |
| S1 |
10,600.50 |
10,600.50 |
10,803.61 |
10,661.07 |
| S2 |
10,364.67 |
10,364.67 |
10,770.89 |
|
| S3 |
10,007.70 |
10,243.53 |
10,738.16 |
|
| S4 |
9,650.73 |
9,886.56 |
10,640.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,069.26 |
10,370.79 |
698.47 |
6.5% |
276.08 |
2.6% |
46% |
False |
True |
|
| 10 |
11,069.26 |
9,956.83 |
1,112.43 |
10.4% |
221.93 |
2.1% |
66% |
False |
False |
|
| 20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.4% |
202.10 |
1.9% |
71% |
False |
False |
|
| 40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.7% |
190.26 |
1.8% |
80% |
False |
False |
|
| 60 |
11,069.26 |
8,359.84 |
2,709.42 |
25.3% |
186.57 |
1.7% |
86% |
False |
False |
|
| 80 |
11,069.26 |
6,771.91 |
4,297.35 |
40.2% |
205.76 |
1.9% |
91% |
False |
False |
|
| 100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.2% |
242.73 |
2.3% |
91% |
False |
False |
|
| 120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.2% |
220.82 |
2.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,109.01 |
|
2.618 |
11,568.67 |
|
1.618 |
11,237.58 |
|
1.000 |
11,032.97 |
|
0.618 |
10,906.49 |
|
HIGH |
10,701.88 |
|
0.618 |
10,575.40 |
|
0.500 |
10,536.34 |
|
0.382 |
10,497.27 |
|
LOW |
10,370.79 |
|
0.618 |
10,166.18 |
|
1.000 |
10,039.70 |
|
1.618 |
9,835.09 |
|
2.618 |
9,504.00 |
|
4.250 |
8,963.66 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,638.46 |
10,720.03 |
| PP |
10,587.40 |
10,709.86 |
| S1 |
10,536.34 |
10,699.69 |
|