| 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 |
10,850.92 |
10,853.16 |
2.24 |
0.0% |
10,951.54 |
| High |
10,910.24 |
10,885.38 |
-24.86 |
-0.2% |
11,069.26 |
| Low |
10,776.24 |
10,531.21 |
-245.03 |
-2.3% |
10,370.79 |
| Close |
10,870.75 |
10,580.59 |
-290.16 |
-2.7% |
10,645.22 |
| Range |
134.00 |
354.17 |
220.17 |
164.3% |
698.47 |
| ATR |
223.38 |
232.72 |
9.34 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,728.24 |
11,508.58 |
10,775.38 |
|
| R3 |
11,374.07 |
11,154.41 |
10,677.99 |
|
| R2 |
11,019.90 |
11,019.90 |
10,645.52 |
|
| R1 |
10,800.24 |
10,800.24 |
10,613.06 |
10,732.99 |
| PP |
10,665.73 |
10,665.73 |
10,665.73 |
10,632.10 |
| S1 |
10,446.07 |
10,446.07 |
10,548.12 |
10,378.82 |
| S2 |
10,311.56 |
10,311.56 |
10,515.66 |
|
| S3 |
9,957.39 |
10,091.90 |
10,483.19 |
|
| S4 |
9,603.22 |
9,737.73 |
10,385.80 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,790.50 |
12,416.33 |
11,029.38 |
|
| R3 |
12,092.03 |
11,717.86 |
10,837.30 |
|
| R2 |
11,393.56 |
11,393.56 |
10,773.27 |
|
| R1 |
11,019.39 |
11,019.39 |
10,709.25 |
10,857.24 |
| PP |
10,695.09 |
10,695.09 |
10,695.09 |
10,614.02 |
| S1 |
10,320.92 |
10,320.92 |
10,581.19 |
10,158.77 |
| S2 |
9,996.62 |
9,996.62 |
10,517.17 |
|
| S3 |
9,298.15 |
9,622.45 |
10,453.14 |
|
| S4 |
8,599.68 |
8,923.98 |
10,261.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,017.43 |
10,531.21 |
486.22 |
4.6% |
235.25 |
2.2% |
10% |
False |
True |
|
| 10 |
11,069.26 |
10,370.79 |
698.47 |
6.6% |
257.86 |
2.4% |
30% |
False |
False |
|
| 20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.5% |
222.63 |
2.1% |
63% |
False |
False |
|
| 40 |
11,069.26 |
9,379.93 |
1,689.33 |
16.0% |
203.15 |
1.9% |
71% |
False |
False |
|
| 60 |
11,069.26 |
8,665.40 |
2,403.86 |
22.7% |
190.93 |
1.8% |
80% |
False |
False |
|
| 80 |
11,069.26 |
7,423.97 |
3,645.29 |
34.5% |
195.36 |
1.8% |
87% |
False |
False |
|
| 100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.6% |
237.40 |
2.2% |
89% |
False |
False |
|
| 120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.6% |
226.49 |
2.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,390.60 |
|
2.618 |
11,812.60 |
|
1.618 |
11,458.43 |
|
1.000 |
11,239.55 |
|
0.618 |
11,104.26 |
|
HIGH |
10,885.38 |
|
0.618 |
10,750.09 |
|
0.500 |
10,708.30 |
|
0.382 |
10,666.50 |
|
LOW |
10,531.21 |
|
0.618 |
10,312.33 |
|
1.000 |
10,177.04 |
|
1.618 |
9,958.16 |
|
2.618 |
9,603.99 |
|
4.250 |
9,025.99 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,708.30 |
10,774.32 |
| PP |
10,665.73 |
10,709.74 |
| S1 |
10,623.16 |
10,645.17 |
|