| 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 |
10,578.62 |
10,886.36 |
307.74 |
2.9% |
10,547.11 |
| High |
10,737.03 |
10,908.34 |
171.31 |
1.6% |
10,908.34 |
| Low |
10,531.79 |
10,707.40 |
175.61 |
1.7% |
10,527.43 |
| Close |
10,715.51 |
10,905.88 |
190.37 |
1.8% |
10,905.88 |
| Range |
205.24 |
200.94 |
-4.30 |
-2.1% |
380.91 |
| ATR |
221.11 |
219.67 |
-1.44 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,443.36 |
11,375.56 |
11,016.40 |
|
| R3 |
11,242.42 |
11,174.62 |
10,961.14 |
|
| R2 |
11,041.48 |
11,041.48 |
10,942.72 |
|
| R1 |
10,973.68 |
10,973.68 |
10,924.30 |
11,007.58 |
| PP |
10,840.54 |
10,840.54 |
10,840.54 |
10,857.49 |
| S1 |
10,772.74 |
10,772.74 |
10,887.46 |
10,806.64 |
| S2 |
10,639.60 |
10,639.60 |
10,869.04 |
|
| S3 |
10,438.66 |
10,571.80 |
10,850.62 |
|
| S4 |
10,237.72 |
10,370.86 |
10,795.36 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,923.28 |
11,795.49 |
11,115.38 |
|
| R3 |
11,542.37 |
11,414.58 |
11,010.63 |
|
| R2 |
11,161.46 |
11,161.46 |
10,975.71 |
|
| R1 |
11,033.67 |
11,033.67 |
10,940.80 |
11,097.57 |
| PP |
10,780.55 |
10,780.55 |
10,780.55 |
10,812.50 |
| S1 |
10,652.76 |
10,652.76 |
10,870.96 |
10,716.66 |
| S2 |
10,399.64 |
10,399.64 |
10,836.05 |
|
| S3 |
10,018.73 |
10,271.85 |
10,801.13 |
|
| S4 |
9,637.82 |
9,890.94 |
10,696.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,908.34 |
10,527.43 |
380.91 |
3.5% |
162.11 |
1.5% |
99% |
True |
False |
|
| 10 |
11,017.43 |
10,313.94 |
703.49 |
6.5% |
209.44 |
1.9% |
84% |
False |
False |
|
| 20 |
11,069.26 |
10,313.94 |
755.32 |
6.9% |
214.88 |
2.0% |
78% |
False |
False |
|
| 40 |
11,069.26 |
9,489.58 |
1,579.68 |
14.5% |
207.79 |
1.9% |
90% |
False |
False |
|
| 60 |
11,069.26 |
8,860.77 |
2,208.49 |
20.3% |
193.01 |
1.8% |
93% |
False |
False |
|
| 80 |
11,069.26 |
8,058.41 |
3,010.85 |
27.6% |
188.65 |
1.7% |
95% |
False |
False |
|
| 100 |
11,069.26 |
6,771.91 |
4,297.35 |
39.4% |
227.55 |
2.1% |
96% |
False |
False |
|
| 120 |
11,069.26 |
6,771.91 |
4,297.35 |
39.4% |
229.42 |
2.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,762.34 |
|
2.618 |
11,434.40 |
|
1.618 |
11,233.46 |
|
1.000 |
11,109.28 |
|
0.618 |
11,032.52 |
|
HIGH |
10,908.34 |
|
0.618 |
10,831.58 |
|
0.500 |
10,807.87 |
|
0.382 |
10,784.16 |
|
LOW |
10,707.40 |
|
0.618 |
10,583.22 |
|
1.000 |
10,506.46 |
|
1.618 |
10,382.28 |
|
2.618 |
10,181.34 |
|
4.250 |
9,853.41 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,873.21 |
10,843.94 |
| PP |
10,840.54 |
10,782.00 |
| S1 |
10,807.87 |
10,720.07 |
|