| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
314.31 |
320.13 |
5.82 |
1.9% |
316.37 |
| High |
317.88 |
322.71 |
4.83 |
1.5% |
317.88 |
| Low |
312.76 |
314.13 |
1.37 |
0.4% |
310.68 |
| Close |
317.59 |
314.84 |
-2.75 |
-0.9% |
317.59 |
| Range |
5.12 |
8.58 |
3.46 |
67.6% |
7.20 |
| ATR |
5.95 |
6.13 |
0.19 |
3.2% |
0.00 |
| Volume |
57,550,300 |
102,997,400 |
45,447,100 |
79.0% |
340,166,600 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
342.97 |
337.48 |
319.56 |
|
| R3 |
334.39 |
328.90 |
317.20 |
|
| R2 |
325.81 |
325.81 |
316.41 |
|
| R1 |
320.32 |
320.32 |
315.63 |
318.78 |
| PP |
317.23 |
317.23 |
317.23 |
316.45 |
| S1 |
311.74 |
311.74 |
314.05 |
310.20 |
| S2 |
308.65 |
308.65 |
313.27 |
|
| S3 |
300.07 |
303.16 |
312.48 |
|
| S4 |
291.49 |
294.58 |
310.12 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
336.98 |
334.49 |
321.55 |
|
| R3 |
329.78 |
327.29 |
319.57 |
|
| R2 |
322.58 |
322.58 |
318.91 |
|
| R1 |
320.09 |
320.09 |
318.25 |
321.34 |
| PP |
315.38 |
315.38 |
315.38 |
316.01 |
| S1 |
312.89 |
312.89 |
316.93 |
314.14 |
| S2 |
308.18 |
308.18 |
316.27 |
|
| S3 |
300.98 |
305.69 |
315.61 |
|
| S4 |
293.78 |
298.49 |
313.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
322.71 |
310.68 |
12.03 |
3.8% |
5.57 |
1.8% |
35% |
True |
False |
76,290,040 |
| 10 |
322.71 |
298.93 |
23.78 |
7.6% |
4.91 |
1.6% |
67% |
True |
False |
77,807,260 |
| 20 |
322.71 |
296.74 |
25.97 |
8.2% |
5.58 |
1.8% |
70% |
True |
False |
92,231,140 |
| 40 |
323.41 |
281.34 |
42.07 |
13.4% |
5.23 |
1.7% |
80% |
False |
False |
97,579,280 |
| 60 |
323.41 |
272.02 |
51.39 |
16.3% |
5.35 |
1.7% |
83% |
False |
False |
98,962,942 |
| 80 |
323.41 |
218.26 |
105.15 |
33.4% |
6.67 |
2.1% |
92% |
False |
False |
125,273,761 |
| 100 |
338.64 |
218.26 |
120.38 |
38.2% |
7.96 |
2.5% |
80% |
False |
False |
150,361,955 |
| 120 |
339.08 |
218.26 |
120.82 |
38.4% |
7.10 |
2.3% |
80% |
False |
False |
135,786,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
359.18 |
|
2.618 |
345.17 |
|
1.618 |
336.59 |
|
1.000 |
331.29 |
|
0.618 |
328.01 |
|
HIGH |
322.71 |
|
0.618 |
319.43 |
|
0.500 |
318.42 |
|
0.382 |
317.41 |
|
LOW |
314.13 |
|
0.618 |
308.83 |
|
1.000 |
305.55 |
|
1.618 |
300.25 |
|
2.618 |
291.67 |
|
4.250 |
277.67 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
318.42 |
316.70 |
| PP |
317.23 |
316.08 |
| S1 |
316.03 |
315.46 |
|