| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
326.45 |
324.62 |
-1.83 |
-0.6% |
320.13 |
| High |
326.93 |
327.20 |
0.27 |
0.1% |
323.04 |
| Low |
323.94 |
324.50 |
0.56 |
0.2% |
312.00 |
| Close |
325.01 |
326.86 |
1.85 |
0.6% |
321.72 |
| Range |
2.99 |
2.70 |
-0.29 |
-9.7% |
11.04 |
| ATR |
5.38 |
5.19 |
-0.19 |
-3.6% |
0.00 |
| Volume |
57,498,900 |
57,792,900 |
294,000 |
0.5% |
401,248,192 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
334.29 |
333.27 |
328.35 |
|
| R3 |
331.59 |
330.57 |
327.60 |
|
| R2 |
328.89 |
328.89 |
327.36 |
|
| R1 |
327.87 |
327.87 |
327.11 |
328.38 |
| PP |
326.19 |
326.19 |
326.19 |
326.44 |
| S1 |
325.17 |
325.17 |
326.61 |
325.68 |
| S2 |
323.49 |
323.49 |
326.37 |
|
| S3 |
320.79 |
322.47 |
326.12 |
|
| S4 |
318.09 |
319.77 |
325.38 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
352.04 |
347.92 |
327.79 |
|
| R3 |
341.00 |
336.88 |
324.76 |
|
| R2 |
329.96 |
329.96 |
323.74 |
|
| R1 |
325.84 |
325.84 |
322.73 |
327.90 |
| PP |
318.92 |
318.92 |
318.92 |
319.95 |
| S1 |
314.80 |
314.80 |
320.71 |
316.86 |
| S2 |
307.88 |
307.88 |
319.70 |
|
| S3 |
296.84 |
303.76 |
318.68 |
|
| S4 |
285.80 |
292.72 |
315.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
327.20 |
319.09 |
8.11 |
2.5% |
3.05 |
0.9% |
96% |
True |
False |
57,799,600 |
| 10 |
327.20 |
310.68 |
16.52 |
5.1% |
4.69 |
1.4% |
98% |
True |
False |
71,375,318 |
| 20 |
327.20 |
298.93 |
28.27 |
8.6% |
4.88 |
1.5% |
99% |
True |
False |
79,908,320 |
| 40 |
327.20 |
296.74 |
30.46 |
9.3% |
5.18 |
1.6% |
99% |
True |
False |
93,232,545 |
| 60 |
327.20 |
272.99 |
54.21 |
16.6% |
5.22 |
1.6% |
99% |
True |
False |
94,552,528 |
| 80 |
327.20 |
243.90 |
83.30 |
25.5% |
5.84 |
1.8% |
100% |
True |
False |
106,404,347 |
| 100 |
327.20 |
218.26 |
108.94 |
33.3% |
7.56 |
2.3% |
100% |
True |
False |
140,732,143 |
| 120 |
339.08 |
218.26 |
120.82 |
37.0% |
7.13 |
2.2% |
90% |
False |
False |
135,819,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
338.68 |
|
2.618 |
334.27 |
|
1.618 |
331.57 |
|
1.000 |
329.90 |
|
0.618 |
328.87 |
|
HIGH |
327.20 |
|
0.618 |
326.17 |
|
0.500 |
325.85 |
|
0.382 |
325.53 |
|
LOW |
324.50 |
|
0.618 |
322.83 |
|
1.000 |
321.80 |
|
1.618 |
320.13 |
|
2.618 |
317.43 |
|
4.250 |
313.03 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
326.52 |
325.88 |
| PP |
326.19 |
324.89 |
| S1 |
325.85 |
323.91 |
|