| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
321.63 |
322.43 |
0.80 |
0.2% |
321.43 |
| High |
323.41 |
323.64 |
0.23 |
0.1% |
327.23 |
| Low |
320.78 |
320.85 |
0.08 |
0.0% |
319.25 |
| Close |
323.22 |
321.17 |
-2.05 |
-0.6% |
320.88 |
| Range |
2.64 |
2.79 |
0.16 |
5.9% |
7.98 |
| ATR |
4.94 |
4.79 |
-0.15 |
-3.1% |
0.00 |
| Volume |
48,292,900 |
57,494,900 |
9,202,000 |
19.1% |
321,105,000 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
330.26 |
328.50 |
322.70 |
|
| R3 |
327.47 |
325.71 |
321.94 |
|
| R2 |
324.68 |
324.68 |
321.68 |
|
| R1 |
322.92 |
322.92 |
321.43 |
322.41 |
| PP |
321.89 |
321.89 |
321.89 |
321.63 |
| S1 |
320.13 |
320.13 |
320.91 |
319.62 |
| S2 |
319.10 |
319.10 |
320.66 |
|
| S3 |
316.31 |
317.34 |
320.40 |
|
| S4 |
313.52 |
314.55 |
319.64 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
346.40 |
341.63 |
325.27 |
|
| R3 |
338.42 |
333.64 |
323.08 |
|
| R2 |
330.44 |
330.44 |
322.34 |
|
| R1 |
325.66 |
325.66 |
321.61 |
324.06 |
| PP |
322.45 |
322.45 |
322.45 |
321.65 |
| S1 |
317.67 |
317.67 |
320.15 |
316.07 |
| S2 |
314.47 |
314.47 |
319.42 |
|
| S3 |
306.48 |
309.69 |
318.68 |
|
| S4 |
298.50 |
301.71 |
316.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
327.23 |
319.25 |
7.98 |
2.5% |
3.32 |
1.0% |
24% |
False |
False |
62,617,020 |
| 10 |
327.23 |
319.09 |
8.14 |
2.5% |
3.29 |
1.0% |
26% |
False |
False |
63,148,669 |
| 20 |
327.23 |
303.82 |
23.41 |
7.3% |
4.20 |
1.3% |
74% |
False |
False |
71,172,149 |
| 40 |
327.23 |
296.74 |
30.49 |
9.5% |
5.03 |
1.6% |
80% |
False |
False |
90,324,083 |
| 60 |
327.23 |
272.99 |
54.24 |
16.9% |
5.05 |
1.6% |
89% |
False |
False |
90,939,113 |
| 80 |
327.23 |
245.22 |
82.01 |
25.5% |
5.54 |
1.7% |
93% |
False |
False |
100,432,278 |
| 100 |
327.23 |
218.26 |
108.97 |
33.9% |
7.20 |
2.2% |
94% |
False |
False |
134,266,836 |
| 120 |
339.08 |
218.26 |
120.82 |
37.6% |
7.13 |
2.2% |
85% |
False |
False |
135,350,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
335.50 |
|
2.618 |
330.94 |
|
1.618 |
328.15 |
|
1.000 |
326.43 |
|
0.618 |
325.36 |
|
HIGH |
323.64 |
|
0.618 |
322.57 |
|
0.500 |
322.25 |
|
0.382 |
321.92 |
|
LOW |
320.85 |
|
0.618 |
319.13 |
|
1.000 |
318.06 |
|
1.618 |
316.34 |
|
2.618 |
313.55 |
|
4.250 |
308.99 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
322.25 |
321.44 |
| PP |
321.89 |
321.35 |
| S1 |
321.53 |
321.26 |
|