| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
26,044.17 |
27,009.81 |
965.64 |
3.7% |
25,996.08 |
| High |
26,690.52 |
27,071.33 |
380.81 |
1.4% |
26,297.53 |
| Low |
25,994.98 |
26,692.48 |
697.50 |
2.7% |
25,526.33 |
| Close |
26,642.59 |
26,870.10 |
227.51 |
0.9% |
26,075.30 |
| Range |
695.54 |
378.85 |
-316.69 |
-45.5% |
771.20 |
| ATR |
551.73 |
542.95 |
-8.79 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,014.52 |
27,821.16 |
27,078.47 |
|
| R3 |
27,635.67 |
27,442.31 |
26,974.28 |
|
| R2 |
27,256.82 |
27,256.82 |
26,939.56 |
|
| R1 |
27,063.46 |
27,063.46 |
26,904.83 |
26,970.72 |
| PP |
26,877.97 |
26,877.97 |
26,877.97 |
26,831.60 |
| S1 |
26,684.61 |
26,684.61 |
26,835.37 |
26,591.87 |
| S2 |
26,499.12 |
26,499.12 |
26,800.64 |
|
| S3 |
26,120.27 |
26,305.76 |
26,765.92 |
|
| S4 |
25,741.42 |
25,926.91 |
26,661.73 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,279.99 |
27,948.84 |
26,499.46 |
|
| R3 |
27,508.79 |
27,177.64 |
26,287.38 |
|
| R2 |
26,737.59 |
26,737.59 |
26,216.69 |
|
| R1 |
26,406.44 |
26,406.44 |
26,145.99 |
26,572.02 |
| PP |
25,966.39 |
25,966.39 |
25,966.39 |
26,049.17 |
| S1 |
25,635.24 |
25,635.24 |
26,004.61 |
25,800.82 |
| S2 |
25,195.19 |
25,195.19 |
25,933.91 |
|
| S3 |
24,423.99 |
24,864.04 |
25,863.22 |
|
| S4 |
23,652.79 |
24,092.84 |
25,651.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,071.33 |
25,526.33 |
1,545.00 |
5.7% |
542.00 |
2.0% |
87% |
True |
False |
|
| 10 |
27,071.33 |
25,526.33 |
1,545.00 |
5.7% |
434.51 |
1.6% |
87% |
True |
False |
|
| 20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.8% |
455.98 |
1.7% |
90% |
True |
False |
|
| 40 |
27,580.21 |
24,203.97 |
3,376.24 |
12.6% |
468.84 |
1.7% |
79% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.8% |
455.31 |
1.7% |
85% |
False |
False |
|
| 80 |
27,580.21 |
18,213.65 |
9,366.56 |
34.9% |
530.28 |
2.0% |
92% |
False |
False |
|
| 100 |
28,402.93 |
18,213.65 |
10,189.28 |
37.9% |
663.78 |
2.5% |
85% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.3% |
598.23 |
2.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,681.44 |
|
2.618 |
28,063.16 |
|
1.618 |
27,684.31 |
|
1.000 |
27,450.18 |
|
0.618 |
27,305.46 |
|
HIGH |
27,071.33 |
|
0.618 |
26,926.61 |
|
0.500 |
26,881.91 |
|
0.382 |
26,837.20 |
|
LOW |
26,692.48 |
|
0.618 |
26,458.35 |
|
1.000 |
26,313.63 |
|
1.618 |
26,079.50 |
|
2.618 |
25,700.65 |
|
4.250 |
25,082.37 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,881.91 |
26,757.79 |
| PP |
26,877.97 |
26,645.47 |
| S1 |
26,874.04 |
26,533.16 |
|