| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
27,009.81 |
26,746.57 |
-263.24 |
-1.0% |
25,996.08 |
| High |
27,071.33 |
26,879.16 |
-192.17 |
-0.7% |
26,297.53 |
| Low |
26,692.48 |
26,590.01 |
-102.47 |
-0.4% |
25,526.33 |
| Close |
26,870.10 |
26,734.71 |
-135.39 |
-0.5% |
26,075.30 |
| Range |
378.85 |
289.15 |
-89.70 |
-23.7% |
771.20 |
| ATR |
542.95 |
524.82 |
-18.13 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,602.08 |
27,457.54 |
26,893.74 |
|
| R3 |
27,312.93 |
27,168.39 |
26,814.23 |
|
| R2 |
27,023.78 |
27,023.78 |
26,787.72 |
|
| R1 |
26,879.24 |
26,879.24 |
26,761.22 |
26,806.94 |
| PP |
26,734.63 |
26,734.63 |
26,734.63 |
26,698.47 |
| S1 |
26,590.09 |
26,590.09 |
26,708.20 |
26,517.79 |
| S2 |
26,445.48 |
26,445.48 |
26,681.70 |
|
| S3 |
26,156.33 |
26,300.94 |
26,655.19 |
|
| S4 |
25,867.18 |
26,011.79 |
26,575.68 |
|
|
| 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 |
25,637.50 |
1,433.83 |
5.4% |
484.44 |
1.8% |
77% |
False |
False |
|
| 10 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
432.85 |
1.6% |
78% |
False |
False |
|
| 20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.9% |
453.85 |
1.7% |
84% |
False |
False |
|
| 40 |
27,580.21 |
24,294.07 |
3,286.14 |
12.3% |
466.18 |
1.7% |
74% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.9% |
453.07 |
1.7% |
82% |
False |
False |
|
| 80 |
27,580.21 |
19,649.25 |
7,930.96 |
29.7% |
522.55 |
2.0% |
89% |
False |
False |
|
| 100 |
28,134.82 |
18,213.65 |
9,921.17 |
37.1% |
661.77 |
2.5% |
86% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.5% |
596.93 |
2.2% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,108.05 |
|
2.618 |
27,636.15 |
|
1.618 |
27,347.00 |
|
1.000 |
27,168.31 |
|
0.618 |
27,057.85 |
|
HIGH |
26,879.16 |
|
0.618 |
26,768.70 |
|
0.500 |
26,734.59 |
|
0.382 |
26,700.47 |
|
LOW |
26,590.01 |
|
0.618 |
26,411.32 |
|
1.000 |
26,300.86 |
|
1.618 |
26,122.17 |
|
2.618 |
25,833.02 |
|
4.250 |
25,361.12 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,734.67 |
26,667.53 |
| PP |
26,734.63 |
26,600.34 |
| S1 |
26,734.59 |
26,533.16 |
|