| 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 |
26,833.14 |
26,824.56 |
-8.58 |
0.0% |
26,225.07 |
| High |
27,025.38 |
27,035.24 |
9.86 |
0.0% |
27,071.33 |
| Low |
26,766.22 |
26,794.19 |
27.97 |
0.1% |
25,994.98 |
| Close |
26,840.40 |
27,005.84 |
165.44 |
0.6% |
26,671.95 |
| Range |
259.16 |
241.05 |
-18.11 |
-7.0% |
1,076.35 |
| ATR |
473.72 |
457.10 |
-16.62 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,668.24 |
27,578.09 |
27,138.42 |
|
| R3 |
27,427.19 |
27,337.04 |
27,072.13 |
|
| R2 |
27,186.14 |
27,186.14 |
27,050.03 |
|
| R1 |
27,095.99 |
27,095.99 |
27,027.94 |
27,141.07 |
| PP |
26,945.09 |
26,945.09 |
26,945.09 |
26,967.63 |
| S1 |
26,854.94 |
26,854.94 |
26,983.74 |
26,900.02 |
| S2 |
26,704.04 |
26,704.04 |
26,961.65 |
|
| S3 |
26,462.99 |
26,613.89 |
26,939.55 |
|
| S4 |
26,221.94 |
26,372.84 |
26,873.26 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,808.47 |
29,316.56 |
27,263.94 |
|
| R3 |
28,732.12 |
28,240.21 |
26,967.95 |
|
| R2 |
27,655.77 |
27,655.77 |
26,869.28 |
|
| R1 |
27,163.86 |
27,163.86 |
26,770.62 |
27,409.82 |
| PP |
26,579.42 |
26,579.42 |
26,579.42 |
26,702.40 |
| S1 |
26,087.51 |
26,087.51 |
26,573.28 |
26,333.47 |
| S2 |
25,503.07 |
25,503.07 |
26,474.62 |
|
| S3 |
24,426.72 |
25,011.16 |
26,375.95 |
|
| S4 |
23,350.37 |
23,934.81 |
26,079.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,035.24 |
26,504.20 |
531.04 |
2.0% |
247.75 |
0.9% |
94% |
True |
False |
|
| 10 |
27,071.33 |
25,526.33 |
1,545.00 |
5.7% |
394.88 |
1.5% |
96% |
False |
False |
|
| 20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.8% |
421.40 |
1.6% |
97% |
False |
False |
|
| 40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.1% |
461.84 |
1.7% |
79% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.7% |
444.79 |
1.6% |
88% |
False |
False |
|
| 80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.3% |
477.07 |
1.8% |
92% |
False |
False |
|
| 100 |
27,580.21 |
18,213.65 |
9,366.56 |
34.7% |
635.02 |
2.4% |
94% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.0% |
595.88 |
2.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,059.70 |
|
2.618 |
27,666.31 |
|
1.618 |
27,425.26 |
|
1.000 |
27,276.29 |
|
0.618 |
27,184.21 |
|
HIGH |
27,035.24 |
|
0.618 |
26,943.16 |
|
0.500 |
26,914.72 |
|
0.382 |
26,886.27 |
|
LOW |
26,794.19 |
|
0.618 |
26,645.22 |
|
1.000 |
26,553.14 |
|
1.618 |
26,404.17 |
|
2.618 |
26,163.12 |
|
4.250 |
25,769.73 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,975.47 |
26,927.13 |
| PP |
26,945.09 |
26,848.43 |
| S1 |
26,914.72 |
26,769.72 |
|