| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
26,824.56 |
26,955.97 |
131.41 |
0.5% |
26,225.07 |
| High |
27,035.24 |
26,973.85 |
-61.39 |
-0.2% |
27,071.33 |
| Low |
26,794.19 |
26,560.04 |
-234.15 |
-0.9% |
25,994.98 |
| Close |
27,005.84 |
26,652.33 |
-353.51 |
-1.3% |
26,671.95 |
| Range |
241.05 |
413.81 |
172.76 |
71.7% |
1,076.35 |
| ATR |
457.10 |
456.29 |
-0.81 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,970.17 |
27,725.06 |
26,879.93 |
|
| R3 |
27,556.36 |
27,311.25 |
26,766.13 |
|
| R2 |
27,142.55 |
27,142.55 |
26,728.20 |
|
| R1 |
26,897.44 |
26,897.44 |
26,690.26 |
26,813.09 |
| PP |
26,728.74 |
26,728.74 |
26,728.74 |
26,686.57 |
| S1 |
26,483.63 |
26,483.63 |
26,614.40 |
26,399.28 |
| S2 |
26,314.93 |
26,314.93 |
26,576.46 |
|
| S3 |
25,901.12 |
26,069.82 |
26,538.53 |
|
| S4 |
25,487.31 |
25,656.01 |
26,424.73 |
|
|
| 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% |
272.68 |
1.0% |
28% |
False |
False |
|
| 10 |
27,071.33 |
25,637.50 |
1,433.83 |
5.4% |
378.56 |
1.4% |
71% |
False |
False |
|
| 20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.9% |
407.28 |
1.5% |
80% |
False |
False |
|
| 40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.3% |
458.64 |
1.7% |
66% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
443.67 |
1.7% |
81% |
False |
False |
|
| 80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.7% |
471.54 |
1.8% |
86% |
False |
False |
|
| 100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.1% |
626.06 |
2.3% |
90% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.6% |
593.96 |
2.2% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,732.54 |
|
2.618 |
28,057.20 |
|
1.618 |
27,643.39 |
|
1.000 |
27,387.66 |
|
0.618 |
27,229.58 |
|
HIGH |
26,973.85 |
|
0.618 |
26,815.77 |
|
0.500 |
26,766.95 |
|
0.382 |
26,718.12 |
|
LOW |
26,560.04 |
|
0.618 |
26,304.31 |
|
1.000 |
26,146.23 |
|
1.618 |
25,890.50 |
|
2.618 |
25,476.69 |
|
4.250 |
24,801.35 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,766.95 |
26,797.64 |
| PP |
26,728.74 |
26,749.20 |
| S1 |
26,690.54 |
26,700.77 |
|