| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
26,533.41 |
26,447.67 |
-85.74 |
-0.3% |
26,660.29 |
| High |
26,625.70 |
26,625.46 |
-0.24 |
0.0% |
27,035.24 |
| Low |
26,402.86 |
26,426.92 |
24.06 |
0.1% |
26,402.86 |
| Close |
26,469.89 |
26,584.77 |
114.88 |
0.4% |
26,469.89 |
| Range |
222.84 |
198.54 |
-24.30 |
-10.9% |
632.38 |
| ATR |
441.52 |
424.16 |
-17.36 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,141.34 |
27,061.59 |
26,693.97 |
|
| R3 |
26,942.80 |
26,863.05 |
26,639.37 |
|
| R2 |
26,744.26 |
26,744.26 |
26,621.17 |
|
| R1 |
26,664.51 |
26,664.51 |
26,602.97 |
26,704.39 |
| PP |
26,545.72 |
26,545.72 |
26,545.72 |
26,565.65 |
| S1 |
26,465.97 |
26,465.97 |
26,566.57 |
26,505.85 |
| S2 |
26,347.18 |
26,347.18 |
26,548.37 |
|
| S3 |
26,148.64 |
26,267.43 |
26,530.17 |
|
| S4 |
25,950.10 |
26,068.89 |
26,475.57 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,533.14 |
28,133.89 |
26,817.70 |
|
| R3 |
27,900.76 |
27,501.51 |
26,643.79 |
|
| R2 |
27,268.38 |
27,268.38 |
26,585.83 |
|
| R1 |
26,869.13 |
26,869.13 |
26,527.86 |
26,752.57 |
| PP |
26,636.00 |
26,636.00 |
26,636.00 |
26,577.71 |
| S1 |
26,236.75 |
26,236.75 |
26,411.92 |
26,120.19 |
| S2 |
26,003.62 |
26,003.62 |
26,353.95 |
|
| S3 |
25,371.24 |
25,604.37 |
26,295.99 |
|
| S4 |
24,738.86 |
24,971.99 |
26,122.08 |
|
|
| 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 |
26,402.86 |
632.38 |
2.4% |
267.08 |
1.0% |
29% |
False |
False |
|
| 10 |
27,071.33 |
25,994.98 |
1,076.35 |
4.0% |
314.83 |
1.2% |
55% |
False |
False |
|
| 20 |
27,071.33 |
25,096.16 |
1,975.17 |
7.4% |
367.71 |
1.4% |
75% |
False |
False |
|
| 40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.3% |
447.90 |
1.7% |
64% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
438.87 |
1.7% |
79% |
False |
False |
|
| 80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.7% |
460.25 |
1.7% |
85% |
False |
False |
|
| 100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.2% |
608.48 |
2.3% |
89% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.7% |
593.15 |
2.2% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,469.26 |
|
2.618 |
27,145.24 |
|
1.618 |
26,946.70 |
|
1.000 |
26,824.00 |
|
0.618 |
26,748.16 |
|
HIGH |
26,625.46 |
|
0.618 |
26,549.62 |
|
0.500 |
26,526.19 |
|
0.382 |
26,502.76 |
|
LOW |
26,426.92 |
|
0.618 |
26,304.22 |
|
1.000 |
26,228.38 |
|
1.618 |
26,105.68 |
|
2.618 |
25,907.14 |
|
4.250 |
25,583.13 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,565.24 |
26,688.36 |
| PP |
26,545.72 |
26,653.83 |
| S1 |
26,526.19 |
26,619.30 |
|