| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
26,529.45 |
26,388.44 |
-141.01 |
-0.5% |
26,660.29 |
| High |
26,556.84 |
26,602.45 |
45.61 |
0.2% |
27,035.24 |
| Low |
26,361.71 |
26,375.39 |
13.68 |
0.1% |
26,402.86 |
| Close |
26,379.28 |
26,539.57 |
160.29 |
0.6% |
26,469.89 |
| Range |
195.13 |
227.06 |
31.93 |
16.4% |
632.38 |
| ATR |
409.80 |
396.75 |
-13.05 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,186.98 |
27,090.34 |
26,664.45 |
|
| R3 |
26,959.92 |
26,863.28 |
26,602.01 |
|
| R2 |
26,732.86 |
26,732.86 |
26,581.20 |
|
| R1 |
26,636.22 |
26,636.22 |
26,560.38 |
26,684.54 |
| PP |
26,505.80 |
26,505.80 |
26,505.80 |
26,529.97 |
| S1 |
26,409.16 |
26,409.16 |
26,518.76 |
26,457.48 |
| S2 |
26,278.74 |
26,278.74 |
26,497.94 |
|
| S3 |
26,051.68 |
26,182.10 |
26,477.13 |
|
| S4 |
25,824.62 |
25,955.04 |
26,414.69 |
|
|
| 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 |
26,973.85 |
26,361.71 |
612.14 |
2.3% |
251.48 |
0.9% |
29% |
False |
False |
|
| 10 |
27,035.24 |
26,361.71 |
673.53 |
2.5% |
249.61 |
0.9% |
26% |
False |
False |
|
| 20 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
342.06 |
1.3% |
66% |
False |
False |
|
| 40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.3% |
445.76 |
1.7% |
62% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.1% |
431.18 |
1.6% |
78% |
False |
False |
|
| 80 |
27,580.21 |
21,693.63 |
5,886.58 |
22.2% |
448.94 |
1.7% |
82% |
False |
False |
|
| 100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.3% |
597.76 |
2.3% |
89% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.8% |
592.76 |
2.2% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,567.46 |
|
2.618 |
27,196.89 |
|
1.618 |
26,969.83 |
|
1.000 |
26,829.51 |
|
0.618 |
26,742.77 |
|
HIGH |
26,602.45 |
|
0.618 |
26,515.71 |
|
0.500 |
26,488.92 |
|
0.382 |
26,462.13 |
|
LOW |
26,375.39 |
|
0.618 |
26,235.07 |
|
1.000 |
26,148.33 |
|
1.618 |
26,008.01 |
|
2.618 |
25,780.95 |
|
4.250 |
25,410.39 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,522.69 |
26,524.24 |
| PP |
26,505.80 |
26,508.91 |
| S1 |
26,488.92 |
26,493.59 |
|