| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,141.11 |
3,225.98 |
84.87 |
2.7% |
3,155.29 |
| High |
3,200.95 |
3,238.28 |
37.33 |
1.2% |
3,186.82 |
| Low |
3,127.66 |
3,200.76 |
73.10 |
2.3% |
3,115.85 |
| Close |
3,197.52 |
3,226.56 |
29.04 |
0.9% |
3,185.04 |
| Range |
73.29 |
37.52 |
-35.77 |
-48.8% |
70.97 |
| ATR |
60.88 |
59.44 |
-1.44 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,334.43 |
3,318.01 |
3,247.20 |
|
| R3 |
3,296.91 |
3,280.49 |
3,236.88 |
|
| R2 |
3,259.39 |
3,259.39 |
3,233.44 |
|
| R1 |
3,242.97 |
3,242.97 |
3,230.00 |
3,251.18 |
| PP |
3,221.87 |
3,221.87 |
3,221.87 |
3,225.97 |
| S1 |
3,205.45 |
3,205.45 |
3,223.12 |
3,213.66 |
| S2 |
3,184.35 |
3,184.35 |
3,219.68 |
|
| S3 |
3,146.83 |
3,167.93 |
3,216.24 |
|
| S4 |
3,109.31 |
3,130.41 |
3,205.92 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,375.48 |
3,351.23 |
3,224.07 |
|
| R3 |
3,304.51 |
3,280.26 |
3,204.56 |
|
| R2 |
3,233.54 |
3,233.54 |
3,198.05 |
|
| R1 |
3,209.29 |
3,209.29 |
3,191.55 |
3,221.42 |
| PP |
3,162.57 |
3,162.57 |
3,162.57 |
3,168.63 |
| S1 |
3,138.32 |
3,138.32 |
3,178.53 |
3,150.45 |
| S2 |
3,091.60 |
3,091.60 |
3,172.03 |
|
| S3 |
3,020.63 |
3,067.35 |
3,165.52 |
|
| S4 |
2,949.66 |
2,996.38 |
3,146.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,238.28 |
3,115.85 |
122.43 |
3.8% |
62.25 |
1.9% |
90% |
True |
False |
|
| 10 |
3,238.28 |
3,101.17 |
137.11 |
4.2% |
48.36 |
1.5% |
91% |
True |
False |
|
| 20 |
3,238.28 |
2,999.74 |
238.54 |
7.4% |
50.79 |
1.6% |
95% |
True |
False |
|
| 40 |
3,238.28 |
2,922.41 |
315.87 |
9.8% |
51.18 |
1.6% |
96% |
True |
False |
|
| 60 |
3,238.28 |
2,727.10 |
511.18 |
15.8% |
50.60 |
1.6% |
98% |
True |
False |
|
| 80 |
3,238.28 |
2,191.86 |
1,046.42 |
32.4% |
58.45 |
1.8% |
99% |
True |
False |
|
| 100 |
3,259.81 |
2,191.86 |
1,067.95 |
33.1% |
73.55 |
2.3% |
97% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.2% |
66.12 |
2.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,397.74 |
|
2.618 |
3,336.51 |
|
1.618 |
3,298.99 |
|
1.000 |
3,275.80 |
|
0.618 |
3,261.47 |
|
HIGH |
3,238.28 |
|
0.618 |
3,223.95 |
|
0.500 |
3,219.52 |
|
0.382 |
3,215.09 |
|
LOW |
3,200.76 |
|
0.618 |
3,177.57 |
|
1.000 |
3,163.24 |
|
1.618 |
3,140.05 |
|
2.618 |
3,102.53 |
|
4.250 |
3,041.30 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,224.21 |
3,212.03 |
| PP |
3,221.87 |
3,197.50 |
| S1 |
3,219.52 |
3,182.97 |
|