| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,233.74 |
9,247.74 |
14.00 |
0.2% |
9,092.85 |
| High |
9,341.74 |
9,278.14 |
-63.60 |
-0.7% |
9,472.81 |
| Low |
9,168.57 |
9,126.81 |
-41.76 |
-0.5% |
8,934.94 |
| Close |
9,247.74 |
9,274.49 |
26.75 |
0.3% |
9,233.73 |
| Range |
173.17 |
151.33 |
-21.84 |
-12.6% |
537.87 |
| ATR |
301.10 |
290.40 |
-10.70 |
-3.6% |
0.00 |
| Volume |
20,686 |
20,960 |
274 |
1.3% |
120,216 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,680.47 |
9,628.81 |
9,357.72 |
|
| R3 |
9,529.14 |
9,477.48 |
9,316.11 |
|
| R2 |
9,377.81 |
9,377.81 |
9,302.23 |
|
| R1 |
9,326.15 |
9,326.15 |
9,288.36 |
9,351.98 |
| PP |
9,226.48 |
9,226.48 |
9,226.48 |
9,239.40 |
| S1 |
9,174.82 |
9,174.82 |
9,260.62 |
9,200.65 |
| S2 |
9,075.15 |
9,075.15 |
9,246.75 |
|
| S3 |
8,923.82 |
9,023.49 |
9,232.87 |
|
| S4 |
8,772.49 |
8,872.16 |
9,191.26 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,827.44 |
10,568.45 |
9,529.56 |
|
| R3 |
10,289.57 |
10,030.58 |
9,381.64 |
|
| R2 |
9,751.70 |
9,751.70 |
9,332.34 |
|
| R1 |
9,492.71 |
9,492.71 |
9,283.03 |
9,622.21 |
| PP |
9,213.83 |
9,213.83 |
9,213.83 |
9,278.57 |
| S1 |
8,954.84 |
8,954.84 |
9,184.43 |
9,084.34 |
| S2 |
8,675.96 |
8,675.96 |
9,135.12 |
|
| S3 |
8,138.09 |
8,416.97 |
9,085.82 |
|
| S4 |
7,600.22 |
7,879.10 |
8,937.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,472.81 |
9,126.81 |
346.00 |
3.7% |
198.03 |
2.1% |
43% |
False |
True |
22,476 |
| 10 |
9,472.81 |
8,934.94 |
537.87 |
5.8% |
217.73 |
2.3% |
63% |
False |
False |
22,872 |
| 20 |
9,781.36 |
8,848.18 |
933.18 |
10.1% |
254.06 |
2.7% |
46% |
False |
False |
26,747 |
| 40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.5% |
349.48 |
3.8% |
37% |
False |
False |
39,069 |
| 60 |
10,359.58 |
6,828.84 |
3,530.74 |
38.1% |
440.65 |
4.8% |
69% |
False |
False |
52,549 |
| 80 |
10,359.58 |
5,866.90 |
4,492.68 |
48.4% |
437.01 |
4.7% |
76% |
False |
False |
53,209 |
| 100 |
10,359.58 |
3,925.27 |
6,434.31 |
69.4% |
514.59 |
5.5% |
83% |
False |
False |
64,805 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.9% |
503.13 |
5.4% |
81% |
False |
False |
60,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,921.29 |
|
2.618 |
9,674.32 |
|
1.618 |
9,522.99 |
|
1.000 |
9,429.47 |
|
0.618 |
9,371.66 |
|
HIGH |
9,278.14 |
|
0.618 |
9,220.33 |
|
0.500 |
9,202.48 |
|
0.382 |
9,184.62 |
|
LOW |
9,126.81 |
|
0.618 |
9,033.29 |
|
1.000 |
8,975.48 |
|
1.618 |
8,881.96 |
|
2.618 |
8,730.63 |
|
4.250 |
8,483.66 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,250.49 |
9,261.09 |
| PP |
9,226.48 |
9,247.68 |
| S1 |
9,202.48 |
9,234.28 |
|