| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,105.27 |
9,157.87 |
52.60 |
0.6% |
9,233.74 |
| High |
9,181.17 |
9,234.62 |
53.45 |
0.6% |
9,341.74 |
| Low |
9,083.15 |
9,113.49 |
30.34 |
0.3% |
9,037.31 |
| Close |
9,157.87 |
9,176.80 |
18.93 |
0.2% |
9,157.87 |
| Range |
98.02 |
121.13 |
23.11 |
23.6% |
304.43 |
| ATR |
259.58 |
249.69 |
-9.89 |
-3.8% |
0.00 |
| Volume |
16,975 |
15,535 |
-1,440 |
-8.5% |
101,579 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,538.36 |
9,478.71 |
9,243.42 |
|
| R3 |
9,417.23 |
9,357.58 |
9,210.11 |
|
| R2 |
9,296.10 |
9,296.10 |
9,199.01 |
|
| R1 |
9,236.45 |
9,236.45 |
9,187.90 |
9,266.28 |
| PP |
9,174.97 |
9,174.97 |
9,174.97 |
9,189.88 |
| S1 |
9,115.32 |
9,115.32 |
9,165.70 |
9,145.15 |
| S2 |
9,053.84 |
9,053.84 |
9,154.59 |
|
| S3 |
8,932.71 |
8,994.19 |
9,143.49 |
|
| S4 |
8,811.58 |
8,873.06 |
9,110.18 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,092.26 |
9,929.50 |
9,325.31 |
|
| R3 |
9,787.83 |
9,625.07 |
9,241.59 |
|
| R2 |
9,483.40 |
9,483.40 |
9,213.68 |
|
| R1 |
9,320.64 |
9,320.64 |
9,185.78 |
9,249.81 |
| PP |
9,178.97 |
9,178.97 |
9,178.97 |
9,143.56 |
| S1 |
9,016.21 |
9,016.21 |
9,129.96 |
8,945.38 |
| S2 |
8,874.54 |
8,874.54 |
9,102.06 |
|
| S3 |
8,570.11 |
8,711.78 |
9,074.15 |
|
| S4 |
8,265.68 |
8,407.35 |
8,990.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,278.50 |
9,037.31 |
241.19 |
2.6% |
136.27 |
1.5% |
58% |
False |
False |
19,285 |
| 10 |
9,472.81 |
9,037.31 |
435.50 |
4.7% |
168.81 |
1.8% |
32% |
False |
False |
20,916 |
| 20 |
9,781.36 |
8,848.18 |
933.18 |
10.2% |
224.24 |
2.4% |
35% |
False |
False |
25,824 |
| 40 |
10,359.58 |
8,705.92 |
1,653.66 |
18.0% |
306.15 |
3.3% |
28% |
False |
False |
34,804 |
| 60 |
10,359.58 |
7,673.69 |
2,685.89 |
29.3% |
423.40 |
4.6% |
56% |
False |
False |
50,721 |
| 80 |
10,359.58 |
6,166.48 |
4,193.10 |
45.7% |
420.47 |
4.6% |
72% |
False |
False |
51,365 |
| 100 |
10,359.58 |
3,925.27 |
6,434.31 |
70.1% |
497.96 |
5.4% |
82% |
False |
False |
64,169 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.6% |
495.01 |
5.4% |
80% |
False |
False |
59,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,749.42 |
|
2.618 |
9,551.74 |
|
1.618 |
9,430.61 |
|
1.000 |
9,355.75 |
|
0.618 |
9,309.48 |
|
HIGH |
9,234.62 |
|
0.618 |
9,188.35 |
|
0.500 |
9,174.06 |
|
0.382 |
9,159.76 |
|
LOW |
9,113.49 |
|
0.618 |
9,038.63 |
|
1.000 |
8,992.36 |
|
1.618 |
8,917.50 |
|
2.618 |
8,796.37 |
|
4.250 |
8,598.69 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,175.89 |
9,163.19 |
| PP |
9,174.97 |
9,149.58 |
| S1 |
9,174.06 |
9,135.97 |
|