| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,176.80 |
9,377.46 |
200.66 |
2.2% |
9,233.74 |
| High |
9,435.83 |
9,399.83 |
-36.00 |
-0.4% |
9,341.74 |
| Low |
9,155.59 |
9,296.97 |
141.38 |
1.5% |
9,037.31 |
| Close |
9,377.47 |
9,376.62 |
-0.85 |
0.0% |
9,157.87 |
| Range |
280.24 |
102.86 |
-177.38 |
-63.3% |
304.43 |
| ATR |
251.87 |
241.23 |
-10.64 |
-4.2% |
0.00 |
| Volume |
28,527 |
17,716 |
-10,811 |
-37.9% |
101,579 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,666.39 |
9,624.36 |
9,433.19 |
|
| R3 |
9,563.53 |
9,521.50 |
9,404.91 |
|
| R2 |
9,460.67 |
9,460.67 |
9,395.48 |
|
| R1 |
9,418.64 |
9,418.64 |
9,386.05 |
9,388.23 |
| PP |
9,357.81 |
9,357.81 |
9,357.81 |
9,342.60 |
| S1 |
9,315.78 |
9,315.78 |
9,367.19 |
9,285.37 |
| S2 |
9,254.95 |
9,254.95 |
9,357.76 |
|
| S3 |
9,152.09 |
9,212.92 |
9,348.33 |
|
| S4 |
9,049.23 |
9,110.06 |
9,320.05 |
|
|
| 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 |
9,435.83 |
9,037.31 |
398.52 |
4.3% |
159.11 |
1.7% |
85% |
False |
False |
20,736 |
| 10 |
9,469.14 |
9,037.31 |
431.83 |
4.6% |
166.36 |
1.8% |
79% |
False |
False |
20,618 |
| 20 |
9,472.81 |
8,848.18 |
624.63 |
6.7% |
210.81 |
2.2% |
85% |
False |
False |
24,788 |
| 40 |
10,359.58 |
8,848.18 |
1,511.40 |
16.1% |
297.96 |
3.2% |
35% |
False |
False |
34,410 |
| 60 |
10,359.58 |
8,201.24 |
2,158.34 |
23.0% |
407.64 |
4.3% |
54% |
False |
False |
47,638 |
| 80 |
10,359.58 |
6,355.56 |
4,004.02 |
42.7% |
418.05 |
4.5% |
75% |
False |
False |
50,890 |
| 100 |
10,359.58 |
3,925.27 |
6,434.31 |
68.6% |
497.13 |
5.3% |
85% |
False |
False |
64,227 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.1% |
491.06 |
5.2% |
83% |
False |
False |
59,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,836.99 |
|
2.618 |
9,669.12 |
|
1.618 |
9,566.26 |
|
1.000 |
9,502.69 |
|
0.618 |
9,463.40 |
|
HIGH |
9,399.83 |
|
0.618 |
9,360.54 |
|
0.500 |
9,348.40 |
|
0.382 |
9,336.26 |
|
LOW |
9,296.97 |
|
0.618 |
9,233.40 |
|
1.000 |
9,194.11 |
|
1.618 |
9,130.54 |
|
2.618 |
9,027.68 |
|
4.250 |
8,859.82 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,367.21 |
9,342.63 |
| PP |
9,357.81 |
9,308.65 |
| S1 |
9,348.40 |
9,274.66 |
|