| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,376.62 |
9,590.67 |
214.05 |
2.3% |
9,157.87 |
| High |
9,665.85 |
9,633.15 |
-32.70 |
-0.3% |
9,665.85 |
| Low |
9,370.19 |
9,478.59 |
108.40 |
1.2% |
9,113.49 |
| Close |
9,590.66 |
9,628.28 |
37.62 |
0.4% |
9,628.28 |
| Range |
295.66 |
154.56 |
-141.10 |
-47.7% |
552.36 |
| ATR |
245.12 |
238.65 |
-6.47 |
-2.6% |
0.00 |
| Volume |
70,321 |
23,946 |
-46,375 |
-65.9% |
156,045 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,043.69 |
9,990.54 |
9,713.29 |
|
| R3 |
9,889.13 |
9,835.98 |
9,670.78 |
|
| R2 |
9,734.57 |
9,734.57 |
9,656.62 |
|
| R1 |
9,681.42 |
9,681.42 |
9,642.45 |
9,708.00 |
| PP |
9,580.01 |
9,580.01 |
9,580.01 |
9,593.29 |
| S1 |
9,526.86 |
9,526.86 |
9,614.11 |
9,553.44 |
| S2 |
9,425.45 |
9,425.45 |
9,599.94 |
|
| S3 |
9,270.89 |
9,372.30 |
9,585.78 |
|
| S4 |
9,116.33 |
9,217.74 |
9,543.27 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,126.29 |
10,929.64 |
9,932.08 |
|
| R3 |
10,573.93 |
10,377.28 |
9,780.18 |
|
| R2 |
10,021.57 |
10,021.57 |
9,729.55 |
|
| R1 |
9,824.92 |
9,824.92 |
9,678.91 |
9,923.25 |
| PP |
9,469.21 |
9,469.21 |
9,469.21 |
9,518.37 |
| S1 |
9,272.56 |
9,272.56 |
9,577.65 |
9,370.89 |
| S2 |
8,916.85 |
8,916.85 |
9,527.01 |
|
| S3 |
8,364.49 |
8,720.20 |
9,476.38 |
|
| S4 |
7,812.13 |
8,167.84 |
9,324.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,665.85 |
9,113.49 |
552.36 |
5.7% |
190.89 |
2.0% |
93% |
False |
False |
31,209 |
| 10 |
9,665.85 |
9,037.31 |
628.54 |
6.5% |
168.79 |
1.8% |
94% |
False |
False |
25,762 |
| 20 |
9,665.85 |
8,848.18 |
817.67 |
8.5% |
203.51 |
2.1% |
95% |
False |
False |
24,946 |
| 40 |
10,359.58 |
8,848.18 |
1,511.40 |
15.7% |
290.69 |
3.0% |
52% |
False |
False |
34,775 |
| 60 |
10,359.58 |
8,201.24 |
2,158.34 |
22.4% |
389.86 |
4.0% |
66% |
False |
False |
45,939 |
| 80 |
10,359.58 |
6,485.16 |
3,874.42 |
40.2% |
407.25 |
4.2% |
81% |
False |
False |
50,041 |
| 100 |
10,359.58 |
3,925.27 |
6,434.31 |
66.8% |
495.49 |
5.1% |
89% |
False |
False |
64,710 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
68.3% |
490.46 |
5.1% |
87% |
False |
False |
59,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,290.03 |
|
2.618 |
10,037.79 |
|
1.618 |
9,883.23 |
|
1.000 |
9,787.71 |
|
0.618 |
9,728.67 |
|
HIGH |
9,633.15 |
|
0.618 |
9,574.11 |
|
0.500 |
9,555.87 |
|
0.382 |
9,537.63 |
|
LOW |
9,478.59 |
|
0.618 |
9,383.07 |
|
1.000 |
9,324.03 |
|
1.618 |
9,228.51 |
|
2.618 |
9,073.95 |
|
4.250 |
8,821.71 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,604.14 |
9,579.32 |
| PP |
9,580.01 |
9,530.37 |
| S1 |
9,555.87 |
9,481.41 |
|