| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,879.59 |
10,982.32 |
102.73 |
0.9% |
9,157.87 |
| High |
11,382.25 |
11,295.61 |
-86.64 |
-0.8% |
9,665.85 |
| Low |
10,590.36 |
10,856.63 |
266.27 |
2.5% |
9,113.49 |
| Close |
10,980.97 |
11,223.79 |
242.82 |
2.2% |
9,628.28 |
| Range |
791.89 |
438.98 |
-352.91 |
-44.6% |
552.36 |
| ATR |
353.26 |
359.38 |
6.12 |
1.7% |
0.00 |
| Volume |
162,758 |
49,085 |
-113,673 |
-69.8% |
156,045 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,442.28 |
12,272.02 |
11,465.23 |
|
| R3 |
12,003.30 |
11,833.04 |
11,344.51 |
|
| R2 |
11,564.32 |
11,564.32 |
11,304.27 |
|
| R1 |
11,394.06 |
11,394.06 |
11,264.03 |
11,479.19 |
| PP |
11,125.34 |
11,125.34 |
11,125.34 |
11,167.91 |
| S1 |
10,955.08 |
10,955.08 |
11,183.55 |
11,040.21 |
| S2 |
10,686.36 |
10,686.36 |
11,143.31 |
|
| S3 |
10,247.38 |
10,516.10 |
11,103.07 |
|
| S4 |
9,808.40 |
10,077.12 |
10,982.35 |
|
|
| 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 |
11,382.25 |
9,370.19 |
2,012.06 |
17.9% |
610.38 |
5.4% |
92% |
False |
False |
86,174 |
| 10 |
11,382.25 |
9,037.31 |
2,344.94 |
20.9% |
384.75 |
3.4% |
93% |
False |
False |
53,455 |
| 20 |
11,382.25 |
8,934.94 |
2,447.31 |
21.8% |
297.02 |
2.6% |
94% |
False |
False |
38,003 |
| 40 |
11,382.25 |
8,848.18 |
2,534.07 |
22.6% |
314.95 |
2.8% |
94% |
False |
False |
36,850 |
| 60 |
11,382.25 |
8,201.24 |
3,181.01 |
28.3% |
408.93 |
3.6% |
95% |
False |
False |
48,425 |
| 80 |
11,382.25 |
6,485.16 |
4,897.09 |
43.6% |
422.89 |
3.8% |
97% |
False |
False |
51,972 |
| 100 |
11,382.25 |
3,925.27 |
7,456.98 |
66.4% |
497.55 |
4.4% |
98% |
False |
False |
66,500 |
| 120 |
11,382.25 |
3,925.27 |
7,456.98 |
66.4% |
500.35 |
4.5% |
98% |
False |
False |
61,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,161.28 |
|
2.618 |
12,444.86 |
|
1.618 |
12,005.88 |
|
1.000 |
11,734.59 |
|
0.618 |
11,566.90 |
|
HIGH |
11,295.61 |
|
0.618 |
11,127.92 |
|
0.500 |
11,076.12 |
|
0.382 |
11,024.32 |
|
LOW |
10,856.63 |
|
0.618 |
10,585.34 |
|
1.000 |
10,417.65 |
|
1.618 |
10,146.36 |
|
2.618 |
9,707.38 |
|
4.250 |
8,990.97 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,174.57 |
10,968.69 |
| PP |
11,125.34 |
10,713.58 |
| S1 |
11,076.12 |
10,458.48 |
|