| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
11,223.06 |
11,152.88 |
-70.18 |
-0.6% |
9,628.27 |
| High |
11,349.05 |
11,455.24 |
106.19 |
0.9% |
11,455.24 |
| Low |
10,867.84 |
10,982.22 |
114.38 |
1.1% |
9,534.71 |
| Close |
11,152.81 |
11,348.12 |
195.31 |
1.8% |
11,348.12 |
| Range |
481.21 |
473.02 |
-8.19 |
-1.7% |
1,920.53 |
| ATR |
368.08 |
375.58 |
7.50 |
2.0% |
0.00 |
| Volume |
39,051 |
42,991 |
3,940 |
10.1% |
418,648 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,680.92 |
12,487.54 |
11,608.28 |
|
| R3 |
12,207.90 |
12,014.52 |
11,478.20 |
|
| R2 |
11,734.88 |
11,734.88 |
11,434.84 |
|
| R1 |
11,541.50 |
11,541.50 |
11,391.48 |
11,638.19 |
| PP |
11,261.86 |
11,261.86 |
11,261.86 |
11,310.21 |
| S1 |
11,068.48 |
11,068.48 |
11,304.76 |
11,165.17 |
| S2 |
10,788.84 |
10,788.84 |
11,261.40 |
|
| S3 |
10,315.82 |
10,595.46 |
11,218.04 |
|
| S4 |
9,842.80 |
10,122.44 |
11,087.96 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,540.95 |
15,865.06 |
12,404.41 |
|
| R3 |
14,620.42 |
13,944.53 |
11,876.27 |
|
| R2 |
12,699.89 |
12,699.89 |
11,700.22 |
|
| R1 |
12,024.00 |
12,024.00 |
11,524.17 |
12,361.95 |
| PP |
10,779.36 |
10,779.36 |
10,779.36 |
10,948.33 |
| S1 |
10,103.47 |
10,103.47 |
11,172.07 |
10,441.42 |
| S2 |
8,858.83 |
8,858.83 |
10,996.02 |
|
| S3 |
6,938.30 |
8,182.94 |
10,819.97 |
|
| S4 |
5,017.77 |
6,262.41 |
10,291.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,455.24 |
9,534.71 |
1,920.53 |
16.9% |
711.18 |
6.3% |
94% |
True |
False |
83,729 |
| 10 |
11,455.24 |
9,113.49 |
2,341.75 |
20.6% |
451.04 |
4.0% |
95% |
True |
False |
57,469 |
| 20 |
11,455.24 |
8,934.94 |
2,520.30 |
22.2% |
324.76 |
2.9% |
96% |
True |
False |
39,824 |
| 40 |
11,455.24 |
8,848.18 |
2,607.06 |
23.0% |
322.80 |
2.8% |
96% |
True |
False |
37,167 |
| 60 |
11,455.24 |
8,201.24 |
3,254.00 |
28.7% |
404.45 |
3.6% |
97% |
True |
False |
45,159 |
| 80 |
11,455.24 |
6,485.16 |
4,970.08 |
43.8% |
424.42 |
3.7% |
98% |
True |
False |
51,708 |
| 100 |
11,455.24 |
4,452.60 |
7,002.64 |
61.7% |
462.87 |
4.1% |
98% |
True |
False |
58,660 |
| 120 |
11,455.24 |
3,925.27 |
7,529.97 |
66.4% |
502.50 |
4.4% |
99% |
True |
False |
60,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,465.58 |
|
2.618 |
12,693.61 |
|
1.618 |
12,220.59 |
|
1.000 |
11,928.26 |
|
0.618 |
11,747.57 |
|
HIGH |
11,455.24 |
|
0.618 |
11,274.55 |
|
0.500 |
11,218.73 |
|
0.382 |
11,162.91 |
|
LOW |
10,982.22 |
|
0.618 |
10,689.89 |
|
1.000 |
10,509.20 |
|
1.618 |
10,216.87 |
|
2.618 |
9,743.85 |
|
4.250 |
8,971.89 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,304.99 |
11,284.06 |
| PP |
11,261.86 |
11,220.00 |
| S1 |
11,218.73 |
11,155.94 |
|