| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,142.25 |
3,183.50 |
41.25 |
1.3% |
3,121.25 |
| High |
3,181.25 |
3,226.25 |
45.00 |
1.4% |
3,184.00 |
| Low |
3,111.50 |
3,140.50 |
29.00 |
0.9% |
3,105.25 |
| Close |
3,178.50 |
3,148.25 |
-30.25 |
-1.0% |
3,178.50 |
| Range |
69.75 |
85.75 |
16.00 |
22.9% |
78.75 |
| ATR |
72.05 |
73.03 |
0.98 |
1.4% |
0.00 |
| Volume |
1,408,591 |
2,074,726 |
666,135 |
47.3% |
7,611,014 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,429.00 |
3,374.25 |
3,195.50 |
|
| R3 |
3,343.25 |
3,288.50 |
3,171.75 |
|
| R2 |
3,257.50 |
3,257.50 |
3,164.00 |
|
| R1 |
3,202.75 |
3,202.75 |
3,156.00 |
3,187.25 |
| PP |
3,171.75 |
3,171.75 |
3,171.75 |
3,164.00 |
| S1 |
3,117.00 |
3,117.00 |
3,140.50 |
3,101.50 |
| S2 |
3,086.00 |
3,086.00 |
3,132.50 |
|
| S3 |
3,000.25 |
3,031.25 |
3,124.75 |
|
| S4 |
2,914.50 |
2,945.50 |
3,101.00 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.25 |
3,364.00 |
3,221.75 |
|
| R3 |
3,313.50 |
3,285.25 |
3,200.25 |
|
| R2 |
3,234.75 |
3,234.75 |
3,193.00 |
|
| R1 |
3,206.50 |
3,206.50 |
3,185.75 |
3,220.50 |
| PP |
3,156.00 |
3,156.00 |
3,156.00 |
3,163.00 |
| S1 |
3,127.75 |
3,127.75 |
3,171.25 |
3,142.00 |
| S2 |
3,077.25 |
3,077.25 |
3,164.00 |
|
| S3 |
2,998.50 |
3,049.00 |
3,156.75 |
|
| S4 |
2,919.75 |
2,970.25 |
3,135.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,226.25 |
3,105.25 |
121.00 |
3.8% |
62.75 |
2.0% |
36% |
True |
False |
1,645,245 |
| 10 |
3,226.25 |
2,983.50 |
242.75 |
7.7% |
63.75 |
2.0% |
68% |
True |
False |
1,608,488 |
| 20 |
3,226.25 |
2,923.75 |
302.50 |
9.6% |
76.00 |
2.4% |
74% |
True |
False |
1,848,799 |
| 40 |
3,226.25 |
2,801.00 |
425.25 |
13.5% |
72.25 |
2.3% |
82% |
True |
False |
1,026,227 |
| 60 |
3,226.25 |
2,711.00 |
515.25 |
16.4% |
73.00 |
2.3% |
85% |
True |
False |
685,128 |
| 80 |
3,226.25 |
2,165.50 |
1,060.75 |
33.7% |
90.25 |
2.9% |
93% |
True |
False |
515,837 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.1% |
106.50 |
3.4% |
80% |
False |
False |
413,022 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
39.1% |
95.00 |
3.0% |
80% |
False |
False |
344,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,590.75 |
|
2.618 |
3,450.75 |
|
1.618 |
3,365.00 |
|
1.000 |
3,312.00 |
|
0.618 |
3,279.25 |
|
HIGH |
3,226.25 |
|
0.618 |
3,193.50 |
|
0.500 |
3,183.50 |
|
0.382 |
3,173.25 |
|
LOW |
3,140.50 |
|
0.618 |
3,087.50 |
|
1.000 |
3,054.75 |
|
1.618 |
3,001.75 |
|
2.618 |
2,916.00 |
|
4.250 |
2,776.00 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,183.50 |
3,165.75 |
| PP |
3,171.75 |
3,160.00 |
| S1 |
3,160.00 |
3,154.00 |
|