| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,149.75 |
3,204.00 |
54.25 |
1.7% |
3,121.25 |
| High |
3,192.25 |
3,233.25 |
41.00 |
1.3% |
3,184.00 |
| Low |
3,119.00 |
3,192.00 |
73.00 |
2.3% |
3,105.25 |
| Close |
3,183.50 |
3,219.50 |
36.00 |
1.1% |
3,178.50 |
| Range |
73.25 |
41.25 |
-32.00 |
-43.7% |
78.75 |
| ATR |
73.04 |
71.38 |
-1.66 |
-2.3% |
0.00 |
| Volume |
2,256,766 |
1,937,696 |
-319,070 |
-14.1% |
7,611,014 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,338.75 |
3,320.25 |
3,242.25 |
|
| R3 |
3,297.50 |
3,279.00 |
3,230.75 |
|
| R2 |
3,256.25 |
3,256.25 |
3,227.00 |
|
| R1 |
3,237.75 |
3,237.75 |
3,223.25 |
3,247.00 |
| PP |
3,215.00 |
3,215.00 |
3,215.00 |
3,219.50 |
| S1 |
3,196.50 |
3,196.50 |
3,215.75 |
3,205.75 |
| S2 |
3,173.75 |
3,173.75 |
3,212.00 |
|
| S3 |
3,132.50 |
3,155.25 |
3,208.25 |
|
| S4 |
3,091.25 |
3,114.00 |
3,196.75 |
|
|
| 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 |
3,233.25 |
3,105.25 |
128.00 |
4.0% |
67.00 |
2.1% |
89% |
True |
False |
1,911,922 |
| 10 |
3,233.25 |
3,062.75 |
170.50 |
5.3% |
61.25 |
1.9% |
92% |
True |
False |
1,697,004 |
| 20 |
3,233.25 |
2,983.50 |
249.75 |
7.8% |
69.75 |
2.2% |
94% |
True |
False |
1,760,126 |
| 40 |
3,233.25 |
2,895.50 |
337.75 |
10.5% |
71.00 |
2.2% |
96% |
True |
False |
1,130,866 |
| 60 |
3,233.25 |
2,711.00 |
522.25 |
16.2% |
72.75 |
2.3% |
97% |
True |
False |
754,938 |
| 80 |
3,233.25 |
2,165.50 |
1,067.75 |
33.2% |
86.50 |
2.7% |
99% |
True |
False |
568,122 |
| 100 |
3,301.25 |
2,165.50 |
1,135.75 |
35.3% |
106.75 |
3.3% |
93% |
False |
False |
454,963 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.2% |
95.75 |
3.0% |
86% |
False |
False |
379,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,408.50 |
|
2.618 |
3,341.25 |
|
1.618 |
3,300.00 |
|
1.000 |
3,274.50 |
|
0.618 |
3,258.75 |
|
HIGH |
3,233.25 |
|
0.618 |
3,217.50 |
|
0.500 |
3,212.50 |
|
0.382 |
3,207.75 |
|
LOW |
3,192.00 |
|
0.618 |
3,166.50 |
|
1.000 |
3,150.75 |
|
1.618 |
3,125.25 |
|
2.618 |
3,084.00 |
|
4.250 |
3,016.75 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,217.25 |
3,205.00 |
| PP |
3,215.00 |
3,190.50 |
| S1 |
3,212.50 |
3,176.00 |
|