| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,204.00 |
3,223.25 |
19.25 |
0.6% |
3,121.25 |
| High |
3,233.25 |
3,228.50 |
-4.75 |
-0.1% |
3,184.00 |
| Low |
3,192.00 |
3,188.50 |
-3.50 |
-0.1% |
3,105.25 |
| Close |
3,219.50 |
3,194.50 |
-25.00 |
-0.8% |
3,178.50 |
| Range |
41.25 |
40.00 |
-1.25 |
-3.0% |
78.75 |
| ATR |
71.38 |
69.14 |
-2.24 |
-3.1% |
0.00 |
| Volume |
1,937,696 |
1,471,311 |
-466,385 |
-24.1% |
7,611,014 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,323.75 |
3,299.25 |
3,216.50 |
|
| R3 |
3,283.75 |
3,259.25 |
3,205.50 |
|
| R2 |
3,243.75 |
3,243.75 |
3,201.75 |
|
| R1 |
3,219.25 |
3,219.25 |
3,198.25 |
3,211.50 |
| PP |
3,203.75 |
3,203.75 |
3,203.75 |
3,200.00 |
| S1 |
3,179.25 |
3,179.25 |
3,190.75 |
3,171.50 |
| S2 |
3,163.75 |
3,163.75 |
3,187.25 |
|
| S3 |
3,123.75 |
3,139.25 |
3,183.50 |
|
| S4 |
3,083.75 |
3,099.25 |
3,172.50 |
|
|
| 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 |
3,111.50 |
121.75 |
3.8% |
62.00 |
1.9% |
68% |
False |
False |
1,829,818 |
| 10 |
3,233.25 |
3,095.50 |
137.75 |
4.3% |
59.75 |
1.9% |
72% |
False |
False |
1,690,403 |
| 20 |
3,233.25 |
2,983.50 |
249.75 |
7.8% |
69.00 |
2.2% |
84% |
False |
False |
1,741,177 |
| 40 |
3,233.25 |
2,895.50 |
337.75 |
10.6% |
70.25 |
2.2% |
89% |
False |
False |
1,167,535 |
| 60 |
3,233.25 |
2,711.75 |
521.50 |
16.3% |
71.50 |
2.2% |
93% |
False |
False |
779,414 |
| 80 |
3,233.25 |
2,226.25 |
1,007.00 |
31.5% |
84.50 |
2.6% |
96% |
False |
False |
586,356 |
| 100 |
3,256.00 |
2,165.50 |
1,090.50 |
34.1% |
106.25 |
3.3% |
94% |
False |
False |
469,668 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.5% |
95.50 |
3.0% |
84% |
False |
False |
391,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,398.50 |
|
2.618 |
3,333.25 |
|
1.618 |
3,293.25 |
|
1.000 |
3,268.50 |
|
0.618 |
3,253.25 |
|
HIGH |
3,228.50 |
|
0.618 |
3,213.25 |
|
0.500 |
3,208.50 |
|
0.382 |
3,203.75 |
|
LOW |
3,188.50 |
|
0.618 |
3,163.75 |
|
1.000 |
3,148.50 |
|
1.618 |
3,123.75 |
|
2.618 |
3,083.75 |
|
4.250 |
3,018.50 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,208.50 |
3,188.50 |
| PP |
3,203.75 |
3,182.25 |
| S1 |
3,199.25 |
3,176.00 |
|