| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,223.25 |
3,198.50 |
-24.75 |
-0.8% |
3,183.50 |
| High |
3,228.50 |
3,225.25 |
-3.25 |
-0.1% |
3,233.25 |
| Low |
3,188.50 |
3,194.75 |
6.25 |
0.2% |
3,119.00 |
| Close |
3,194.50 |
3,214.00 |
19.50 |
0.6% |
3,214.00 |
| Range |
40.00 |
30.50 |
-9.50 |
-23.8% |
114.25 |
| ATR |
69.14 |
66.39 |
-2.74 |
-4.0% |
0.00 |
| Volume |
1,471,311 |
1,261,113 |
-210,198 |
-14.3% |
9,001,612 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,302.75 |
3,289.00 |
3,230.75 |
|
| R3 |
3,272.25 |
3,258.50 |
3,222.50 |
|
| R2 |
3,241.75 |
3,241.75 |
3,219.50 |
|
| R1 |
3,228.00 |
3,228.00 |
3,216.75 |
3,235.00 |
| PP |
3,211.25 |
3,211.25 |
3,211.25 |
3,214.75 |
| S1 |
3,197.50 |
3,197.50 |
3,211.25 |
3,204.50 |
| S2 |
3,180.75 |
3,180.75 |
3,208.50 |
|
| S3 |
3,150.25 |
3,167.00 |
3,205.50 |
|
| S4 |
3,119.75 |
3,136.50 |
3,197.25 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,531.50 |
3,487.00 |
3,276.75 |
|
| R3 |
3,417.25 |
3,372.75 |
3,245.50 |
|
| R2 |
3,303.00 |
3,303.00 |
3,235.00 |
|
| R1 |
3,258.50 |
3,258.50 |
3,224.50 |
3,280.75 |
| PP |
3,188.75 |
3,188.75 |
3,188.75 |
3,200.00 |
| S1 |
3,144.25 |
3,144.25 |
3,203.50 |
3,166.50 |
| S2 |
3,074.50 |
3,074.50 |
3,193.00 |
|
| S3 |
2,960.25 |
3,030.00 |
3,182.50 |
|
| S4 |
2,846.00 |
2,915.75 |
3,151.25 |
|
|
| 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 |
3,119.00 |
114.25 |
3.6% |
54.25 |
1.7% |
83% |
False |
False |
1,800,322 |
| 10 |
3,233.25 |
3,105.25 |
128.00 |
4.0% |
56.75 |
1.8% |
85% |
False |
False |
1,661,262 |
| 20 |
3,233.25 |
2,983.50 |
249.75 |
7.8% |
67.75 |
2.1% |
92% |
False |
False |
1,722,421 |
| 40 |
3,233.25 |
2,895.50 |
337.75 |
10.5% |
69.50 |
2.2% |
94% |
False |
False |
1,198,967 |
| 60 |
3,233.25 |
2,748.75 |
484.50 |
15.1% |
70.50 |
2.2% |
96% |
False |
False |
800,399 |
| 80 |
3,233.25 |
2,380.00 |
853.25 |
26.5% |
82.00 |
2.6% |
98% |
False |
False |
602,035 |
| 100 |
3,233.25 |
2,165.50 |
1,067.75 |
33.2% |
105.00 |
3.3% |
98% |
False |
False |
482,274 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.3% |
95.50 |
3.0% |
85% |
False |
False |
401,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.00 |
|
2.618 |
3,305.00 |
|
1.618 |
3,274.50 |
|
1.000 |
3,255.75 |
|
0.618 |
3,244.00 |
|
HIGH |
3,225.25 |
|
0.618 |
3,213.50 |
|
0.500 |
3,210.00 |
|
0.382 |
3,206.50 |
|
LOW |
3,194.75 |
|
0.618 |
3,176.00 |
|
1.000 |
3,164.25 |
|
1.618 |
3,145.50 |
|
2.618 |
3,115.00 |
|
4.250 |
3,065.00 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,212.75 |
3,213.00 |
| PP |
3,211.25 |
3,212.00 |
| S1 |
3,210.00 |
3,211.00 |
|