| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,198.50 |
3,214.50 |
16.00 |
0.5% |
3,183.50 |
| High |
3,225.25 |
3,250.50 |
25.25 |
0.8% |
3,233.25 |
| Low |
3,194.75 |
3,190.25 |
-4.50 |
-0.1% |
3,119.00 |
| Close |
3,214.00 |
3,245.25 |
31.25 |
1.0% |
3,214.00 |
| Range |
30.50 |
60.25 |
29.75 |
97.5% |
114.25 |
| ATR |
66.39 |
65.96 |
-0.44 |
-0.7% |
0.00 |
| Volume |
1,261,113 |
1,401,168 |
140,055 |
11.1% |
9,001,612 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,409.50 |
3,387.50 |
3,278.50 |
|
| R3 |
3,349.25 |
3,327.25 |
3,261.75 |
|
| R2 |
3,289.00 |
3,289.00 |
3,256.25 |
|
| R1 |
3,267.00 |
3,267.00 |
3,250.75 |
3,278.00 |
| PP |
3,228.75 |
3,228.75 |
3,228.75 |
3,234.00 |
| S1 |
3,206.75 |
3,206.75 |
3,239.75 |
3,217.75 |
| S2 |
3,168.50 |
3,168.50 |
3,234.25 |
|
| S3 |
3,108.25 |
3,146.50 |
3,228.75 |
|
| S4 |
3,048.00 |
3,086.25 |
3,212.00 |
|
|
| 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 |
3,250.50 |
3,119.00 |
131.50 |
4.1% |
49.00 |
1.5% |
96% |
True |
False |
1,665,610 |
| 10 |
3,250.50 |
3,105.25 |
145.25 |
4.5% |
55.75 |
1.7% |
96% |
True |
False |
1,655,428 |
| 20 |
3,250.50 |
2,983.50 |
267.00 |
8.2% |
66.50 |
2.0% |
98% |
True |
False |
1,694,866 |
| 40 |
3,250.50 |
2,895.50 |
355.00 |
10.9% |
70.00 |
2.2% |
99% |
True |
False |
1,233,917 |
| 60 |
3,250.50 |
2,748.75 |
501.75 |
15.5% |
70.50 |
2.2% |
99% |
True |
False |
823,708 |
| 80 |
3,250.50 |
2,397.25 |
853.25 |
26.3% |
80.75 |
2.5% |
99% |
True |
False |
619,394 |
| 100 |
3,250.50 |
2,165.50 |
1,085.00 |
33.4% |
104.75 |
3.2% |
100% |
True |
False |
496,279 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.9% |
95.75 |
2.9% |
88% |
False |
False |
413,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,506.50 |
|
2.618 |
3,408.25 |
|
1.618 |
3,348.00 |
|
1.000 |
3,310.75 |
|
0.618 |
3,287.75 |
|
HIGH |
3,250.50 |
|
0.618 |
3,227.50 |
|
0.500 |
3,220.50 |
|
0.382 |
3,213.25 |
|
LOW |
3,190.25 |
|
0.618 |
3,153.00 |
|
1.000 |
3,130.00 |
|
1.618 |
3,092.75 |
|
2.618 |
3,032.50 |
|
4.250 |
2,934.25 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,237.00 |
3,236.75 |
| PP |
3,228.75 |
3,228.00 |
| S1 |
3,220.50 |
3,219.50 |
|