| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,214.50 |
3,243.75 |
29.25 |
0.9% |
3,183.50 |
| High |
3,250.50 |
3,273.25 |
22.75 |
0.7% |
3,233.25 |
| Low |
3,190.25 |
3,239.25 |
49.00 |
1.5% |
3,119.00 |
| Close |
3,245.25 |
3,251.25 |
6.00 |
0.2% |
3,214.00 |
| Range |
60.25 |
34.00 |
-26.25 |
-43.6% |
114.25 |
| ATR |
65.96 |
63.67 |
-2.28 |
-3.5% |
0.00 |
| Volume |
1,401,168 |
1,463,931 |
62,763 |
4.5% |
9,001,612 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,356.50 |
3,338.00 |
3,270.00 |
|
| R3 |
3,322.50 |
3,304.00 |
3,260.50 |
|
| R2 |
3,288.50 |
3,288.50 |
3,257.50 |
|
| R1 |
3,270.00 |
3,270.00 |
3,254.25 |
3,279.25 |
| PP |
3,254.50 |
3,254.50 |
3,254.50 |
3,259.25 |
| S1 |
3,236.00 |
3,236.00 |
3,248.25 |
3,245.25 |
| S2 |
3,220.50 |
3,220.50 |
3,245.00 |
|
| S3 |
3,186.50 |
3,202.00 |
3,242.00 |
|
| S4 |
3,152.50 |
3,168.00 |
3,232.50 |
|
|
| 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 |
3,273.25 |
3,188.50 |
84.75 |
2.6% |
41.25 |
1.3% |
74% |
True |
False |
1,507,043 |
| 10 |
3,273.25 |
3,105.25 |
168.00 |
5.2% |
54.00 |
1.7% |
87% |
True |
False |
1,668,474 |
| 20 |
3,273.25 |
2,983.50 |
289.75 |
8.9% |
63.75 |
2.0% |
92% |
True |
False |
1,698,446 |
| 40 |
3,273.25 |
2,923.75 |
349.50 |
10.7% |
69.50 |
2.1% |
94% |
True |
False |
1,270,446 |
| 60 |
3,273.25 |
2,751.50 |
521.75 |
16.0% |
69.75 |
2.1% |
96% |
True |
False |
848,042 |
| 80 |
3,273.25 |
2,422.25 |
851.00 |
26.2% |
78.25 |
2.4% |
97% |
True |
False |
637,582 |
| 100 |
3,273.25 |
2,165.50 |
1,107.75 |
34.1% |
103.50 |
3.2% |
98% |
True |
False |
510,910 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.9% |
95.75 |
2.9% |
88% |
False |
False |
425,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,417.75 |
|
2.618 |
3,362.25 |
|
1.618 |
3,328.25 |
|
1.000 |
3,307.25 |
|
0.618 |
3,294.25 |
|
HIGH |
3,273.25 |
|
0.618 |
3,260.25 |
|
0.500 |
3,256.25 |
|
0.382 |
3,252.25 |
|
LOW |
3,239.25 |
|
0.618 |
3,218.25 |
|
1.000 |
3,205.25 |
|
1.618 |
3,184.25 |
|
2.618 |
3,150.25 |
|
4.250 |
3,094.75 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,256.25 |
3,244.75 |
| PP |
3,254.50 |
3,238.25 |
| S1 |
3,253.00 |
3,231.75 |
|