| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,243.75 |
3,249.25 |
5.50 |
0.2% |
3,183.50 |
| High |
3,273.25 |
3,271.75 |
-1.50 |
0.0% |
3,233.25 |
| Low |
3,239.25 |
3,227.25 |
-12.00 |
-0.4% |
3,119.00 |
| Close |
3,251.25 |
3,265.50 |
14.25 |
0.4% |
3,214.00 |
| Range |
34.00 |
44.50 |
10.50 |
30.9% |
114.25 |
| ATR |
63.67 |
62.30 |
-1.37 |
-2.2% |
0.00 |
| Volume |
1,463,931 |
1,354,244 |
-109,687 |
-7.5% |
9,001,612 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,388.25 |
3,371.50 |
3,290.00 |
|
| R3 |
3,343.75 |
3,327.00 |
3,277.75 |
|
| R2 |
3,299.25 |
3,299.25 |
3,273.75 |
|
| R1 |
3,282.50 |
3,282.50 |
3,269.50 |
3,291.00 |
| PP |
3,254.75 |
3,254.75 |
3,254.75 |
3,259.00 |
| S1 |
3,238.00 |
3,238.00 |
3,261.50 |
3,246.50 |
| S2 |
3,210.25 |
3,210.25 |
3,257.25 |
|
| S3 |
3,165.75 |
3,193.50 |
3,253.25 |
|
| S4 |
3,121.25 |
3,149.00 |
3,241.00 |
|
|
| 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 |
3,273.25 |
3,188.50 |
84.75 |
2.6% |
41.75 |
1.3% |
91% |
False |
False |
1,390,353 |
| 10 |
3,273.25 |
3,105.25 |
168.00 |
5.1% |
54.50 |
1.7% |
95% |
False |
False |
1,651,137 |
| 20 |
3,273.25 |
2,983.50 |
289.75 |
8.9% |
61.75 |
1.9% |
97% |
False |
False |
1,689,734 |
| 40 |
3,273.25 |
2,923.75 |
349.50 |
10.7% |
68.75 |
2.1% |
98% |
False |
False |
1,304,159 |
| 60 |
3,273.25 |
2,751.50 |
521.75 |
16.0% |
69.50 |
2.1% |
99% |
False |
False |
870,574 |
| 80 |
3,273.25 |
2,422.25 |
851.00 |
26.1% |
77.25 |
2.4% |
99% |
False |
False |
654,344 |
| 100 |
3,273.25 |
2,165.50 |
1,107.75 |
33.9% |
102.50 |
3.1% |
99% |
False |
False |
524,428 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.7% |
95.75 |
2.9% |
89% |
False |
False |
437,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,461.00 |
|
2.618 |
3,388.25 |
|
1.618 |
3,343.75 |
|
1.000 |
3,316.25 |
|
0.618 |
3,299.25 |
|
HIGH |
3,271.75 |
|
0.618 |
3,254.75 |
|
0.500 |
3,249.50 |
|
0.382 |
3,244.25 |
|
LOW |
3,227.25 |
|
0.618 |
3,199.75 |
|
1.000 |
3,182.75 |
|
1.618 |
3,155.25 |
|
2.618 |
3,110.75 |
|
4.250 |
3,038.00 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,260.25 |
3,254.25 |
| PP |
3,254.75 |
3,243.00 |
| S1 |
3,249.50 |
3,231.75 |
|