| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,249.25 |
3,267.75 |
18.50 |
0.6% |
3,183.50 |
| High |
3,271.75 |
3,284.50 |
12.75 |
0.4% |
3,233.25 |
| Low |
3,227.25 |
3,214.25 |
-13.00 |
-0.4% |
3,119.00 |
| Close |
3,265.50 |
3,227.50 |
-38.00 |
-1.2% |
3,214.00 |
| Range |
44.50 |
70.25 |
25.75 |
57.9% |
114.25 |
| ATR |
62.30 |
62.87 |
0.57 |
0.9% |
0.00 |
| Volume |
1,354,244 |
1,704,453 |
350,209 |
25.9% |
9,001,612 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,452.75 |
3,410.50 |
3,266.25 |
|
| R3 |
3,382.50 |
3,340.25 |
3,246.75 |
|
| R2 |
3,312.25 |
3,312.25 |
3,240.50 |
|
| R1 |
3,270.00 |
3,270.00 |
3,234.00 |
3,256.00 |
| PP |
3,242.00 |
3,242.00 |
3,242.00 |
3,235.00 |
| S1 |
3,199.75 |
3,199.75 |
3,221.00 |
3,185.75 |
| S2 |
3,171.75 |
3,171.75 |
3,214.50 |
|
| S3 |
3,101.50 |
3,129.50 |
3,208.25 |
|
| S4 |
3,031.25 |
3,059.25 |
3,188.75 |
|
|
| 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 |
3,284.50 |
3,190.25 |
94.25 |
2.9% |
48.00 |
1.5% |
40% |
True |
False |
1,436,981 |
| 10 |
3,284.50 |
3,111.50 |
173.00 |
5.4% |
55.00 |
1.7% |
67% |
True |
False |
1,633,399 |
| 20 |
3,284.50 |
2,983.50 |
301.00 |
9.3% |
59.75 |
1.9% |
81% |
True |
False |
1,655,561 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.2% |
68.75 |
2.1% |
84% |
True |
False |
1,346,578 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.5% |
69.50 |
2.2% |
89% |
True |
False |
898,938 |
| 80 |
3,284.50 |
2,422.25 |
862.25 |
26.7% |
76.00 |
2.4% |
93% |
True |
False |
675,523 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.7% |
101.25 |
3.1% |
95% |
True |
False |
541,450 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.1% |
95.50 |
3.0% |
86% |
False |
False |
451,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,583.00 |
|
2.618 |
3,468.50 |
|
1.618 |
3,398.25 |
|
1.000 |
3,354.75 |
|
0.618 |
3,328.00 |
|
HIGH |
3,284.50 |
|
0.618 |
3,257.75 |
|
0.500 |
3,249.50 |
|
0.382 |
3,241.00 |
|
LOW |
3,214.25 |
|
0.618 |
3,170.75 |
|
1.000 |
3,144.00 |
|
1.618 |
3,100.50 |
|
2.618 |
3,030.25 |
|
4.250 |
2,915.75 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,249.50 |
3,249.50 |
| PP |
3,242.00 |
3,242.00 |
| S1 |
3,234.75 |
3,234.75 |
|