| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,267.75 |
3,230.00 |
-37.75 |
-1.2% |
3,214.50 |
| High |
3,284.50 |
3,239.00 |
-45.50 |
-1.4% |
3,284.50 |
| Low |
3,214.25 |
3,191.50 |
-22.75 |
-0.7% |
3,190.25 |
| Close |
3,227.50 |
3,204.00 |
-23.50 |
-0.7% |
3,204.00 |
| Range |
70.25 |
47.50 |
-22.75 |
-32.4% |
94.25 |
| ATR |
62.87 |
61.77 |
-1.10 |
-1.7% |
0.00 |
| Volume |
1,704,453 |
1,761,346 |
56,893 |
3.3% |
7,685,142 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.00 |
3,326.50 |
3,230.00 |
|
| R3 |
3,306.50 |
3,279.00 |
3,217.00 |
|
| R2 |
3,259.00 |
3,259.00 |
3,212.75 |
|
| R1 |
3,231.50 |
3,231.50 |
3,208.25 |
3,221.50 |
| PP |
3,211.50 |
3,211.50 |
3,211.50 |
3,206.50 |
| S1 |
3,184.00 |
3,184.00 |
3,199.75 |
3,174.00 |
| S2 |
3,164.00 |
3,164.00 |
3,195.25 |
|
| S3 |
3,116.50 |
3,136.50 |
3,191.00 |
|
| S4 |
3,069.00 |
3,089.00 |
3,178.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,509.00 |
3,450.75 |
3,255.75 |
|
| R3 |
3,414.75 |
3,356.50 |
3,230.00 |
|
| R2 |
3,320.50 |
3,320.50 |
3,221.25 |
|
| R1 |
3,262.25 |
3,262.25 |
3,212.75 |
3,244.25 |
| PP |
3,226.25 |
3,226.25 |
3,226.25 |
3,217.25 |
| S1 |
3,168.00 |
3,168.00 |
3,195.25 |
3,150.00 |
| S2 |
3,132.00 |
3,132.00 |
3,186.75 |
|
| S3 |
3,037.75 |
3,073.75 |
3,178.00 |
|
| S4 |
2,943.50 |
2,979.50 |
3,152.25 |
|
|
| 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% |
51.25 |
1.6% |
15% |
False |
False |
1,537,028 |
| 10 |
3,284.50 |
3,119.00 |
165.50 |
5.2% |
52.75 |
1.6% |
51% |
False |
False |
1,668,675 |
| 20 |
3,284.50 |
2,983.50 |
301.00 |
9.4% |
58.50 |
1.8% |
73% |
False |
False |
1,645,266 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.3% |
68.75 |
2.1% |
78% |
False |
False |
1,390,370 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.6% |
68.75 |
2.1% |
85% |
False |
False |
928,249 |
| 80 |
3,284.50 |
2,422.25 |
862.25 |
26.9% |
75.50 |
2.4% |
91% |
False |
False |
697,360 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.9% |
100.00 |
3.1% |
93% |
False |
False |
559,050 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.4% |
95.50 |
3.0% |
84% |
False |
False |
465,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,441.00 |
|
2.618 |
3,363.25 |
|
1.618 |
3,315.75 |
|
1.000 |
3,286.50 |
|
0.618 |
3,268.25 |
|
HIGH |
3,239.00 |
|
0.618 |
3,220.75 |
|
0.500 |
3,215.25 |
|
0.382 |
3,209.75 |
|
LOW |
3,191.50 |
|
0.618 |
3,162.25 |
|
1.000 |
3,144.00 |
|
1.618 |
3,114.75 |
|
2.618 |
3,067.25 |
|
4.250 |
2,989.50 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,215.25 |
3,238.00 |
| PP |
3,211.50 |
3,226.75 |
| S1 |
3,207.75 |
3,215.25 |
|