| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,230.00 |
3,210.75 |
-19.25 |
-0.6% |
3,214.50 |
| High |
3,239.00 |
3,235.00 |
-4.00 |
-0.1% |
3,284.50 |
| Low |
3,191.50 |
3,192.00 |
0.50 |
0.0% |
3,190.25 |
| Close |
3,204.00 |
3,232.25 |
28.25 |
0.9% |
3,204.00 |
| Range |
47.50 |
43.00 |
-4.50 |
-9.5% |
94.25 |
| ATR |
61.77 |
60.43 |
-1.34 |
-2.2% |
0.00 |
| Volume |
1,761,346 |
1,299,512 |
-461,834 |
-26.2% |
7,685,142 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,348.75 |
3,333.50 |
3,256.00 |
|
| R3 |
3,305.75 |
3,290.50 |
3,244.00 |
|
| R2 |
3,262.75 |
3,262.75 |
3,240.25 |
|
| R1 |
3,247.50 |
3,247.50 |
3,236.25 |
3,255.00 |
| PP |
3,219.75 |
3,219.75 |
3,219.75 |
3,223.50 |
| S1 |
3,204.50 |
3,204.50 |
3,228.25 |
3,212.00 |
| S2 |
3,176.75 |
3,176.75 |
3,224.25 |
|
| S3 |
3,133.75 |
3,161.50 |
3,220.50 |
|
| S4 |
3,090.75 |
3,118.50 |
3,208.50 |
|
|
| 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 |
3,191.50 |
93.00 |
2.9% |
47.75 |
1.5% |
44% |
False |
False |
1,516,697 |
| 10 |
3,284.50 |
3,119.00 |
165.50 |
5.1% |
48.50 |
1.5% |
68% |
False |
False |
1,591,154 |
| 20 |
3,284.50 |
2,983.50 |
301.00 |
9.3% |
56.00 |
1.7% |
83% |
False |
False |
1,599,821 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.2% |
68.25 |
2.1% |
86% |
False |
False |
1,422,564 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.5% |
68.00 |
2.1% |
90% |
False |
False |
949,873 |
| 80 |
3,284.50 |
2,422.25 |
862.25 |
26.7% |
74.50 |
2.3% |
94% |
False |
False |
713,462 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.6% |
99.00 |
3.1% |
95% |
False |
False |
572,036 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.1% |
95.50 |
3.0% |
87% |
False |
False |
476,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,417.75 |
|
2.618 |
3,347.50 |
|
1.618 |
3,304.50 |
|
1.000 |
3,278.00 |
|
0.618 |
3,261.50 |
|
HIGH |
3,235.00 |
|
0.618 |
3,218.50 |
|
0.500 |
3,213.50 |
|
0.382 |
3,208.50 |
|
LOW |
3,192.00 |
|
0.618 |
3,165.50 |
|
1.000 |
3,149.00 |
|
1.618 |
3,122.50 |
|
2.618 |
3,079.50 |
|
4.250 |
3,009.25 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,226.00 |
3,238.00 |
| PP |
3,219.75 |
3,236.00 |
| S1 |
3,213.50 |
3,234.25 |
|