| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,210.75 |
3,235.00 |
24.25 |
0.8% |
3,214.50 |
| High |
3,235.00 |
3,246.75 |
11.75 |
0.4% |
3,284.50 |
| Low |
3,192.00 |
3,208.00 |
16.00 |
0.5% |
3,190.25 |
| Close |
3,232.25 |
3,213.00 |
-19.25 |
-0.6% |
3,204.00 |
| Range |
43.00 |
38.75 |
-4.25 |
-9.9% |
94.25 |
| ATR |
60.43 |
58.88 |
-1.55 |
-2.6% |
0.00 |
| Volume |
1,299,512 |
1,375,293 |
75,781 |
5.8% |
7,685,142 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,338.75 |
3,314.75 |
3,234.25 |
|
| R3 |
3,300.00 |
3,276.00 |
3,223.75 |
|
| R2 |
3,261.25 |
3,261.25 |
3,220.00 |
|
| R1 |
3,237.25 |
3,237.25 |
3,216.50 |
3,230.00 |
| PP |
3,222.50 |
3,222.50 |
3,222.50 |
3,219.00 |
| S1 |
3,198.50 |
3,198.50 |
3,209.50 |
3,191.00 |
| S2 |
3,183.75 |
3,183.75 |
3,206.00 |
|
| S3 |
3,145.00 |
3,159.75 |
3,202.25 |
|
| S4 |
3,106.25 |
3,121.00 |
3,191.75 |
|
|
| 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% |
48.75 |
1.5% |
23% |
False |
False |
1,498,969 |
| 10 |
3,284.50 |
3,188.50 |
96.00 |
3.0% |
45.00 |
1.4% |
26% |
False |
False |
1,503,006 |
| 20 |
3,284.50 |
3,030.25 |
254.25 |
7.9% |
54.50 |
1.7% |
72% |
False |
False |
1,589,328 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.2% |
68.00 |
2.1% |
80% |
False |
False |
1,456,653 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.6% |
67.50 |
2.1% |
87% |
False |
False |
972,756 |
| 80 |
3,284.50 |
2,446.50 |
838.00 |
26.1% |
73.75 |
2.3% |
91% |
False |
False |
730,524 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.8% |
98.25 |
3.1% |
94% |
False |
False |
585,772 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.3% |
95.25 |
3.0% |
85% |
False |
False |
488,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,411.50 |
|
2.618 |
3,348.25 |
|
1.618 |
3,309.50 |
|
1.000 |
3,285.50 |
|
0.618 |
3,270.75 |
|
HIGH |
3,246.75 |
|
0.618 |
3,232.00 |
|
0.500 |
3,227.50 |
|
0.382 |
3,222.75 |
|
LOW |
3,208.00 |
|
0.618 |
3,184.00 |
|
1.000 |
3,169.25 |
|
1.618 |
3,145.25 |
|
2.618 |
3,106.50 |
|
4.250 |
3,043.25 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,227.50 |
3,219.00 |
| PP |
3,222.50 |
3,217.00 |
| S1 |
3,217.75 |
3,215.00 |
|