| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,235.00 |
3,215.00 |
-20.00 |
-0.6% |
3,214.50 |
| High |
3,246.75 |
3,257.00 |
10.25 |
0.3% |
3,284.50 |
| Low |
3,208.00 |
3,204.25 |
-3.75 |
-0.1% |
3,190.25 |
| Close |
3,213.00 |
3,252.50 |
39.50 |
1.2% |
3,204.00 |
| Range |
38.75 |
52.75 |
14.00 |
36.1% |
94.25 |
| ATR |
58.88 |
58.45 |
-0.44 |
-0.7% |
0.00 |
| Volume |
1,375,293 |
1,218,031 |
-157,262 |
-11.4% |
7,685,142 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.25 |
3,377.00 |
3,281.50 |
|
| R3 |
3,343.50 |
3,324.25 |
3,267.00 |
|
| R2 |
3,290.75 |
3,290.75 |
3,262.25 |
|
| R1 |
3,271.50 |
3,271.50 |
3,257.25 |
3,281.00 |
| PP |
3,238.00 |
3,238.00 |
3,238.00 |
3,242.75 |
| S1 |
3,218.75 |
3,218.75 |
3,247.75 |
3,228.50 |
| S2 |
3,185.25 |
3,185.25 |
3,242.75 |
|
| S3 |
3,132.50 |
3,166.00 |
3,238.00 |
|
| S4 |
3,079.75 |
3,113.25 |
3,223.50 |
|
|
| 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% |
50.50 |
1.6% |
66% |
False |
False |
1,471,727 |
| 10 |
3,284.50 |
3,188.50 |
96.00 |
3.0% |
46.25 |
1.4% |
67% |
False |
False |
1,431,040 |
| 20 |
3,284.50 |
3,062.75 |
221.75 |
6.8% |
53.75 |
1.7% |
86% |
False |
False |
1,564,022 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.1% |
68.25 |
2.1% |
91% |
False |
False |
1,486,601 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.4% |
67.25 |
2.1% |
94% |
False |
False |
993,017 |
| 80 |
3,284.50 |
2,482.50 |
802.00 |
24.7% |
73.50 |
2.3% |
96% |
False |
False |
745,656 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.4% |
97.25 |
3.0% |
97% |
False |
False |
597,934 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.8% |
95.50 |
2.9% |
88% |
False |
False |
498,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,481.25 |
|
2.618 |
3,395.00 |
|
1.618 |
3,342.25 |
|
1.000 |
3,309.75 |
|
0.618 |
3,289.50 |
|
HIGH |
3,257.00 |
|
0.618 |
3,236.75 |
|
0.500 |
3,230.50 |
|
0.382 |
3,224.50 |
|
LOW |
3,204.25 |
|
0.618 |
3,171.75 |
|
1.000 |
3,151.50 |
|
1.618 |
3,119.00 |
|
2.618 |
3,066.25 |
|
4.250 |
2,980.00 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,245.25 |
3,243.25 |
| PP |
3,238.00 |
3,233.75 |
| S1 |
3,230.50 |
3,224.50 |
|