| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,215.00 |
3,256.75 |
41.75 |
1.3% |
3,214.50 |
| High |
3,257.00 |
3,269.00 |
12.00 |
0.4% |
3,284.50 |
| Low |
3,204.25 |
3,195.00 |
-9.25 |
-0.3% |
3,190.25 |
| Close |
3,252.50 |
3,248.75 |
-3.75 |
-0.1% |
3,204.00 |
| Range |
52.75 |
74.00 |
21.25 |
40.3% |
94.25 |
| ATR |
58.45 |
59.56 |
1.11 |
1.9% |
0.00 |
| Volume |
1,218,031 |
2,000,721 |
782,690 |
64.3% |
7,685,142 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,459.50 |
3,428.25 |
3,289.50 |
|
| R3 |
3,385.50 |
3,354.25 |
3,269.00 |
|
| R2 |
3,311.50 |
3,311.50 |
3,262.25 |
|
| R1 |
3,280.25 |
3,280.25 |
3,255.50 |
3,259.00 |
| PP |
3,237.50 |
3,237.50 |
3,237.50 |
3,227.00 |
| S1 |
3,206.25 |
3,206.25 |
3,242.00 |
3,185.00 |
| S2 |
3,163.50 |
3,163.50 |
3,235.25 |
|
| S3 |
3,089.50 |
3,132.25 |
3,228.50 |
|
| S4 |
3,015.50 |
3,058.25 |
3,208.00 |
|
|
| 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 |
3,269.00 |
3,191.50 |
77.50 |
2.4% |
51.25 |
1.6% |
74% |
True |
False |
1,530,980 |
| 10 |
3,284.50 |
3,190.25 |
94.25 |
2.9% |
49.50 |
1.5% |
62% |
False |
False |
1,483,981 |
| 20 |
3,284.50 |
3,095.50 |
189.00 |
5.8% |
54.75 |
1.7% |
81% |
False |
False |
1,587,192 |
| 40 |
3,284.50 |
2,923.75 |
360.75 |
11.1% |
68.75 |
2.1% |
90% |
False |
False |
1,536,029 |
| 60 |
3,284.50 |
2,751.50 |
533.00 |
16.4% |
67.50 |
2.1% |
93% |
False |
False |
1,026,303 |
| 80 |
3,284.50 |
2,616.25 |
668.25 |
20.6% |
72.00 |
2.2% |
95% |
False |
False |
770,537 |
| 100 |
3,284.50 |
2,165.50 |
1,119.00 |
34.4% |
95.75 |
2.9% |
97% |
False |
False |
617,931 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
37.9% |
96.00 |
3.0% |
88% |
False |
False |
515,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,583.50 |
|
2.618 |
3,462.75 |
|
1.618 |
3,388.75 |
|
1.000 |
3,343.00 |
|
0.618 |
3,314.75 |
|
HIGH |
3,269.00 |
|
0.618 |
3,240.75 |
|
0.500 |
3,232.00 |
|
0.382 |
3,223.25 |
|
LOW |
3,195.00 |
|
0.618 |
3,149.25 |
|
1.000 |
3,121.00 |
|
1.618 |
3,075.25 |
|
2.618 |
3,001.25 |
|
4.250 |
2,880.50 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,243.25 |
3,243.25 |
| PP |
3,237.50 |
3,237.50 |
| S1 |
3,232.00 |
3,232.00 |
|