| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,602.00 |
10,706.00 |
104.00 |
1.0% |
10,347.25 |
| High |
10,693.00 |
10,766.50 |
73.50 |
0.7% |
10,847.50 |
| Low |
10,358.75 |
10,551.25 |
192.50 |
1.9% |
10,308.75 |
| Close |
10,646.25 |
10,683.25 |
37.00 |
0.3% |
10,837.25 |
| Range |
334.25 |
215.25 |
-119.00 |
-35.6% |
538.75 |
| ATR |
261.77 |
258.45 |
-3.32 |
-1.3% |
0.00 |
| Volume |
915,009 |
719,947 |
-195,062 |
-21.3% |
2,567,559 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,312.75 |
11,213.25 |
10,801.75 |
|
| R3 |
11,097.50 |
10,998.00 |
10,742.50 |
|
| R2 |
10,882.25 |
10,882.25 |
10,722.75 |
|
| R1 |
10,782.75 |
10,782.75 |
10,703.00 |
10,725.00 |
| PP |
10,667.00 |
10,667.00 |
10,667.00 |
10,638.00 |
| S1 |
10,567.50 |
10,567.50 |
10,663.50 |
10,509.50 |
| S2 |
10,451.75 |
10,451.75 |
10,643.75 |
|
| S3 |
10,236.50 |
10,352.25 |
10,624.00 |
|
| S4 |
10,021.25 |
10,137.00 |
10,564.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,280.75 |
12,097.75 |
11,133.50 |
|
| R3 |
11,742.00 |
11,559.00 |
10,985.50 |
|
| R2 |
11,203.25 |
11,203.25 |
10,936.00 |
|
| R1 |
11,020.25 |
11,020.25 |
10,886.75 |
11,111.75 |
| PP |
10,664.50 |
10,664.50 |
10,664.50 |
10,710.25 |
| S1 |
10,481.50 |
10,481.50 |
10,787.75 |
10,573.00 |
| S2 |
10,125.75 |
10,125.75 |
10,738.50 |
|
| S3 |
9,587.00 |
9,942.75 |
10,689.00 |
|
| S4 |
9,048.25 |
9,404.00 |
10,541.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,058.50 |
10,358.75 |
699.75 |
6.5% |
296.50 |
2.8% |
46% |
False |
False |
701,217 |
| 10 |
11,058.50 |
10,076.00 |
982.50 |
9.2% |
255.50 |
2.4% |
62% |
False |
False |
574,624 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.4% |
249.75 |
2.3% |
72% |
False |
False |
525,777 |
| 40 |
11,058.50 |
9,158.75 |
1,899.75 |
17.8% |
239.50 |
2.2% |
80% |
False |
False |
301,726 |
| 60 |
11,058.50 |
8,334.00 |
2,724.50 |
25.5% |
243.25 |
2.3% |
86% |
False |
False |
201,271 |
| 80 |
11,058.50 |
6,626.00 |
4,432.50 |
41.5% |
270.25 |
2.5% |
92% |
False |
False |
151,118 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.5% |
319.25 |
3.0% |
92% |
False |
False |
120,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,681.25 |
|
2.618 |
11,330.00 |
|
1.618 |
11,114.75 |
|
1.000 |
10,981.75 |
|
0.618 |
10,899.50 |
|
HIGH |
10,766.50 |
|
0.618 |
10,684.25 |
|
0.500 |
10,659.00 |
|
0.382 |
10,633.50 |
|
LOW |
10,551.25 |
|
0.618 |
10,418.25 |
|
1.000 |
10,336.00 |
|
1.618 |
10,203.00 |
|
2.618 |
9,987.75 |
|
4.250 |
9,636.50 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,675.00 |
10,708.50 |
| PP |
10,667.00 |
10,700.25 |
| S1 |
10,659.00 |
10,691.75 |
|