| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,706.00 |
10,693.00 |
-13.00 |
-0.1% |
10,347.25 |
| High |
10,766.50 |
10,698.25 |
-68.25 |
-0.6% |
10,847.50 |
| Low |
10,551.25 |
10,475.50 |
-75.75 |
-0.7% |
10,308.75 |
| Close |
10,683.25 |
10,511.75 |
-171.50 |
-1.6% |
10,837.25 |
| Range |
215.25 |
222.75 |
7.50 |
3.5% |
538.75 |
| ATR |
258.45 |
255.90 |
-2.55 |
-1.0% |
0.00 |
| Volume |
719,947 |
628,898 |
-91,049 |
-12.6% |
2,567,559 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,230.00 |
11,093.75 |
10,634.25 |
|
| R3 |
11,007.25 |
10,871.00 |
10,573.00 |
|
| R2 |
10,784.50 |
10,784.50 |
10,552.50 |
|
| R1 |
10,648.25 |
10,648.25 |
10,532.25 |
10,605.00 |
| PP |
10,561.75 |
10,561.75 |
10,561.75 |
10,540.25 |
| S1 |
10,425.50 |
10,425.50 |
10,491.25 |
10,382.25 |
| S2 |
10,339.00 |
10,339.00 |
10,471.00 |
|
| S3 |
10,116.25 |
10,202.75 |
10,450.50 |
|
| S4 |
9,893.50 |
9,980.00 |
10,389.25 |
|
|
| 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 |
6.7% |
298.25 |
2.8% |
22% |
False |
False |
705,520 |
| 10 |
11,058.50 |
10,246.50 |
812.00 |
7.7% |
254.25 |
2.4% |
33% |
False |
False |
597,235 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.7% |
254.25 |
2.4% |
59% |
False |
False |
536,993 |
| 40 |
11,058.50 |
9,158.75 |
1,899.75 |
18.1% |
241.75 |
2.3% |
71% |
False |
False |
317,439 |
| 60 |
11,058.50 |
8,392.75 |
2,665.75 |
25.4% |
240.00 |
2.3% |
79% |
False |
False |
211,743 |
| 80 |
11,058.50 |
7,028.75 |
4,029.75 |
38.3% |
264.50 |
2.5% |
86% |
False |
False |
158,959 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
42.2% |
318.50 |
3.0% |
88% |
False |
False |
127,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,645.00 |
|
2.618 |
11,281.50 |
|
1.618 |
11,058.75 |
|
1.000 |
10,921.00 |
|
0.618 |
10,836.00 |
|
HIGH |
10,698.25 |
|
0.618 |
10,613.25 |
|
0.500 |
10,587.00 |
|
0.382 |
10,560.50 |
|
LOW |
10,475.50 |
|
0.618 |
10,337.75 |
|
1.000 |
10,252.75 |
|
1.618 |
10,115.00 |
|
2.618 |
9,892.25 |
|
4.250 |
9,528.75 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,587.00 |
10,562.50 |
| PP |
10,561.75 |
10,545.75 |
| S1 |
10,536.75 |
10,528.75 |
|