| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,693.00 |
10,532.25 |
-160.75 |
-1.5% |
10,848.25 |
| High |
10,698.25 |
10,669.75 |
-28.50 |
-0.3% |
11,058.50 |
| Low |
10,475.50 |
10,523.75 |
48.25 |
0.5% |
10,358.75 |
| Close |
10,511.75 |
10,622.50 |
110.75 |
1.1% |
10,622.50 |
| Range |
222.75 |
146.00 |
-76.75 |
-34.5% |
699.75 |
| ATR |
255.90 |
248.90 |
-6.99 |
-2.7% |
0.00 |
| Volume |
628,898 |
443,143 |
-185,755 |
-29.5% |
3,443,175 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,043.25 |
10,979.00 |
10,702.75 |
|
| R3 |
10,897.25 |
10,833.00 |
10,662.75 |
|
| R2 |
10,751.25 |
10,751.25 |
10,649.25 |
|
| R1 |
10,687.00 |
10,687.00 |
10,636.00 |
10,719.00 |
| PP |
10,605.25 |
10,605.25 |
10,605.25 |
10,621.50 |
| S1 |
10,541.00 |
10,541.00 |
10,609.00 |
10,573.00 |
| S2 |
10,459.25 |
10,459.25 |
10,595.75 |
|
| S3 |
10,313.25 |
10,395.00 |
10,582.25 |
|
| S4 |
10,167.25 |
10,249.00 |
10,542.25 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,779.25 |
12,400.50 |
11,007.25 |
|
| R3 |
12,079.50 |
11,700.75 |
10,815.00 |
|
| R2 |
11,379.75 |
11,379.75 |
10,750.75 |
|
| R1 |
11,001.00 |
11,001.00 |
10,686.75 |
10,840.50 |
| PP |
10,680.00 |
10,680.00 |
10,680.00 |
10,599.50 |
| S1 |
10,301.25 |
10,301.25 |
10,558.25 |
10,140.75 |
| S2 |
9,980.25 |
9,980.25 |
10,494.25 |
|
| S3 |
9,280.50 |
9,601.50 |
10,430.00 |
|
| S4 |
8,580.75 |
8,901.75 |
10,237.75 |
|
|
| 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 |
6.6% |
283.00 |
2.7% |
38% |
False |
False |
688,635 |
| 10 |
11,058.50 |
10,308.75 |
749.75 |
7.1% |
251.50 |
2.4% |
42% |
False |
False |
601,073 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.5% |
253.25 |
2.4% |
67% |
False |
False |
537,595 |
| 40 |
11,058.50 |
9,158.75 |
1,899.75 |
17.9% |
240.00 |
2.3% |
77% |
False |
False |
328,508 |
| 60 |
11,058.50 |
8,491.00 |
2,567.50 |
24.2% |
237.75 |
2.2% |
83% |
False |
False |
219,124 |
| 80 |
11,058.50 |
7,314.50 |
3,744.00 |
35.2% |
259.75 |
2.4% |
88% |
False |
False |
164,488 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.7% |
316.00 |
3.0% |
90% |
False |
False |
131,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,290.25 |
|
2.618 |
11,052.00 |
|
1.618 |
10,906.00 |
|
1.000 |
10,815.75 |
|
0.618 |
10,760.00 |
|
HIGH |
10,669.75 |
|
0.618 |
10,614.00 |
|
0.500 |
10,596.75 |
|
0.382 |
10,579.50 |
|
LOW |
10,523.75 |
|
0.618 |
10,433.50 |
|
1.000 |
10,377.75 |
|
1.618 |
10,287.50 |
|
2.618 |
10,141.50 |
|
4.250 |
9,903.25 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,614.00 |
10,622.00 |
| PP |
10,605.25 |
10,621.50 |
| S1 |
10,596.75 |
10,621.00 |
|