| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,532.25 |
10,621.25 |
89.00 |
0.8% |
10,848.25 |
| High |
10,669.75 |
10,964.50 |
294.75 |
2.8% |
11,058.50 |
| Low |
10,523.75 |
10,546.25 |
22.50 |
0.2% |
10,358.75 |
| Close |
10,622.50 |
10,951.00 |
328.50 |
3.1% |
10,622.50 |
| Range |
146.00 |
418.25 |
272.25 |
186.5% |
699.75 |
| ATR |
248.90 |
261.00 |
12.10 |
4.9% |
0.00 |
| Volume |
443,143 |
496,402 |
53,259 |
12.0% |
3,443,175 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,075.25 |
11,931.50 |
11,181.00 |
|
| R3 |
11,657.00 |
11,513.25 |
11,066.00 |
|
| R2 |
11,238.75 |
11,238.75 |
11,027.75 |
|
| R1 |
11,095.00 |
11,095.00 |
10,989.25 |
11,167.00 |
| PP |
10,820.50 |
10,820.50 |
10,820.50 |
10,856.50 |
| S1 |
10,676.75 |
10,676.75 |
10,912.75 |
10,748.50 |
| S2 |
10,402.25 |
10,402.25 |
10,874.25 |
|
| S3 |
9,984.00 |
10,258.50 |
10,836.00 |
|
| S4 |
9,565.75 |
9,840.25 |
10,721.00 |
|
|
| 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 |
10,964.50 |
10,358.75 |
605.75 |
5.5% |
267.25 |
2.4% |
98% |
True |
False |
640,679 |
| 10 |
11,058.50 |
10,358.75 |
699.75 |
6.4% |
262.50 |
2.4% |
85% |
False |
False |
602,076 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.1% |
264.50 |
2.4% |
92% |
False |
False |
536,493 |
| 40 |
11,058.50 |
9,158.75 |
1,899.75 |
17.3% |
246.50 |
2.3% |
94% |
False |
False |
340,911 |
| 60 |
11,058.50 |
8,491.00 |
2,567.50 |
23.4% |
241.25 |
2.2% |
96% |
False |
False |
227,394 |
| 80 |
11,058.50 |
7,314.50 |
3,744.00 |
34.2% |
260.00 |
2.4% |
97% |
False |
False |
170,671 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
40.5% |
317.00 |
2.9% |
98% |
False |
False |
136,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,742.00 |
|
2.618 |
12,059.50 |
|
1.618 |
11,641.25 |
|
1.000 |
11,382.75 |
|
0.618 |
11,223.00 |
|
HIGH |
10,964.50 |
|
0.618 |
10,804.75 |
|
0.500 |
10,755.50 |
|
0.382 |
10,706.00 |
|
LOW |
10,546.25 |
|
0.618 |
10,287.75 |
|
1.000 |
10,128.00 |
|
1.618 |
9,869.50 |
|
2.618 |
9,451.25 |
|
4.250 |
8,768.75 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,885.75 |
10,874.00 |
| PP |
10,820.50 |
10,797.00 |
| S1 |
10,755.50 |
10,720.00 |
|