| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,621.25 |
10,952.25 |
331.00 |
3.1% |
10,848.25 |
| High |
10,964.50 |
11,058.00 |
93.50 |
0.9% |
11,058.50 |
| Low |
10,546.25 |
10,784.75 |
238.50 |
2.3% |
10,358.75 |
| Close |
10,951.00 |
10,851.00 |
-100.00 |
-0.9% |
10,622.50 |
| Range |
418.25 |
273.25 |
-145.00 |
-34.7% |
699.75 |
| ATR |
261.00 |
261.88 |
0.87 |
0.3% |
0.00 |
| Volume |
496,402 |
587,994 |
91,592 |
18.5% |
3,443,175 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,717.75 |
11,557.50 |
11,001.25 |
|
| R3 |
11,444.50 |
11,284.25 |
10,926.25 |
|
| R2 |
11,171.25 |
11,171.25 |
10,901.00 |
|
| R1 |
11,011.00 |
11,011.00 |
10,876.00 |
10,954.50 |
| PP |
10,898.00 |
10,898.00 |
10,898.00 |
10,869.50 |
| S1 |
10,737.75 |
10,737.75 |
10,826.00 |
10,681.25 |
| S2 |
10,624.75 |
10,624.75 |
10,801.00 |
|
| S3 |
10,351.50 |
10,464.50 |
10,775.75 |
|
| S4 |
10,078.25 |
10,191.25 |
10,700.75 |
|
|
| 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 |
11,058.00 |
10,475.50 |
582.50 |
5.4% |
255.00 |
2.4% |
64% |
True |
False |
575,276 |
| 10 |
11,058.50 |
10,358.75 |
699.75 |
6.4% |
271.00 |
2.5% |
70% |
False |
False |
614,354 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.3% |
263.50 |
2.4% |
84% |
False |
False |
548,154 |
| 40 |
11,058.50 |
9,158.75 |
1,899.75 |
17.5% |
249.00 |
2.3% |
89% |
False |
False |
355,601 |
| 60 |
11,058.50 |
8,545.00 |
2,513.50 |
23.2% |
241.25 |
2.2% |
92% |
False |
False |
237,191 |
| 80 |
11,058.50 |
7,378.00 |
3,680.50 |
33.9% |
256.25 |
2.4% |
94% |
False |
False |
178,008 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
40.8% |
314.50 |
2.9% |
95% |
False |
False |
142,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,219.25 |
|
2.618 |
11,773.25 |
|
1.618 |
11,500.00 |
|
1.000 |
11,331.25 |
|
0.618 |
11,226.75 |
|
HIGH |
11,058.00 |
|
0.618 |
10,953.50 |
|
0.500 |
10,921.50 |
|
0.382 |
10,889.25 |
|
LOW |
10,784.75 |
|
0.618 |
10,616.00 |
|
1.000 |
10,511.50 |
|
1.618 |
10,342.75 |
|
2.618 |
10,069.50 |
|
4.250 |
9,623.50 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,921.50 |
10,831.00 |
| PP |
10,898.00 |
10,811.00 |
| S1 |
10,874.50 |
10,791.00 |
|