| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,952.25 |
10,850.75 |
-101.50 |
-0.9% |
10,848.25 |
| High |
11,058.00 |
10,916.25 |
-141.75 |
-1.3% |
11,058.50 |
| Low |
10,784.75 |
10,761.25 |
-23.50 |
-0.2% |
10,358.75 |
| Close |
10,851.00 |
10,804.25 |
-46.75 |
-0.4% |
10,622.50 |
| Range |
273.25 |
155.00 |
-118.25 |
-43.3% |
699.75 |
| ATR |
261.88 |
254.24 |
-7.63 |
-2.9% |
0.00 |
| Volume |
587,994 |
483,851 |
-104,143 |
-17.7% |
3,443,175 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,292.25 |
11,203.25 |
10,889.50 |
|
| R3 |
11,137.25 |
11,048.25 |
10,847.00 |
|
| R2 |
10,982.25 |
10,982.25 |
10,832.75 |
|
| R1 |
10,893.25 |
10,893.25 |
10,818.50 |
10,860.25 |
| PP |
10,827.25 |
10,827.25 |
10,827.25 |
10,810.75 |
| S1 |
10,738.25 |
10,738.25 |
10,790.00 |
10,705.25 |
| S2 |
10,672.25 |
10,672.25 |
10,775.75 |
|
| S3 |
10,517.25 |
10,583.25 |
10,761.50 |
|
| S4 |
10,362.25 |
10,428.25 |
10,719.00 |
|
|
| 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 |
11,058.00 |
10,475.50 |
582.50 |
5.4% |
243.00 |
2.2% |
56% |
False |
False |
528,057 |
| 10 |
11,058.50 |
10,358.75 |
699.75 |
6.5% |
269.75 |
2.5% |
64% |
False |
False |
614,637 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.3% |
255.00 |
2.4% |
81% |
False |
False |
552,023 |
| 40 |
11,058.50 |
9,158.75 |
1,899.75 |
17.6% |
247.00 |
2.3% |
87% |
False |
False |
367,680 |
| 60 |
11,058.50 |
8,545.00 |
2,513.50 |
23.3% |
241.25 |
2.2% |
90% |
False |
False |
245,251 |
| 80 |
11,058.50 |
7,378.00 |
3,680.50 |
34.1% |
254.00 |
2.4% |
93% |
False |
False |
184,051 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.0% |
311.75 |
2.9% |
94% |
False |
False |
147,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,575.00 |
|
2.618 |
11,322.00 |
|
1.618 |
11,167.00 |
|
1.000 |
11,071.25 |
|
0.618 |
11,012.00 |
|
HIGH |
10,916.25 |
|
0.618 |
10,857.00 |
|
0.500 |
10,838.75 |
|
0.382 |
10,820.50 |
|
LOW |
10,761.25 |
|
0.618 |
10,665.50 |
|
1.000 |
10,606.25 |
|
1.618 |
10,510.50 |
|
2.618 |
10,355.50 |
|
4.250 |
10,102.50 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,838.75 |
10,803.50 |
| PP |
10,827.25 |
10,802.75 |
| S1 |
10,815.75 |
10,802.00 |
|