| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,850.75 |
10,850.00 |
-0.75 |
0.0% |
10,848.25 |
| High |
10,916.25 |
10,938.50 |
22.25 |
0.2% |
11,058.50 |
| Low |
10,761.25 |
10,514.50 |
-246.75 |
-2.3% |
10,358.75 |
| Close |
10,804.25 |
10,548.25 |
-256.00 |
-2.4% |
10,622.50 |
| Range |
155.00 |
424.00 |
269.00 |
173.5% |
699.75 |
| ATR |
254.24 |
266.37 |
12.13 |
4.8% |
0.00 |
| Volume |
483,851 |
644,189 |
160,338 |
33.1% |
3,443,175 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,939.00 |
11,667.75 |
10,781.50 |
|
| R3 |
11,515.00 |
11,243.75 |
10,664.75 |
|
| R2 |
11,091.00 |
11,091.00 |
10,626.00 |
|
| R1 |
10,819.75 |
10,819.75 |
10,587.00 |
10,743.50 |
| PP |
10,667.00 |
10,667.00 |
10,667.00 |
10,629.00 |
| S1 |
10,395.75 |
10,395.75 |
10,509.50 |
10,319.50 |
| S2 |
10,243.00 |
10,243.00 |
10,470.50 |
|
| S3 |
9,819.00 |
9,971.75 |
10,431.75 |
|
| S4 |
9,395.00 |
9,547.75 |
10,315.00 |
|
|
| 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 |
10,514.50 |
543.50 |
5.2% |
283.25 |
2.7% |
6% |
False |
True |
531,115 |
| 10 |
11,058.50 |
10,358.75 |
699.75 |
6.6% |
290.75 |
2.8% |
27% |
False |
False |
618,318 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.6% |
260.50 |
2.5% |
62% |
False |
False |
551,150 |
| 40 |
11,058.50 |
9,305.00 |
1,753.50 |
16.6% |
249.25 |
2.4% |
71% |
False |
False |
383,749 |
| 60 |
11,058.50 |
8,545.00 |
2,513.50 |
23.8% |
243.50 |
2.3% |
80% |
False |
False |
255,985 |
| 80 |
11,058.50 |
7,378.00 |
3,680.50 |
34.9% |
253.00 |
2.4% |
86% |
False |
False |
192,099 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
42.0% |
310.50 |
2.9% |
88% |
False |
False |
153,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,740.50 |
|
2.618 |
12,048.50 |
|
1.618 |
11,624.50 |
|
1.000 |
11,362.50 |
|
0.618 |
11,200.50 |
|
HIGH |
10,938.50 |
|
0.618 |
10,776.50 |
|
0.500 |
10,726.50 |
|
0.382 |
10,676.50 |
|
LOW |
10,514.50 |
|
0.618 |
10,252.50 |
|
1.000 |
10,090.50 |
|
1.618 |
9,828.50 |
|
2.618 |
9,404.50 |
|
4.250 |
8,712.50 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,726.50 |
10,786.25 |
| PP |
10,667.00 |
10,707.00 |
| S1 |
10,607.75 |
10,627.50 |
|