| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,850.00 |
10,565.50 |
-284.50 |
-2.6% |
10,621.25 |
| High |
10,938.50 |
10,597.00 |
-341.50 |
-3.1% |
11,058.00 |
| Low |
10,514.50 |
10,301.00 |
-213.50 |
-2.0% |
10,301.00 |
| Close |
10,548.25 |
10,459.00 |
-89.25 |
-0.8% |
10,459.00 |
| Range |
424.00 |
296.00 |
-128.00 |
-30.2% |
757.00 |
| ATR |
266.37 |
268.48 |
2.12 |
0.8% |
0.00 |
| Volume |
644,189 |
652,482 |
8,293 |
1.3% |
2,864,918 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,340.25 |
11,195.75 |
10,621.75 |
|
| R3 |
11,044.25 |
10,899.75 |
10,540.50 |
|
| R2 |
10,748.25 |
10,748.25 |
10,513.25 |
|
| R1 |
10,603.75 |
10,603.75 |
10,486.25 |
10,528.00 |
| PP |
10,452.25 |
10,452.25 |
10,452.25 |
10,414.50 |
| S1 |
10,307.75 |
10,307.75 |
10,431.75 |
10,232.00 |
| S2 |
10,156.25 |
10,156.25 |
10,404.75 |
|
| S3 |
9,860.25 |
10,011.75 |
10,377.50 |
|
| S4 |
9,564.25 |
9,715.75 |
10,296.25 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,877.00 |
12,425.00 |
10,875.25 |
|
| R3 |
12,120.00 |
11,668.00 |
10,667.25 |
|
| R2 |
11,363.00 |
11,363.00 |
10,597.75 |
|
| R1 |
10,911.00 |
10,911.00 |
10,528.50 |
10,758.50 |
| PP |
10,606.00 |
10,606.00 |
10,606.00 |
10,529.75 |
| S1 |
10,154.00 |
10,154.00 |
10,389.50 |
10,001.50 |
| S2 |
9,849.00 |
9,849.00 |
10,320.25 |
|
| S3 |
9,092.00 |
9,397.00 |
10,250.75 |
|
| S4 |
8,335.00 |
8,640.00 |
10,042.75 |
|
|
| 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 |
10,301.00 |
757.00 |
7.2% |
313.25 |
3.0% |
21% |
False |
True |
572,983 |
| 10 |
11,058.50 |
10,301.00 |
757.50 |
7.2% |
298.25 |
2.9% |
21% |
False |
True |
630,809 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.7% |
264.25 |
2.5% |
55% |
False |
False |
558,062 |
| 40 |
11,058.50 |
9,355.00 |
1,703.50 |
16.3% |
250.75 |
2.4% |
65% |
False |
False |
400,040 |
| 60 |
11,058.50 |
8,545.00 |
2,513.50 |
24.0% |
242.25 |
2.3% |
76% |
False |
False |
266,852 |
| 80 |
11,058.50 |
7,378.00 |
3,680.50 |
35.2% |
253.75 |
2.4% |
84% |
False |
False |
200,245 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
42.4% |
308.75 |
3.0% |
86% |
False |
False |
160,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,855.00 |
|
2.618 |
11,372.00 |
|
1.618 |
11,076.00 |
|
1.000 |
10,893.00 |
|
0.618 |
10,780.00 |
|
HIGH |
10,597.00 |
|
0.618 |
10,484.00 |
|
0.500 |
10,449.00 |
|
0.382 |
10,414.00 |
|
LOW |
10,301.00 |
|
0.618 |
10,118.00 |
|
1.000 |
10,005.00 |
|
1.618 |
9,822.00 |
|
2.618 |
9,526.00 |
|
4.250 |
9,043.00 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,455.75 |
10,619.75 |
| PP |
10,452.25 |
10,566.25 |
| S1 |
10,449.00 |
10,512.50 |
|