| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,565.50 |
10,490.00 |
-75.50 |
-0.7% |
10,621.25 |
| High |
10,597.00 |
10,684.00 |
87.00 |
0.8% |
11,058.00 |
| Low |
10,301.00 |
10,401.00 |
100.00 |
1.0% |
10,301.00 |
| Close |
10,459.00 |
10,675.25 |
216.25 |
2.1% |
10,459.00 |
| Range |
296.00 |
283.00 |
-13.00 |
-4.4% |
757.00 |
| ATR |
268.48 |
269.52 |
1.04 |
0.4% |
0.00 |
| Volume |
652,482 |
444,802 |
-207,680 |
-31.8% |
2,864,918 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,435.75 |
11,338.50 |
10,831.00 |
|
| R3 |
11,152.75 |
11,055.50 |
10,753.00 |
|
| R2 |
10,869.75 |
10,869.75 |
10,727.25 |
|
| R1 |
10,772.50 |
10,772.50 |
10,701.25 |
10,821.00 |
| PP |
10,586.75 |
10,586.75 |
10,586.75 |
10,611.00 |
| S1 |
10,489.50 |
10,489.50 |
10,649.25 |
10,538.00 |
| S2 |
10,303.75 |
10,303.75 |
10,623.25 |
|
| S3 |
10,020.75 |
10,206.50 |
10,597.50 |
|
| S4 |
9,737.75 |
9,923.50 |
10,519.50 |
|
|
| 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 |
7.1% |
286.25 |
2.7% |
49% |
False |
False |
562,663 |
| 10 |
11,058.00 |
10,301.00 |
757.00 |
7.1% |
276.75 |
2.6% |
49% |
False |
False |
601,671 |
| 20 |
11,058.50 |
9,728.75 |
1,329.75 |
12.5% |
263.50 |
2.5% |
71% |
False |
False |
551,495 |
| 40 |
11,058.50 |
9,368.25 |
1,690.25 |
15.8% |
252.25 |
2.4% |
77% |
False |
False |
411,134 |
| 60 |
11,058.50 |
8,545.00 |
2,513.50 |
23.5% |
242.25 |
2.3% |
85% |
False |
False |
274,262 |
| 80 |
11,058.50 |
7,378.00 |
3,680.50 |
34.5% |
253.25 |
2.4% |
90% |
False |
False |
205,802 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.5% |
307.50 |
2.9% |
91% |
False |
False |
164,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,886.75 |
|
2.618 |
11,425.00 |
|
1.618 |
11,142.00 |
|
1.000 |
10,967.00 |
|
0.618 |
10,859.00 |
|
HIGH |
10,684.00 |
|
0.618 |
10,576.00 |
|
0.500 |
10,542.50 |
|
0.382 |
10,509.00 |
|
LOW |
10,401.00 |
|
0.618 |
10,226.00 |
|
1.000 |
10,118.00 |
|
1.618 |
9,943.00 |
|
2.618 |
9,660.00 |
|
4.250 |
9,198.25 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,631.00 |
10,656.75 |
| PP |
10,586.75 |
10,638.25 |
| S1 |
10,542.50 |
10,619.75 |
|