| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,490.00 |
10,682.50 |
192.50 |
1.8% |
10,621.25 |
| High |
10,684.00 |
10,758.50 |
74.50 |
0.7% |
11,058.00 |
| Low |
10,401.00 |
10,514.00 |
113.00 |
1.1% |
10,301.00 |
| Close |
10,675.25 |
10,540.00 |
-135.25 |
-1.3% |
10,459.00 |
| Range |
283.00 |
244.50 |
-38.50 |
-13.6% |
757.00 |
| ATR |
269.52 |
267.73 |
-1.79 |
-0.7% |
0.00 |
| Volume |
444,802 |
445,252 |
450 |
0.1% |
2,864,918 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,337.75 |
11,183.25 |
10,674.50 |
|
| R3 |
11,093.25 |
10,938.75 |
10,607.25 |
|
| R2 |
10,848.75 |
10,848.75 |
10,584.75 |
|
| R1 |
10,694.25 |
10,694.25 |
10,562.50 |
10,649.25 |
| PP |
10,604.25 |
10,604.25 |
10,604.25 |
10,581.50 |
| S1 |
10,449.75 |
10,449.75 |
10,517.50 |
10,404.75 |
| S2 |
10,359.75 |
10,359.75 |
10,495.25 |
|
| S3 |
10,115.25 |
10,205.25 |
10,472.75 |
|
| S4 |
9,870.75 |
9,960.75 |
10,405.50 |
|
|
| 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 |
10,938.50 |
10,301.00 |
637.50 |
6.0% |
280.50 |
2.7% |
37% |
False |
False |
534,115 |
| 10 |
11,058.00 |
10,301.00 |
757.00 |
7.2% |
267.75 |
2.5% |
32% |
False |
False |
554,696 |
| 20 |
11,058.50 |
9,940.25 |
1,118.25 |
10.6% |
262.50 |
2.5% |
54% |
False |
False |
549,780 |
| 40 |
11,058.50 |
9,368.25 |
1,690.25 |
16.0% |
254.75 |
2.4% |
69% |
False |
False |
422,248 |
| 60 |
11,058.50 |
8,545.00 |
2,513.50 |
23.8% |
242.75 |
2.3% |
79% |
False |
False |
281,678 |
| 80 |
11,058.50 |
7,426.00 |
3,632.50 |
34.5% |
252.75 |
2.4% |
86% |
False |
False |
211,359 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
42.1% |
307.50 |
2.9% |
88% |
False |
False |
169,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,797.50 |
|
2.618 |
11,398.50 |
|
1.618 |
11,154.00 |
|
1.000 |
11,003.00 |
|
0.618 |
10,909.50 |
|
HIGH |
10,758.50 |
|
0.618 |
10,665.00 |
|
0.500 |
10,636.25 |
|
0.382 |
10,607.50 |
|
LOW |
10,514.00 |
|
0.618 |
10,363.00 |
|
1.000 |
10,269.50 |
|
1.618 |
10,118.50 |
|
2.618 |
9,874.00 |
|
4.250 |
9,475.00 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,636.25 |
10,536.50 |
| PP |
10,604.25 |
10,533.25 |
| S1 |
10,572.00 |
10,529.75 |
|