| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,682.50 |
10,558.00 |
-124.50 |
-1.2% |
10,621.25 |
| High |
10,758.50 |
10,699.75 |
-58.75 |
-0.5% |
11,058.00 |
| Low |
10,514.00 |
10,512.25 |
-1.75 |
0.0% |
10,301.00 |
| Close |
10,540.00 |
10,674.25 |
134.25 |
1.3% |
10,459.00 |
| Range |
244.50 |
187.50 |
-57.00 |
-23.3% |
757.00 |
| ATR |
267.73 |
262.00 |
-5.73 |
-2.1% |
0.00 |
| Volume |
445,252 |
368,010 |
-77,242 |
-17.3% |
2,864,918 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,191.25 |
11,120.25 |
10,777.50 |
|
| R3 |
11,003.75 |
10,932.75 |
10,725.75 |
|
| R2 |
10,816.25 |
10,816.25 |
10,708.50 |
|
| R1 |
10,745.25 |
10,745.25 |
10,691.50 |
10,780.75 |
| PP |
10,628.75 |
10,628.75 |
10,628.75 |
10,646.50 |
| S1 |
10,557.75 |
10,557.75 |
10,657.00 |
10,593.25 |
| S2 |
10,441.25 |
10,441.25 |
10,640.00 |
|
| S3 |
10,253.75 |
10,370.25 |
10,622.75 |
|
| S4 |
10,066.25 |
10,182.75 |
10,571.00 |
|
|
| 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% |
287.00 |
2.7% |
59% |
False |
False |
510,947 |
| 10 |
11,058.00 |
10,301.00 |
757.00 |
7.1% |
265.00 |
2.5% |
49% |
False |
False |
519,502 |
| 20 |
11,058.50 |
10,076.00 |
982.50 |
9.2% |
260.25 |
2.4% |
61% |
False |
False |
547,063 |
| 40 |
11,058.50 |
9,368.25 |
1,690.25 |
15.8% |
255.25 |
2.4% |
77% |
False |
False |
431,409 |
| 60 |
11,058.50 |
8,790.50 |
2,268.00 |
21.2% |
241.50 |
2.3% |
83% |
False |
False |
287,806 |
| 80 |
11,058.50 |
7,613.50 |
3,445.00 |
32.3% |
252.25 |
2.4% |
89% |
False |
False |
215,956 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.5% |
305.75 |
2.9% |
91% |
False |
False |
172,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,496.50 |
|
2.618 |
11,190.50 |
|
1.618 |
11,003.00 |
|
1.000 |
10,887.25 |
|
0.618 |
10,815.50 |
|
HIGH |
10,699.75 |
|
0.618 |
10,628.00 |
|
0.500 |
10,606.00 |
|
0.382 |
10,584.00 |
|
LOW |
10,512.25 |
|
0.618 |
10,396.50 |
|
1.000 |
10,324.75 |
|
1.618 |
10,209.00 |
|
2.618 |
10,021.50 |
|
4.250 |
9,715.50 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,651.50 |
10,642.75 |
| PP |
10,628.75 |
10,611.25 |
| S1 |
10,606.00 |
10,579.75 |
|