| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,558.00 |
10,700.00 |
142.00 |
1.3% |
10,621.25 |
| High |
10,699.75 |
10,897.25 |
197.50 |
1.8% |
11,058.00 |
| Low |
10,512.25 |
10,502.75 |
-9.50 |
-0.1% |
10,301.00 |
| Close |
10,674.25 |
10,794.00 |
119.75 |
1.1% |
10,459.00 |
| Range |
187.50 |
394.50 |
207.00 |
110.4% |
757.00 |
| ATR |
262.00 |
271.47 |
9.46 |
3.6% |
0.00 |
| Volume |
368,010 |
521,157 |
153,147 |
41.6% |
2,864,918 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,914.75 |
11,749.00 |
11,011.00 |
|
| R3 |
11,520.25 |
11,354.50 |
10,902.50 |
|
| R2 |
11,125.75 |
11,125.75 |
10,866.25 |
|
| R1 |
10,960.00 |
10,960.00 |
10,830.25 |
11,043.00 |
| PP |
10,731.25 |
10,731.25 |
10,731.25 |
10,772.75 |
| S1 |
10,565.50 |
10,565.50 |
10,757.75 |
10,648.50 |
| S2 |
10,336.75 |
10,336.75 |
10,721.75 |
|
| S3 |
9,942.25 |
10,171.00 |
10,685.50 |
|
| S4 |
9,547.75 |
9,776.50 |
10,577.00 |
|
|
| 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 |
10,897.25 |
10,301.00 |
596.25 |
5.5% |
281.00 |
2.6% |
83% |
True |
False |
486,340 |
| 10 |
11,058.00 |
10,301.00 |
757.00 |
7.0% |
282.25 |
2.6% |
65% |
False |
False |
508,728 |
| 20 |
11,058.50 |
10,246.50 |
812.00 |
7.5% |
268.25 |
2.5% |
67% |
False |
False |
552,981 |
| 40 |
11,058.50 |
9,368.25 |
1,690.25 |
15.7% |
263.00 |
2.4% |
84% |
False |
False |
444,404 |
| 60 |
11,058.50 |
8,834.00 |
2,224.50 |
20.6% |
244.75 |
2.3% |
88% |
False |
False |
296,489 |
| 80 |
11,058.50 |
7,950.25 |
3,108.25 |
28.8% |
251.25 |
2.3% |
91% |
False |
False |
222,465 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
41.1% |
305.50 |
2.8% |
94% |
False |
False |
178,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,574.00 |
|
2.618 |
11,930.00 |
|
1.618 |
11,535.50 |
|
1.000 |
11,291.75 |
|
0.618 |
11,141.00 |
|
HIGH |
10,897.25 |
|
0.618 |
10,746.50 |
|
0.500 |
10,700.00 |
|
0.382 |
10,653.50 |
|
LOW |
10,502.75 |
|
0.618 |
10,259.00 |
|
1.000 |
10,108.25 |
|
1.618 |
9,864.50 |
|
2.618 |
9,470.00 |
|
4.250 |
8,826.00 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,762.75 |
10,762.75 |
| PP |
10,731.25 |
10,731.25 |
| S1 |
10,700.00 |
10,700.00 |
|