| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,700.00 |
10,906.50 |
206.50 |
1.9% |
10,490.00 |
| High |
10,897.25 |
10,939.00 |
41.75 |
0.4% |
10,939.00 |
| Low |
10,502.75 |
10,691.00 |
188.25 |
1.8% |
10,401.00 |
| Close |
10,794.00 |
10,890.50 |
96.50 |
0.9% |
10,890.50 |
| Range |
394.50 |
248.00 |
-146.50 |
-37.1% |
538.00 |
| ATR |
271.47 |
269.79 |
-1.68 |
-0.6% |
0.00 |
| Volume |
521,157 |
631,553 |
110,396 |
21.2% |
2,410,774 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,584.25 |
11,485.25 |
11,027.00 |
|
| R3 |
11,336.25 |
11,237.25 |
10,958.75 |
|
| R2 |
11,088.25 |
11,088.25 |
10,936.00 |
|
| R1 |
10,989.25 |
10,989.25 |
10,913.25 |
10,914.75 |
| PP |
10,840.25 |
10,840.25 |
10,840.25 |
10,803.00 |
| S1 |
10,741.25 |
10,741.25 |
10,867.75 |
10,666.75 |
| S2 |
10,592.25 |
10,592.25 |
10,845.00 |
|
| S3 |
10,344.25 |
10,493.25 |
10,822.25 |
|
| S4 |
10,096.25 |
10,245.25 |
10,754.00 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,357.50 |
12,162.00 |
11,186.50 |
|
| R3 |
11,819.50 |
11,624.00 |
11,038.50 |
|
| R2 |
11,281.50 |
11,281.50 |
10,989.25 |
|
| R1 |
11,086.00 |
11,086.00 |
10,939.75 |
11,183.75 |
| PP |
10,743.50 |
10,743.50 |
10,743.50 |
10,792.50 |
| S1 |
10,548.00 |
10,548.00 |
10,841.25 |
10,645.75 |
| S2 |
10,205.50 |
10,205.50 |
10,791.75 |
|
| S3 |
9,667.50 |
10,010.00 |
10,742.50 |
|
| S4 |
9,129.50 |
9,472.00 |
10,594.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,939.00 |
10,401.00 |
538.00 |
4.9% |
271.50 |
2.5% |
91% |
True |
False |
482,154 |
| 10 |
11,058.00 |
10,301.00 |
757.00 |
7.0% |
292.50 |
2.7% |
78% |
False |
False |
527,569 |
| 20 |
11,058.50 |
10,301.00 |
757.50 |
7.0% |
272.00 |
2.5% |
78% |
False |
False |
564,321 |
| 40 |
11,058.50 |
9,368.25 |
1,690.25 |
15.5% |
265.00 |
2.4% |
90% |
False |
False |
460,156 |
| 60 |
11,058.50 |
8,834.00 |
2,224.50 |
20.4% |
246.00 |
2.3% |
92% |
False |
False |
307,011 |
| 80 |
11,058.50 |
7,954.50 |
3,104.00 |
28.5% |
249.75 |
2.3% |
95% |
False |
False |
230,348 |
| 100 |
11,058.50 |
6,626.00 |
4,432.50 |
40.7% |
302.50 |
2.8% |
96% |
False |
False |
184,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,993.00 |
|
2.618 |
11,588.25 |
|
1.618 |
11,340.25 |
|
1.000 |
11,187.00 |
|
0.618 |
11,092.25 |
|
HIGH |
10,939.00 |
|
0.618 |
10,844.25 |
|
0.500 |
10,815.00 |
|
0.382 |
10,785.75 |
|
LOW |
10,691.00 |
|
0.618 |
10,537.75 |
|
1.000 |
10,443.00 |
|
1.618 |
10,289.75 |
|
2.618 |
10,041.75 |
|
4.250 |
9,637.00 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,865.25 |
10,834.00 |
| PP |
10,840.25 |
10,777.50 |
| S1 |
10,815.00 |
10,721.00 |
|