| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,321.0 |
3,281.0 |
-40.0 |
-1.2% |
3,338.0 |
| High |
3,331.0 |
3,310.0 |
-21.0 |
-0.6% |
3,345.0 |
| Low |
3,267.0 |
3,260.0 |
-7.0 |
-0.2% |
3,213.0 |
| Close |
3,330.0 |
3,291.0 |
-39.0 |
-1.2% |
3,272.0 |
| Range |
64.0 |
50.0 |
-14.0 |
-21.9% |
132.0 |
| ATR |
67.9 |
68.0 |
0.2 |
0.2% |
0.0 |
| Volume |
148 |
573 |
425 |
287.2% |
13,984 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,437.0 |
3,414.0 |
3,318.5 |
|
| R3 |
3,387.0 |
3,364.0 |
3,304.8 |
|
| R2 |
3,337.0 |
3,337.0 |
3,300.2 |
|
| R1 |
3,314.0 |
3,314.0 |
3,295.6 |
3,325.5 |
| PP |
3,287.0 |
3,287.0 |
3,287.0 |
3,292.8 |
| S1 |
3,264.0 |
3,264.0 |
3,286.4 |
3,275.5 |
| S2 |
3,237.0 |
3,237.0 |
3,281.8 |
|
| S3 |
3,187.0 |
3,214.0 |
3,277.3 |
|
| S4 |
3,137.0 |
3,164.0 |
3,263.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,672.7 |
3,604.3 |
3,344.6 |
|
| R3 |
3,540.7 |
3,472.3 |
3,308.3 |
|
| R2 |
3,408.7 |
3,408.7 |
3,296.2 |
|
| R1 |
3,340.3 |
3,340.3 |
3,284.1 |
3,308.5 |
| PP |
3,276.7 |
3,276.7 |
3,276.7 |
3,260.8 |
| S1 |
3,208.3 |
3,208.3 |
3,259.9 |
3,176.5 |
| S2 |
3,144.7 |
3,144.7 |
3,247.8 |
|
| S3 |
3,012.7 |
3,076.3 |
3,235.7 |
|
| S4 |
2,880.7 |
2,944.3 |
3,199.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,331.0 |
3,213.0 |
118.0 |
3.6% |
61.0 |
1.9% |
66% |
False |
False |
2,639 |
| 10 |
3,345.0 |
3,155.0 |
190.0 |
5.8% |
55.9 |
1.7% |
72% |
False |
False |
1,851 |
| 20 |
3,345.0 |
3,131.0 |
214.0 |
6.5% |
55.5 |
1.7% |
75% |
False |
False |
4,600 |
| 40 |
3,345.0 |
2,826.0 |
519.0 |
15.8% |
49.3 |
1.5% |
90% |
False |
False |
7,330 |
| 60 |
3,345.0 |
2,665.0 |
680.0 |
20.7% |
41.4 |
1.3% |
92% |
False |
False |
8,219 |
| 80 |
3,345.0 |
2,381.0 |
964.0 |
29.3% |
34.7 |
1.1% |
94% |
False |
False |
10,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,522.5 |
|
2.618 |
3,440.9 |
|
1.618 |
3,390.9 |
|
1.000 |
3,360.0 |
|
0.618 |
3,340.9 |
|
HIGH |
3,310.0 |
|
0.618 |
3,290.9 |
|
0.500 |
3,285.0 |
|
0.382 |
3,279.1 |
|
LOW |
3,260.0 |
|
0.618 |
3,229.1 |
|
1.000 |
3,210.0 |
|
1.618 |
3,179.1 |
|
2.618 |
3,129.1 |
|
4.250 |
3,047.5 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,289.0 |
3,284.7 |
| PP |
3,287.0 |
3,278.3 |
| S1 |
3,285.0 |
3,272.0 |
|