| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,373.0 |
3,291.0 |
-82.0 |
-2.4% |
3,320.0 |
| High |
3,377.0 |
3,306.0 |
-71.0 |
-2.1% |
3,430.0 |
| Low |
3,320.0 |
3,280.0 |
-40.0 |
-1.2% |
3,280.0 |
| Close |
3,353.0 |
3,290.0 |
-63.0 |
-1.9% |
3,290.0 |
| Range |
57.0 |
26.0 |
-31.0 |
-54.4% |
150.0 |
| ATR |
61.7 |
62.5 |
0.8 |
1.3% |
0.0 |
| Volume |
171 |
6,517 |
6,346 |
3,711.1% |
8,161 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,370.0 |
3,356.0 |
3,304.3 |
|
| R3 |
3,344.0 |
3,330.0 |
3,297.2 |
|
| R2 |
3,318.0 |
3,318.0 |
3,294.8 |
|
| R1 |
3,304.0 |
3,304.0 |
3,292.4 |
3,298.0 |
| PP |
3,292.0 |
3,292.0 |
3,292.0 |
3,289.0 |
| S1 |
3,278.0 |
3,278.0 |
3,287.6 |
3,272.0 |
| S2 |
3,266.0 |
3,266.0 |
3,285.2 |
|
| S3 |
3,240.0 |
3,252.0 |
3,282.9 |
|
| S4 |
3,214.0 |
3,226.0 |
3,275.7 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,783.3 |
3,686.7 |
3,372.5 |
|
| R3 |
3,633.3 |
3,536.7 |
3,331.3 |
|
| R2 |
3,483.3 |
3,483.3 |
3,317.5 |
|
| R1 |
3,386.7 |
3,386.7 |
3,303.8 |
3,360.0 |
| PP |
3,333.3 |
3,333.3 |
3,333.3 |
3,320.0 |
| S1 |
3,236.7 |
3,236.7 |
3,276.3 |
3,210.0 |
| S2 |
3,183.3 |
3,183.3 |
3,262.5 |
|
| S3 |
3,033.3 |
3,086.7 |
3,248.8 |
|
| S4 |
2,883.3 |
2,936.7 |
3,207.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,430.0 |
3,280.0 |
150.0 |
4.6% |
50.0 |
1.5% |
7% |
False |
True |
1,632 |
| 10 |
3,430.0 |
3,260.0 |
170.0 |
5.2% |
46.9 |
1.4% |
18% |
False |
False |
948 |
| 20 |
3,430.0 |
3,155.0 |
275.0 |
8.4% |
50.1 |
1.5% |
49% |
False |
False |
2,150 |
| 40 |
3,430.0 |
3,026.0 |
404.0 |
12.3% |
52.2 |
1.6% |
65% |
False |
False |
5,154 |
| 60 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
43.9 |
1.3% |
82% |
False |
False |
6,692 |
| 80 |
3,430.0 |
2,612.0 |
818.0 |
24.9% |
38.3 |
1.2% |
83% |
False |
False |
9,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,416.5 |
|
2.618 |
3,374.1 |
|
1.618 |
3,348.1 |
|
1.000 |
3,332.0 |
|
0.618 |
3,322.1 |
|
HIGH |
3,306.0 |
|
0.618 |
3,296.1 |
|
0.500 |
3,293.0 |
|
0.382 |
3,289.9 |
|
LOW |
3,280.0 |
|
0.618 |
3,263.9 |
|
1.000 |
3,254.0 |
|
1.618 |
3,237.9 |
|
2.618 |
3,211.9 |
|
4.250 |
3,169.5 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,293.0 |
3,333.5 |
| PP |
3,292.0 |
3,319.0 |
| S1 |
3,291.0 |
3,304.5 |
|