| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,834.2 |
1,839.7 |
5.5 |
0.3% |
1,807.3 |
| High |
1,843.0 |
1,847.2 |
4.2 |
0.2% |
1,857.0 |
| Low |
1,819.3 |
1,831.9 |
12.6 |
0.7% |
1,801.6 |
| Close |
1,841.5 |
1,841.6 |
0.1 |
0.0% |
1,831.3 |
| Range |
23.7 |
15.3 |
-8.4 |
-35.4% |
55.4 |
| ATR |
26.1 |
25.3 |
-0.8 |
-3.0% |
0.0 |
| Volume |
40,627 |
13,324 |
-27,303 |
-67.2% |
176,268 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.1 |
1,879.2 |
1,850.0 |
|
| R3 |
1,870.8 |
1,863.9 |
1,845.8 |
|
| R2 |
1,855.5 |
1,855.5 |
1,844.4 |
|
| R1 |
1,848.6 |
1,848.6 |
1,843.0 |
1,852.1 |
| PP |
1,840.2 |
1,840.2 |
1,840.2 |
1,842.0 |
| S1 |
1,833.3 |
1,833.3 |
1,840.2 |
1,836.8 |
| S2 |
1,824.9 |
1,824.9 |
1,838.8 |
|
| S3 |
1,809.6 |
1,818.0 |
1,837.4 |
|
| S4 |
1,794.3 |
1,802.7 |
1,833.2 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,996.2 |
1,969.1 |
1,861.8 |
|
| R3 |
1,940.8 |
1,913.7 |
1,846.5 |
|
| R2 |
1,885.4 |
1,885.4 |
1,841.5 |
|
| R1 |
1,858.3 |
1,858.3 |
1,836.4 |
1,871.9 |
| PP |
1,830.0 |
1,830.0 |
1,830.0 |
1,836.7 |
| S1 |
1,802.9 |
1,802.9 |
1,826.2 |
1,816.5 |
| S2 |
1,774.6 |
1,774.6 |
1,821.1 |
|
| S3 |
1,719.2 |
1,747.5 |
1,816.1 |
|
| S4 |
1,663.8 |
1,692.1 |
1,800.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,854.6 |
1,819.3 |
35.3 |
1.9% |
20.2 |
1.1% |
63% |
False |
False |
35,777 |
| 10 |
1,857.0 |
1,788.3 |
68.7 |
3.7% |
24.2 |
1.3% |
78% |
False |
False |
29,335 |
| 20 |
1,857.0 |
1,735.6 |
121.4 |
6.6% |
24.2 |
1.3% |
87% |
False |
False |
17,640 |
| 40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
26.5 |
1.4% |
91% |
False |
False |
11,708 |
| 60 |
1,857.0 |
1,670.3 |
186.7 |
10.1% |
28.4 |
1.5% |
92% |
False |
False |
9,325 |
| 80 |
1,857.0 |
1,498.9 |
358.1 |
19.4% |
34.4 |
1.9% |
96% |
False |
False |
8,213 |
| 100 |
1,857.0 |
1,458.8 |
398.2 |
21.6% |
37.9 |
2.1% |
96% |
False |
False |
7,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.2 |
|
2.618 |
1,887.3 |
|
1.618 |
1,872.0 |
|
1.000 |
1,862.5 |
|
0.618 |
1,856.7 |
|
HIGH |
1,847.2 |
|
0.618 |
1,841.4 |
|
0.500 |
1,839.6 |
|
0.382 |
1,837.7 |
|
LOW |
1,831.9 |
|
0.618 |
1,822.4 |
|
1.000 |
1,816.6 |
|
1.618 |
1,807.1 |
|
2.618 |
1,791.8 |
|
4.250 |
1,766.9 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,840.9 |
1,838.9 |
| PP |
1,840.2 |
1,836.2 |
| S1 |
1,839.6 |
1,833.5 |
|