| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,822.9 |
1,835.5 |
12.6 |
0.7% |
1,831.6 |
| High |
1,837.6 |
1,846.2 |
8.6 |
0.5% |
1,847.7 |
| Low |
1,821.0 |
1,830.7 |
9.7 |
0.5% |
1,819.3 |
| Close |
1,833.7 |
1,840.1 |
6.4 |
0.3% |
1,833.7 |
| Range |
16.6 |
15.5 |
-1.1 |
-6.6% |
28.4 |
| ATR |
24.6 |
23.9 |
-0.6 |
-2.6% |
0.0 |
| Volume |
16,392 |
19,194 |
2,802 |
17.1% |
124,663 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,885.5 |
1,878.3 |
1,848.6 |
|
| R3 |
1,870.0 |
1,862.8 |
1,844.4 |
|
| R2 |
1,854.5 |
1,854.5 |
1,842.9 |
|
| R1 |
1,847.3 |
1,847.3 |
1,841.5 |
1,850.9 |
| PP |
1,839.0 |
1,839.0 |
1,839.0 |
1,840.8 |
| S1 |
1,831.8 |
1,831.8 |
1,838.7 |
1,835.4 |
| S2 |
1,823.5 |
1,823.5 |
1,837.3 |
|
| S3 |
1,808.0 |
1,816.3 |
1,835.8 |
|
| S4 |
1,792.5 |
1,800.8 |
1,831.6 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.8 |
1,904.6 |
1,849.3 |
|
| R3 |
1,890.4 |
1,876.2 |
1,841.5 |
|
| R2 |
1,862.0 |
1,862.0 |
1,838.9 |
|
| R1 |
1,847.8 |
1,847.8 |
1,836.3 |
1,854.9 |
| PP |
1,833.6 |
1,833.6 |
1,833.6 |
1,837.1 |
| S1 |
1,819.4 |
1,819.4 |
1,831.1 |
1,826.5 |
| S2 |
1,805.2 |
1,805.2 |
1,828.5 |
|
| S3 |
1,776.8 |
1,791.0 |
1,825.9 |
|
| S4 |
1,748.4 |
1,762.6 |
1,818.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,847.2 |
1,819.3 |
27.9 |
1.5% |
19.0 |
1.0% |
75% |
False |
False |
21,553 |
| 10 |
1,857.0 |
1,804.8 |
52.2 |
2.8% |
21.5 |
1.2% |
68% |
False |
False |
30,963 |
| 20 |
1,857.0 |
1,769.0 |
88.0 |
4.8% |
23.1 |
1.3% |
81% |
False |
False |
19,483 |
| 40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
26.1 |
1.4% |
90% |
False |
False |
12,694 |
| 60 |
1,857.0 |
1,687.8 |
169.2 |
9.2% |
27.1 |
1.5% |
90% |
False |
False |
10,072 |
| 80 |
1,857.0 |
1,577.7 |
279.3 |
15.2% |
31.5 |
1.7% |
94% |
False |
False |
8,660 |
| 100 |
1,857.0 |
1,458.8 |
398.2 |
21.6% |
37.5 |
2.0% |
96% |
False |
False |
7,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.1 |
|
2.618 |
1,886.8 |
|
1.618 |
1,871.3 |
|
1.000 |
1,861.7 |
|
0.618 |
1,855.8 |
|
HIGH |
1,846.2 |
|
0.618 |
1,840.3 |
|
0.500 |
1,838.5 |
|
0.382 |
1,836.6 |
|
LOW |
1,830.7 |
|
0.618 |
1,821.1 |
|
1.000 |
1,815.2 |
|
1.618 |
1,805.6 |
|
2.618 |
1,790.1 |
|
4.250 |
1,764.8 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.6 |
1,837.8 |
| PP |
1,839.0 |
1,835.4 |
| S1 |
1,838.5 |
1,833.1 |
|