| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,835.5 |
1,842.5 |
7.0 |
0.4% |
1,831.6 |
| High |
1,846.2 |
1,870.5 |
24.3 |
1.3% |
1,847.7 |
| Low |
1,830.7 |
1,839.9 |
9.2 |
0.5% |
1,819.3 |
| Close |
1,840.1 |
1,869.6 |
29.5 |
1.6% |
1,833.7 |
| Range |
15.5 |
30.6 |
15.1 |
97.4% |
28.4 |
| ATR |
23.9 |
24.4 |
0.5 |
2.0% |
0.0 |
| Volume |
19,194 |
31,693 |
12,499 |
65.1% |
124,663 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.8 |
1,941.3 |
1,886.4 |
|
| R3 |
1,921.2 |
1,910.7 |
1,878.0 |
|
| R2 |
1,890.6 |
1,890.6 |
1,875.2 |
|
| R1 |
1,880.1 |
1,880.1 |
1,872.4 |
1,885.4 |
| PP |
1,860.0 |
1,860.0 |
1,860.0 |
1,862.6 |
| S1 |
1,849.5 |
1,849.5 |
1,866.8 |
1,854.8 |
| S2 |
1,829.4 |
1,829.4 |
1,864.0 |
|
| S3 |
1,798.8 |
1,818.9 |
1,861.2 |
|
| S4 |
1,768.2 |
1,788.3 |
1,852.8 |
|
|
| 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 |
1,870.5 |
1,819.9 |
50.6 |
2.7% |
20.4 |
1.1% |
98% |
True |
False |
19,766 |
| 10 |
1,870.5 |
1,819.3 |
51.2 |
2.7% |
21.5 |
1.2% |
98% |
True |
False |
32,281 |
| 20 |
1,870.5 |
1,772.0 |
98.5 |
5.3% |
23.4 |
1.3% |
99% |
True |
False |
20,774 |
| 40 |
1,870.5 |
1,690.1 |
180.4 |
9.6% |
26.4 |
1.4% |
100% |
True |
False |
13,277 |
| 60 |
1,870.5 |
1,687.8 |
182.7 |
9.8% |
27.1 |
1.4% |
100% |
True |
False |
10,563 |
| 80 |
1,870.5 |
1,577.7 |
292.8 |
15.7% |
31.1 |
1.7% |
100% |
True |
False |
8,961 |
| 100 |
1,870.5 |
1,458.8 |
411.7 |
22.0% |
37.5 |
2.0% |
100% |
True |
False |
7,971 |
| 120 |
1,870.5 |
1,458.8 |
411.7 |
22.0% |
34.4 |
1.8% |
100% |
True |
False |
7,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,000.6 |
|
2.618 |
1,950.6 |
|
1.618 |
1,920.0 |
|
1.000 |
1,901.1 |
|
0.618 |
1,889.4 |
|
HIGH |
1,870.5 |
|
0.618 |
1,858.8 |
|
0.500 |
1,855.2 |
|
0.382 |
1,851.6 |
|
LOW |
1,839.9 |
|
0.618 |
1,821.0 |
|
1.000 |
1,809.3 |
|
1.618 |
1,790.4 |
|
2.618 |
1,759.8 |
|
4.250 |
1,709.9 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.8 |
1,861.7 |
| PP |
1,860.0 |
1,853.7 |
| S1 |
1,855.2 |
1,845.8 |
|