| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,867.8 |
1,900.0 |
32.2 |
1.7% |
1,831.6 |
| High |
1,899.0 |
1,927.1 |
28.1 |
1.5% |
1,847.7 |
| Low |
1,867.8 |
1,890.4 |
22.6 |
1.2% |
1,819.3 |
| Close |
1,892.6 |
1,917.4 |
24.8 |
1.3% |
1,833.7 |
| Range |
31.2 |
36.7 |
5.5 |
17.6% |
28.4 |
| ATR |
24.9 |
25.7 |
0.8 |
3.4% |
0.0 |
| Volume |
49,858 |
72,360 |
22,502 |
45.1% |
124,663 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.7 |
2,006.3 |
1,937.6 |
|
| R3 |
1,985.0 |
1,969.6 |
1,927.5 |
|
| R2 |
1,948.3 |
1,948.3 |
1,924.1 |
|
| R1 |
1,932.9 |
1,932.9 |
1,920.8 |
1,940.6 |
| PP |
1,911.6 |
1,911.6 |
1,911.6 |
1,915.5 |
| S1 |
1,896.2 |
1,896.2 |
1,914.0 |
1,903.9 |
| S2 |
1,874.9 |
1,874.9 |
1,910.7 |
|
| S3 |
1,838.2 |
1,859.5 |
1,907.3 |
|
| S4 |
1,801.5 |
1,822.8 |
1,897.2 |
|
|
| 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 |
1,927.1 |
1,821.0 |
106.1 |
5.5% |
26.1 |
1.4% |
91% |
True |
False |
37,899 |
| 10 |
1,927.1 |
1,819.3 |
107.8 |
5.6% |
23.0 |
1.2% |
91% |
True |
False |
33,789 |
| 20 |
1,927.1 |
1,772.0 |
155.1 |
8.1% |
24.3 |
1.3% |
94% |
True |
False |
26,245 |
| 40 |
1,927.1 |
1,690.1 |
237.0 |
12.4% |
26.5 |
1.4% |
96% |
True |
False |
16,030 |
| 60 |
1,927.1 |
1,687.8 |
239.3 |
12.5% |
27.3 |
1.4% |
96% |
True |
False |
12,500 |
| 80 |
1,927.1 |
1,577.7 |
349.4 |
18.2% |
31.1 |
1.6% |
97% |
True |
False |
10,373 |
| 100 |
1,927.1 |
1,458.8 |
468.3 |
24.4% |
37.0 |
1.9% |
98% |
True |
False |
9,106 |
| 120 |
1,927.1 |
1,458.8 |
468.3 |
24.4% |
34.7 |
1.8% |
98% |
True |
False |
8,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.1 |
|
2.618 |
2,023.2 |
|
1.618 |
1,986.5 |
|
1.000 |
1,963.8 |
|
0.618 |
1,949.8 |
|
HIGH |
1,927.1 |
|
0.618 |
1,913.1 |
|
0.500 |
1,908.8 |
|
0.382 |
1,904.4 |
|
LOW |
1,890.4 |
|
0.618 |
1,867.7 |
|
1.000 |
1,853.7 |
|
1.618 |
1,831.0 |
|
2.618 |
1,794.3 |
|
4.250 |
1,734.4 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,914.5 |
1,906.1 |
| PP |
1,911.6 |
1,894.8 |
| S1 |
1,908.8 |
1,883.5 |
|