| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,912.3 |
1,929.0 |
16.7 |
0.9% |
1,835.5 |
| High |
1,933.6 |
1,971.3 |
37.7 |
1.9% |
1,933.6 |
| Low |
1,908.0 |
1,926.8 |
18.8 |
1.0% |
1,830.7 |
| Close |
1,925.2 |
1,955.4 |
30.2 |
1.6% |
1,925.2 |
| Range |
25.6 |
44.5 |
18.9 |
73.8% |
102.9 |
| ATR |
25.7 |
27.2 |
1.5 |
5.7% |
0.0 |
| Volume |
66,449 |
137,849 |
71,400 |
107.5% |
239,554 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.7 |
2,064.5 |
1,979.9 |
|
| R3 |
2,040.2 |
2,020.0 |
1,967.6 |
|
| R2 |
1,995.7 |
1,995.7 |
1,963.6 |
|
| R1 |
1,975.5 |
1,975.5 |
1,959.5 |
1,985.6 |
| PP |
1,951.2 |
1,951.2 |
1,951.2 |
1,956.2 |
| S1 |
1,931.0 |
1,931.0 |
1,951.3 |
1,941.1 |
| S2 |
1,906.7 |
1,906.7 |
1,947.2 |
|
| S3 |
1,862.2 |
1,886.5 |
1,943.2 |
|
| S4 |
1,817.7 |
1,842.0 |
1,930.9 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.2 |
2,168.1 |
1,981.8 |
|
| R3 |
2,102.3 |
2,065.2 |
1,953.5 |
|
| R2 |
1,999.4 |
1,999.4 |
1,944.1 |
|
| R1 |
1,962.3 |
1,962.3 |
1,934.6 |
1,980.9 |
| PP |
1,896.5 |
1,896.5 |
1,896.5 |
1,905.8 |
| S1 |
1,859.4 |
1,859.4 |
1,915.8 |
1,878.0 |
| S2 |
1,793.6 |
1,793.6 |
1,906.3 |
|
| S3 |
1,690.7 |
1,756.5 |
1,896.9 |
|
| S4 |
1,587.8 |
1,653.6 |
1,868.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,971.3 |
1,839.9 |
131.4 |
6.7% |
33.7 |
1.7% |
88% |
True |
False |
71,641 |
| 10 |
1,971.3 |
1,819.3 |
152.0 |
7.8% |
26.4 |
1.3% |
90% |
True |
False |
46,597 |
| 20 |
1,971.3 |
1,788.3 |
183.0 |
9.4% |
25.5 |
1.3% |
91% |
True |
False |
35,907 |
| 40 |
1,971.3 |
1,690.1 |
281.2 |
14.4% |
27.0 |
1.4% |
94% |
True |
False |
20,873 |
| 60 |
1,971.3 |
1,687.8 |
283.5 |
14.5% |
27.3 |
1.4% |
94% |
True |
False |
15,810 |
| 80 |
1,971.3 |
1,596.7 |
374.6 |
19.2% |
30.9 |
1.6% |
96% |
True |
False |
12,845 |
| 100 |
1,971.3 |
1,458.8 |
512.5 |
26.2% |
37.0 |
1.9% |
97% |
True |
False |
11,079 |
| 120 |
1,971.3 |
1,458.8 |
512.5 |
26.2% |
34.8 |
1.8% |
97% |
True |
False |
9,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.4 |
|
2.618 |
2,087.8 |
|
1.618 |
2,043.3 |
|
1.000 |
2,015.8 |
|
0.618 |
1,998.8 |
|
HIGH |
1,971.3 |
|
0.618 |
1,954.3 |
|
0.500 |
1,949.1 |
|
0.382 |
1,943.8 |
|
LOW |
1,926.8 |
|
0.618 |
1,899.3 |
|
1.000 |
1,882.3 |
|
1.618 |
1,854.8 |
|
2.618 |
1,810.3 |
|
4.250 |
1,737.7 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,953.3 |
1,947.2 |
| PP |
1,951.2 |
1,939.0 |
| S1 |
1,949.1 |
1,930.9 |
|