| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,963.2 |
1,971.9 |
8.7 |
0.4% |
1,835.5 |
| High |
2,000.0 |
1,998.4 |
-1.6 |
-0.1% |
1,933.6 |
| Low |
1,927.5 |
1,955.7 |
28.2 |
1.5% |
1,830.7 |
| Close |
1,963.9 |
1,976.7 |
12.8 |
0.7% |
1,925.2 |
| Range |
72.5 |
42.7 |
-29.8 |
-41.1% |
102.9 |
| ATR |
30.4 |
31.3 |
0.9 |
2.9% |
0.0 |
| Volume |
161,576 |
197,823 |
36,247 |
22.4% |
239,554 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.0 |
2,083.6 |
2,000.2 |
|
| R3 |
2,062.3 |
2,040.9 |
1,988.4 |
|
| R2 |
2,019.6 |
2,019.6 |
1,984.5 |
|
| R1 |
1,998.2 |
1,998.2 |
1,980.6 |
2,008.9 |
| PP |
1,976.9 |
1,976.9 |
1,976.9 |
1,982.3 |
| S1 |
1,955.5 |
1,955.5 |
1,972.8 |
1,966.2 |
| S2 |
1,934.2 |
1,934.2 |
1,968.9 |
|
| S3 |
1,891.5 |
1,912.8 |
1,965.0 |
|
| S4 |
1,848.8 |
1,870.1 |
1,953.2 |
|
|
| 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 |
2,000.0 |
1,890.4 |
109.6 |
5.5% |
44.4 |
2.2% |
79% |
False |
False |
127,211 |
| 10 |
2,000.0 |
1,819.9 |
180.1 |
9.1% |
34.0 |
1.7% |
87% |
False |
False |
77,142 |
| 20 |
2,000.0 |
1,788.3 |
211.7 |
10.7% |
29.1 |
1.5% |
89% |
False |
False |
53,239 |
| 40 |
2,000.0 |
1,690.1 |
309.9 |
15.7% |
28.6 |
1.4% |
92% |
False |
False |
29,651 |
| 60 |
2,000.0 |
1,690.1 |
309.9 |
15.7% |
28.2 |
1.4% |
92% |
False |
False |
21,706 |
| 80 |
2,000.0 |
1,639.7 |
360.3 |
18.2% |
31.4 |
1.6% |
94% |
False |
False |
17,257 |
| 100 |
2,000.0 |
1,458.8 |
541.2 |
27.4% |
37.4 |
1.9% |
96% |
False |
False |
14,604 |
| 120 |
2,000.0 |
1,458.8 |
541.2 |
27.4% |
35.6 |
1.8% |
96% |
False |
False |
12,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.9 |
|
2.618 |
2,110.2 |
|
1.618 |
2,067.5 |
|
1.000 |
2,041.1 |
|
0.618 |
2,024.8 |
|
HIGH |
1,998.4 |
|
0.618 |
1,982.1 |
|
0.500 |
1,977.1 |
|
0.382 |
1,972.0 |
|
LOW |
1,955.7 |
|
0.618 |
1,929.3 |
|
1.000 |
1,913.0 |
|
1.618 |
1,886.6 |
|
2.618 |
1,843.9 |
|
4.250 |
1,774.2 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.1 |
1,972.3 |
| PP |
1,976.9 |
1,967.8 |
| S1 |
1,976.8 |
1,963.4 |
|