| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,404.0 |
1,432.2 |
28.2 |
2.0% |
1,424.2 |
| High |
1,424.6 |
1,483.1 |
58.5 |
4.1% |
1,466.4 |
| Low |
1,390.3 |
1,431.6 |
41.3 |
3.0% |
1,373.6 |
| Close |
1,419.4 |
1,476.7 |
57.3 |
4.0% |
1,419.6 |
| Range |
34.3 |
51.5 |
17.2 |
50.1% |
92.8 |
| ATR |
50.8 |
51.7 |
0.9 |
1.8% |
0.0 |
| Volume |
245,424 |
275,453 |
30,029 |
12.2% |
922,675 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.3 |
1,599.0 |
1,505.0 |
|
| R3 |
1,566.8 |
1,547.5 |
1,490.9 |
|
| R2 |
1,515.3 |
1,515.3 |
1,486.1 |
|
| R1 |
1,496.0 |
1,496.0 |
1,481.4 |
1,505.7 |
| PP |
1,463.8 |
1,463.8 |
1,463.8 |
1,468.6 |
| S1 |
1,444.5 |
1,444.5 |
1,472.0 |
1,454.2 |
| S2 |
1,412.3 |
1,412.3 |
1,467.3 |
|
| S3 |
1,360.8 |
1,393.0 |
1,462.5 |
|
| S4 |
1,309.3 |
1,341.5 |
1,448.4 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,698.3 |
1,651.7 |
1,470.6 |
|
| R3 |
1,605.5 |
1,558.9 |
1,445.1 |
|
| R2 |
1,512.7 |
1,512.7 |
1,436.6 |
|
| R1 |
1,466.1 |
1,466.1 |
1,428.1 |
1,443.0 |
| PP |
1,419.9 |
1,419.9 |
1,419.9 |
1,408.3 |
| S1 |
1,373.3 |
1,373.3 |
1,411.1 |
1,350.2 |
| S2 |
1,327.1 |
1,327.1 |
1,402.6 |
|
| S3 |
1,234.3 |
1,280.5 |
1,394.1 |
|
| S4 |
1,141.5 |
1,187.7 |
1,368.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,483.1 |
1,373.6 |
109.5 |
7.4% |
48.5 |
3.3% |
94% |
True |
False |
223,307 |
| 10 |
1,483.1 |
1,373.6 |
109.5 |
7.4% |
44.8 |
3.0% |
94% |
True |
False |
204,214 |
| 20 |
1,483.1 |
1,359.6 |
123.5 |
8.4% |
48.5 |
3.3% |
95% |
True |
False |
199,757 |
| 40 |
1,536.2 |
1,296.8 |
239.4 |
16.2% |
52.7 |
3.6% |
75% |
False |
False |
127,344 |
| 60 |
1,536.2 |
1,164.5 |
371.7 |
25.2% |
53.0 |
3.6% |
84% |
False |
False |
84,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,702.0 |
|
2.618 |
1,617.9 |
|
1.618 |
1,566.4 |
|
1.000 |
1,534.6 |
|
0.618 |
1,514.9 |
|
HIGH |
1,483.1 |
|
0.618 |
1,463.4 |
|
0.500 |
1,457.4 |
|
0.382 |
1,451.3 |
|
LOW |
1,431.6 |
|
0.618 |
1,399.8 |
|
1.000 |
1,380.1 |
|
1.618 |
1,348.3 |
|
2.618 |
1,296.8 |
|
4.250 |
1,212.7 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,470.3 |
1,463.4 |
| PP |
1,463.8 |
1,450.0 |
| S1 |
1,457.4 |
1,436.7 |
|