| 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 |
1,483.0 |
1,470.0 |
-13.0 |
-0.9% |
1,469.0 |
| High |
1,488.3 |
1,499.7 |
11.4 |
0.8% |
1,507.5 |
| Low |
1,464.8 |
1,462.9 |
-1.9 |
-0.1% |
1,453.7 |
| Close |
1,467.4 |
1,496.7 |
29.3 |
2.0% |
1,462.4 |
| Range |
23.5 |
36.8 |
13.3 |
56.6% |
53.8 |
| ATR |
40.5 |
40.2 |
-0.3 |
-0.6% |
0.0 |
| Volume |
122,059 |
137,444 |
15,385 |
12.6% |
797,476 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.8 |
1,583.6 |
1,516.9 |
|
| R3 |
1,560.0 |
1,546.8 |
1,506.8 |
|
| R2 |
1,523.2 |
1,523.2 |
1,503.4 |
|
| R1 |
1,510.0 |
1,510.0 |
1,500.1 |
1,516.6 |
| PP |
1,486.4 |
1,486.4 |
1,486.4 |
1,489.8 |
| S1 |
1,473.2 |
1,473.2 |
1,493.3 |
1,479.8 |
| S2 |
1,449.6 |
1,449.6 |
1,490.0 |
|
| S3 |
1,412.8 |
1,436.4 |
1,486.6 |
|
| S4 |
1,376.0 |
1,399.6 |
1,476.5 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.9 |
1,603.0 |
1,492.0 |
|
| R3 |
1,582.1 |
1,549.2 |
1,477.2 |
|
| R2 |
1,528.3 |
1,528.3 |
1,472.3 |
|
| R1 |
1,495.4 |
1,495.4 |
1,467.3 |
1,485.0 |
| PP |
1,474.5 |
1,474.5 |
1,474.5 |
1,469.3 |
| S1 |
1,441.6 |
1,441.6 |
1,457.5 |
1,431.2 |
| S2 |
1,420.7 |
1,420.7 |
1,452.5 |
|
| S3 |
1,366.9 |
1,387.8 |
1,447.6 |
|
| S4 |
1,313.1 |
1,334.0 |
1,432.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,507.5 |
1,456.2 |
51.3 |
3.4% |
31.4 |
2.1% |
79% |
False |
False |
143,547 |
| 10 |
1,507.5 |
1,453.7 |
53.8 |
3.6% |
29.4 |
2.0% |
80% |
False |
False |
149,852 |
| 20 |
1,507.5 |
1,373.6 |
133.9 |
8.9% |
37.1 |
2.5% |
92% |
False |
False |
177,033 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.8% |
48.4 |
3.2% |
82% |
False |
False |
164,719 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.3% |
48.7 |
3.3% |
89% |
False |
False |
109,894 |
| 80 |
1,536.2 |
1,076.0 |
460.2 |
30.7% |
50.5 |
3.4% |
91% |
False |
False |
82,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,656.1 |
|
2.618 |
1,596.0 |
|
1.618 |
1,559.2 |
|
1.000 |
1,536.5 |
|
0.618 |
1,522.4 |
|
HIGH |
1,499.7 |
|
0.618 |
1,485.6 |
|
0.500 |
1,481.3 |
|
0.382 |
1,477.0 |
|
LOW |
1,462.9 |
|
0.618 |
1,440.2 |
|
1.000 |
1,426.1 |
|
1.618 |
1,403.4 |
|
2.618 |
1,366.6 |
|
4.250 |
1,306.5 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,491.6 |
1,490.5 |
| PP |
1,486.4 |
1,484.2 |
| S1 |
1,481.3 |
1,478.0 |
|