| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,470.0 |
1,497.9 |
27.9 |
1.9% |
1,469.0 |
| High |
1,499.7 |
1,498.9 |
-0.8 |
-0.1% |
1,507.5 |
| Low |
1,462.9 |
1,468.2 |
5.3 |
0.4% |
1,453.7 |
| Close |
1,496.7 |
1,490.6 |
-6.1 |
-0.4% |
1,462.4 |
| Range |
36.8 |
30.7 |
-6.1 |
-16.6% |
53.8 |
| ATR |
40.2 |
39.5 |
-0.7 |
-1.7% |
0.0 |
| Volume |
137,444 |
170,948 |
33,504 |
24.4% |
797,476 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.0 |
1,565.0 |
1,507.5 |
|
| R3 |
1,547.3 |
1,534.3 |
1,499.0 |
|
| R2 |
1,516.6 |
1,516.6 |
1,496.2 |
|
| R1 |
1,503.6 |
1,503.6 |
1,493.4 |
1,494.8 |
| PP |
1,485.9 |
1,485.9 |
1,485.9 |
1,481.5 |
| S1 |
1,472.9 |
1,472.9 |
1,487.8 |
1,464.1 |
| S2 |
1,455.2 |
1,455.2 |
1,485.0 |
|
| S3 |
1,424.5 |
1,442.2 |
1,482.2 |
|
| S4 |
1,393.8 |
1,411.5 |
1,473.7 |
|
|
| 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 |
1,499.7 |
1,456.2 |
43.5 |
2.9% |
30.4 |
2.0% |
79% |
False |
False |
143,347 |
| 10 |
1,507.5 |
1,453.7 |
53.8 |
3.6% |
29.3 |
2.0% |
69% |
False |
False |
149,397 |
| 20 |
1,507.5 |
1,373.6 |
133.9 |
9.0% |
36.8 |
2.5% |
87% |
False |
False |
174,429 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
14.9% |
47.9 |
3.2% |
79% |
False |
False |
168,901 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.4% |
48.6 |
3.3% |
87% |
False |
False |
112,741 |
| 80 |
1,536.2 |
1,112.0 |
424.2 |
28.5% |
50.1 |
3.4% |
89% |
False |
False |
84,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,629.4 |
|
2.618 |
1,579.3 |
|
1.618 |
1,548.6 |
|
1.000 |
1,529.6 |
|
0.618 |
1,517.9 |
|
HIGH |
1,498.9 |
|
0.618 |
1,487.2 |
|
0.500 |
1,483.6 |
|
0.382 |
1,479.9 |
|
LOW |
1,468.2 |
|
0.618 |
1,449.2 |
|
1.000 |
1,437.5 |
|
1.618 |
1,418.5 |
|
2.618 |
1,387.8 |
|
4.250 |
1,337.7 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,488.3 |
1,487.5 |
| PP |
1,485.9 |
1,484.4 |
| S1 |
1,483.6 |
1,481.3 |
|