| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,497.9 |
1,495.8 |
-2.1 |
-0.1% |
1,466.4 |
| High |
1,498.9 |
1,498.1 |
-0.8 |
-0.1% |
1,499.7 |
| Low |
1,468.2 |
1,451.1 |
-17.1 |
-1.2% |
1,451.1 |
| Close |
1,490.6 |
1,477.8 |
-12.8 |
-0.9% |
1,477.8 |
| Range |
30.7 |
47.0 |
16.3 |
53.1% |
48.6 |
| ATR |
39.5 |
40.1 |
0.5 |
1.4% |
0.0 |
| Volume |
170,948 |
242,797 |
71,849 |
42.0% |
791,649 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,616.7 |
1,594.2 |
1,503.7 |
|
| R3 |
1,569.7 |
1,547.2 |
1,490.7 |
|
| R2 |
1,522.7 |
1,522.7 |
1,486.4 |
|
| R1 |
1,500.2 |
1,500.2 |
1,482.1 |
1,488.0 |
| PP |
1,475.7 |
1,475.7 |
1,475.7 |
1,469.5 |
| S1 |
1,453.2 |
1,453.2 |
1,473.5 |
1,441.0 |
| S2 |
1,428.7 |
1,428.7 |
1,469.2 |
|
| S3 |
1,381.7 |
1,406.2 |
1,464.9 |
|
| S4 |
1,334.7 |
1,359.2 |
1,452.0 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.0 |
1,598.5 |
1,504.5 |
|
| R3 |
1,573.4 |
1,549.9 |
1,491.2 |
|
| R2 |
1,524.8 |
1,524.8 |
1,486.7 |
|
| R1 |
1,501.3 |
1,501.3 |
1,482.3 |
1,513.1 |
| PP |
1,476.2 |
1,476.2 |
1,476.2 |
1,482.1 |
| S1 |
1,452.7 |
1,452.7 |
1,473.3 |
1,464.5 |
| S2 |
1,427.6 |
1,427.6 |
1,468.9 |
|
| S3 |
1,379.0 |
1,404.1 |
1,464.4 |
|
| S4 |
1,330.4 |
1,355.5 |
1,451.1 |
|
|
| 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 |
1,451.1 |
48.6 |
3.3% |
33.0 |
2.2% |
55% |
False |
True |
158,329 |
| 10 |
1,507.5 |
1,451.1 |
56.4 |
3.8% |
31.8 |
2.2% |
47% |
False |
True |
158,912 |
| 20 |
1,507.5 |
1,373.6 |
133.9 |
9.1% |
37.2 |
2.5% |
78% |
False |
False |
177,947 |
| 40 |
1,536.2 |
1,314.5 |
221.7 |
15.0% |
48.3 |
3.3% |
74% |
False |
False |
174,930 |
| 60 |
1,536.2 |
1,173.1 |
363.1 |
24.6% |
48.8 |
3.3% |
84% |
False |
False |
116,788 |
| 80 |
1,536.2 |
1,118.4 |
417.8 |
28.3% |
49.8 |
3.4% |
86% |
False |
False |
87,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,697.9 |
|
2.618 |
1,621.1 |
|
1.618 |
1,574.1 |
|
1.000 |
1,545.1 |
|
0.618 |
1,527.1 |
|
HIGH |
1,498.1 |
|
0.618 |
1,480.1 |
|
0.500 |
1,474.6 |
|
0.382 |
1,469.1 |
|
LOW |
1,451.1 |
|
0.618 |
1,422.1 |
|
1.000 |
1,404.1 |
|
1.618 |
1,375.1 |
|
2.618 |
1,328.1 |
|
4.250 |
1,251.4 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,476.7 |
1,477.0 |
| PP |
1,475.7 |
1,476.2 |
| S1 |
1,474.6 |
1,475.4 |
|