| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
12,805.0 |
12,800.5 |
-4.5 |
0.0% |
12,721.5 |
| High |
12,945.0 |
12,877.0 |
-68.0 |
-0.5% |
12,800.0 |
| Low |
12,783.5 |
12,799.5 |
16.0 |
0.1% |
12,400.0 |
| Close |
12,913.5 |
12,850.0 |
-63.5 |
-0.5% |
12,596.0 |
| Range |
161.5 |
77.5 |
-84.0 |
-52.0% |
400.0 |
| ATR |
254.6 |
244.6 |
-10.0 |
-3.9% |
0.0 |
| Volume |
188 |
35 |
-153 |
-81.4% |
314 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,074.7 |
13,039.8 |
12,892.6 |
|
| R3 |
12,997.2 |
12,962.3 |
12,871.3 |
|
| R2 |
12,919.7 |
12,919.7 |
12,864.2 |
|
| R1 |
12,884.8 |
12,884.8 |
12,857.1 |
12,902.3 |
| PP |
12,842.2 |
12,842.2 |
12,842.2 |
12,850.9 |
| S1 |
12,807.3 |
12,807.3 |
12,842.9 |
12,824.8 |
| S2 |
12,764.7 |
12,764.7 |
12,835.8 |
|
| S3 |
12,687.2 |
12,729.8 |
12,828.7 |
|
| S4 |
12,609.7 |
12,652.3 |
12,807.4 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,798.7 |
13,597.3 |
12,816.0 |
|
| R3 |
13,398.7 |
13,197.3 |
12,706.0 |
|
| R2 |
12,998.7 |
12,998.7 |
12,669.3 |
|
| R1 |
12,797.3 |
12,797.3 |
12,632.7 |
12,698.0 |
| PP |
12,598.7 |
12,598.7 |
12,598.7 |
12,549.0 |
| S1 |
12,397.3 |
12,397.3 |
12,559.3 |
12,298.0 |
| S2 |
12,198.7 |
12,198.7 |
12,522.7 |
|
| S3 |
11,798.7 |
11,997.3 |
12,486.0 |
|
| S4 |
11,398.7 |
11,597.3 |
12,376.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,945.0 |
12,400.0 |
545.0 |
4.2% |
165.9 |
1.3% |
83% |
False |
False |
86 |
| 10 |
12,945.0 |
12,400.0 |
545.0 |
4.2% |
159.2 |
1.2% |
83% |
False |
False |
70 |
| 20 |
12,945.0 |
11,929.0 |
1,016.0 |
7.9% |
215.2 |
1.7% |
91% |
False |
False |
75 |
| 40 |
12,945.0 |
10,882.5 |
2,062.5 |
16.1% |
186.6 |
1.5% |
95% |
False |
False |
49 |
| 60 |
12,945.0 |
10,193.0 |
2,752.0 |
21.4% |
145.5 |
1.1% |
97% |
False |
False |
45 |
| 80 |
12,945.0 |
9,080.0 |
3,865.0 |
30.1% |
149.1 |
1.2% |
98% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,206.4 |
|
2.618 |
13,079.9 |
|
1.618 |
13,002.4 |
|
1.000 |
12,954.5 |
|
0.618 |
12,924.9 |
|
HIGH |
12,877.0 |
|
0.618 |
12,847.4 |
|
0.500 |
12,838.3 |
|
0.382 |
12,829.1 |
|
LOW |
12,799.5 |
|
0.618 |
12,751.6 |
|
1.000 |
12,722.0 |
|
1.618 |
12,674.1 |
|
2.618 |
12,596.6 |
|
4.250 |
12,470.1 |
|
|