| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,255.00 |
3,223.75 |
-31.25 |
-1.0% |
3,204.75 |
| High |
3,273.25 |
3,228.00 |
-45.25 |
-1.4% |
3,273.25 |
| Low |
3,204.00 |
3,181.25 |
-22.75 |
-0.7% |
3,179.75 |
| Close |
3,216.75 |
3,193.25 |
-23.50 |
-0.7% |
3,193.25 |
| Range |
69.25 |
46.75 |
-22.50 |
-32.5% |
93.50 |
| ATR |
62.08 |
60.99 |
-1.10 |
-1.8% |
0.00 |
| Volume |
1,021 |
2,674 |
1,653 |
161.9% |
6,866 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,341.00 |
3,314.00 |
3,219.00 |
|
| R3 |
3,294.25 |
3,267.25 |
3,206.00 |
|
| R2 |
3,247.50 |
3,247.50 |
3,201.75 |
|
| R1 |
3,220.50 |
3,220.50 |
3,197.50 |
3,210.50 |
| PP |
3,200.75 |
3,200.75 |
3,200.75 |
3,196.00 |
| S1 |
3,173.75 |
3,173.75 |
3,189.00 |
3,164.00 |
| S2 |
3,154.00 |
3,154.00 |
3,184.75 |
|
| S3 |
3,107.25 |
3,127.00 |
3,180.50 |
|
| S4 |
3,060.50 |
3,080.25 |
3,167.50 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,496.00 |
3,438.00 |
3,244.75 |
|
| R3 |
3,402.50 |
3,344.50 |
3,219.00 |
|
| R2 |
3,309.00 |
3,309.00 |
3,210.50 |
|
| R1 |
3,251.00 |
3,251.00 |
3,201.75 |
3,233.25 |
| PP |
3,215.50 |
3,215.50 |
3,215.50 |
3,206.50 |
| S1 |
3,157.50 |
3,157.50 |
3,184.75 |
3,139.75 |
| S2 |
3,122.00 |
3,122.00 |
3,176.00 |
|
| S3 |
3,028.50 |
3,064.00 |
3,167.50 |
|
| S4 |
2,935.00 |
2,970.50 |
3,141.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,273.25 |
3,179.75 |
93.50 |
2.9% |
50.75 |
1.6% |
14% |
False |
False |
1,373 |
| 10 |
3,273.25 |
3,108.50 |
164.75 |
5.2% |
52.25 |
1.6% |
51% |
False |
False |
1,476 |
| 20 |
3,273.25 |
2,972.00 |
301.25 |
9.4% |
57.75 |
1.8% |
73% |
False |
False |
1,696 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.2% |
67.75 |
2.1% |
78% |
False |
False |
1,589 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.5% |
67.00 |
2.1% |
85% |
False |
False |
1,928 |
| 80 |
3,273.25 |
2,422.50 |
850.75 |
26.6% |
72.25 |
2.3% |
91% |
False |
False |
1,689 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.6% |
87.50 |
2.7% |
93% |
False |
False |
1,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,426.75 |
|
2.618 |
3,350.50 |
|
1.618 |
3,303.75 |
|
1.000 |
3,274.75 |
|
0.618 |
3,257.00 |
|
HIGH |
3,228.00 |
|
0.618 |
3,210.25 |
|
0.500 |
3,204.50 |
|
0.382 |
3,199.00 |
|
LOW |
3,181.25 |
|
0.618 |
3,152.25 |
|
1.000 |
3,134.50 |
|
1.618 |
3,105.50 |
|
2.618 |
3,058.75 |
|
4.250 |
2,982.50 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,204.50 |
3,227.25 |
| PP |
3,200.75 |
3,216.00 |
| S1 |
3,197.00 |
3,204.50 |
|