| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,198.25 |
3,225.25 |
27.00 |
0.8% |
3,204.75 |
| High |
3,224.75 |
3,235.50 |
10.75 |
0.3% |
3,273.25 |
| Low |
3,182.00 |
3,198.25 |
16.25 |
0.5% |
3,179.75 |
| Close |
3,221.50 |
3,202.25 |
-19.25 |
-0.6% |
3,193.25 |
| Range |
42.75 |
37.25 |
-5.50 |
-12.9% |
93.50 |
| ATR |
59.69 |
58.08 |
-1.60 |
-2.7% |
0.00 |
| Volume |
850 |
738 |
-112 |
-13.2% |
6,866 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,323.75 |
3,300.25 |
3,222.75 |
|
| R3 |
3,286.50 |
3,263.00 |
3,212.50 |
|
| R2 |
3,249.25 |
3,249.25 |
3,209.00 |
|
| R1 |
3,225.75 |
3,225.75 |
3,205.75 |
3,219.00 |
| PP |
3,212.00 |
3,212.00 |
3,212.00 |
3,208.50 |
| S1 |
3,188.50 |
3,188.50 |
3,198.75 |
3,181.50 |
| S2 |
3,174.75 |
3,174.75 |
3,195.50 |
|
| S3 |
3,137.50 |
3,151.25 |
3,192.00 |
|
| S4 |
3,100.25 |
3,114.00 |
3,181.75 |
|
|
| 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 |
3,181.25 |
92.00 |
2.9% |
48.25 |
1.5% |
23% |
False |
False |
1,290 |
| 10 |
3,273.25 |
3,178.00 |
95.25 |
3.0% |
44.50 |
1.4% |
25% |
False |
False |
1,215 |
| 20 |
3,273.25 |
3,020.50 |
252.75 |
7.9% |
54.00 |
1.7% |
72% |
False |
False |
1,445 |
| 40 |
3,273.25 |
2,916.50 |
356.75 |
11.1% |
67.00 |
2.1% |
80% |
False |
False |
1,612 |
| 60 |
3,273.25 |
2,745.75 |
527.50 |
16.5% |
66.00 |
2.1% |
87% |
False |
False |
1,938 |
| 80 |
3,273.25 |
2,446.25 |
827.00 |
25.8% |
70.75 |
2.2% |
91% |
False |
False |
1,631 |
| 100 |
3,273.25 |
2,168.25 |
1,105.00 |
34.5% |
87.00 |
2.7% |
94% |
False |
False |
1,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,393.75 |
|
2.618 |
3,333.00 |
|
1.618 |
3,295.75 |
|
1.000 |
3,272.75 |
|
0.618 |
3,258.50 |
|
HIGH |
3,235.50 |
|
0.618 |
3,221.25 |
|
0.500 |
3,217.00 |
|
0.382 |
3,212.50 |
|
LOW |
3,198.25 |
|
0.618 |
3,175.25 |
|
1.000 |
3,161.00 |
|
1.618 |
3,138.00 |
|
2.618 |
3,100.75 |
|
4.250 |
3,040.00 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,217.00 |
3,208.50 |
| PP |
3,212.00 |
3,206.25 |
| S1 |
3,207.00 |
3,204.25 |
|