| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,584.75 |
10,702.00 |
117.25 |
1.1% |
10,370.00 |
| High |
10,679.50 |
10,750.00 |
70.50 |
0.7% |
10,834.00 |
| Low |
10,347.25 |
10,539.00 |
191.75 |
1.9% |
10,301.50 |
| Close |
10,632.25 |
10,669.25 |
37.00 |
0.3% |
10,826.25 |
| Range |
332.25 |
211.00 |
-121.25 |
-36.5% |
532.50 |
| ATR |
252.25 |
249.30 |
-2.95 |
-1.2% |
0.00 |
| Volume |
1,651 |
792 |
-859 |
-52.0% |
2,187 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,285.75 |
11,188.50 |
10,785.25 |
|
| R3 |
11,074.75 |
10,977.50 |
10,727.25 |
|
| R2 |
10,863.75 |
10,863.75 |
10,708.00 |
|
| R1 |
10,766.50 |
10,766.50 |
10,688.50 |
10,709.50 |
| PP |
10,652.75 |
10,652.75 |
10,652.75 |
10,624.25 |
| S1 |
10,555.50 |
10,555.50 |
10,650.00 |
10,498.50 |
| S2 |
10,441.75 |
10,441.75 |
10,630.50 |
|
| S3 |
10,230.75 |
10,344.50 |
10,611.25 |
|
| S4 |
10,019.75 |
10,133.50 |
10,553.25 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,251.50 |
12,071.25 |
11,119.00 |
|
| R3 |
11,719.00 |
11,538.75 |
10,972.75 |
|
| R2 |
11,186.50 |
11,186.50 |
10,924.00 |
|
| R1 |
11,006.25 |
11,006.25 |
10,875.00 |
11,096.50 |
| PP |
10,654.00 |
10,654.00 |
10,654.00 |
10,699.00 |
| S1 |
10,473.75 |
10,473.75 |
10,777.50 |
10,564.00 |
| S2 |
10,121.50 |
10,121.50 |
10,728.50 |
|
| S3 |
9,589.00 |
9,941.25 |
10,679.75 |
|
| S4 |
9,056.50 |
9,408.75 |
10,533.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,045.00 |
10,347.25 |
697.75 |
6.5% |
293.00 |
2.7% |
46% |
False |
False |
878 |
| 10 |
11,045.00 |
10,067.00 |
978.00 |
9.2% |
251.00 |
2.4% |
62% |
False |
False |
623 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.4% |
243.75 |
2.3% |
72% |
False |
False |
494 |
| 40 |
11,045.00 |
9,168.00 |
1,877.00 |
17.6% |
220.25 |
2.1% |
80% |
False |
False |
267 |
| 60 |
11,045.00 |
8,348.50 |
2,696.50 |
25.3% |
211.00 |
2.0% |
86% |
False |
False |
179 |
| 80 |
11,045.00 |
6,626.75 |
4,418.25 |
41.4% |
224.25 |
2.1% |
91% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,646.75 |
|
2.618 |
11,302.50 |
|
1.618 |
11,091.50 |
|
1.000 |
10,961.00 |
|
0.618 |
10,880.50 |
|
HIGH |
10,750.00 |
|
0.618 |
10,669.50 |
|
0.500 |
10,644.50 |
|
0.382 |
10,619.50 |
|
LOW |
10,539.00 |
|
0.618 |
10,408.50 |
|
1.000 |
10,328.00 |
|
1.618 |
10,197.50 |
|
2.618 |
9,986.50 |
|
4.250 |
9,642.25 |
|
|