| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,630.50 |
10,939.75 |
309.25 |
2.9% |
10,850.00 |
| High |
10,942.75 |
11,040.75 |
98.00 |
0.9% |
11,045.00 |
| Low |
10,534.25 |
10,770.25 |
236.00 |
2.2% |
10,347.25 |
| Close |
10,935.50 |
10,835.25 |
-100.25 |
-0.9% |
10,608.00 |
| Range |
408.50 |
270.50 |
-138.00 |
-33.8% |
697.75 |
| ATR |
252.47 |
253.76 |
1.29 |
0.5% |
0.00 |
| Volume |
424 |
824 |
400 |
94.3% |
4,075 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,693.50 |
11,535.00 |
10,984.00 |
|
| R3 |
11,423.00 |
11,264.50 |
10,909.75 |
|
| R2 |
11,152.50 |
11,152.50 |
10,884.75 |
|
| R1 |
10,994.00 |
10,994.00 |
10,860.00 |
10,938.00 |
| PP |
10,882.00 |
10,882.00 |
10,882.00 |
10,854.00 |
| S1 |
10,723.50 |
10,723.50 |
10,810.50 |
10,667.50 |
| S2 |
10,611.50 |
10,611.50 |
10,785.75 |
|
| S3 |
10,341.00 |
10,453.00 |
10,760.75 |
|
| S4 |
10,070.50 |
10,182.50 |
10,686.50 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,760.00 |
12,381.75 |
10,991.75 |
|
| R3 |
12,062.25 |
11,684.00 |
10,800.00 |
|
| R2 |
11,364.50 |
11,364.50 |
10,736.00 |
|
| R1 |
10,986.25 |
10,986.25 |
10,672.00 |
10,826.50 |
| PP |
10,666.75 |
10,666.75 |
10,666.75 |
10,587.00 |
| S1 |
10,288.50 |
10,288.50 |
10,544.00 |
10,128.75 |
| S2 |
9,969.00 |
9,969.00 |
10,480.00 |
|
| S3 |
9,271.25 |
9,590.75 |
10,416.00 |
|
| S4 |
8,573.50 |
8,893.00 |
10,224.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,040.75 |
10,463.25 |
577.50 |
5.3% |
249.50 |
2.3% |
64% |
True |
False |
569 |
| 10 |
11,045.00 |
10,347.25 |
697.75 |
6.4% |
266.50 |
2.5% |
70% |
False |
False |
670 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.2% |
259.25 |
2.4% |
84% |
False |
False |
564 |
| 40 |
11,045.00 |
9,168.00 |
1,877.00 |
17.3% |
234.75 |
2.2% |
89% |
False |
False |
318 |
| 60 |
11,045.00 |
8,555.00 |
2,490.00 |
23.0% |
210.25 |
1.9% |
92% |
False |
False |
213 |
| 80 |
11,045.00 |
7,386.50 |
3,658.50 |
33.8% |
217.50 |
2.0% |
94% |
False |
False |
160 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
40.8% |
246.50 |
2.3% |
95% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,190.50 |
|
2.618 |
11,749.00 |
|
1.618 |
11,478.50 |
|
1.000 |
11,311.25 |
|
0.618 |
11,208.00 |
|
HIGH |
11,040.75 |
|
0.618 |
10,937.50 |
|
0.500 |
10,905.50 |
|
0.382 |
10,873.50 |
|
LOW |
10,770.25 |
|
0.618 |
10,603.00 |
|
1.000 |
10,499.75 |
|
1.618 |
10,332.50 |
|
2.618 |
10,062.00 |
|
4.250 |
9,620.50 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,905.50 |
10,815.75 |
| PP |
10,882.00 |
10,796.25 |
| S1 |
10,858.75 |
10,776.50 |
|