| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,939.75 |
10,833.00 |
-106.75 |
-1.0% |
10,850.00 |
| High |
11,040.75 |
10,899.25 |
-141.50 |
-1.3% |
11,045.00 |
| Low |
10,770.25 |
10,747.25 |
-23.00 |
-0.2% |
10,347.25 |
| Close |
10,835.25 |
10,788.75 |
-46.50 |
-0.4% |
10,608.00 |
| Range |
270.50 |
152.00 |
-118.50 |
-43.8% |
697.75 |
| ATR |
253.76 |
246.49 |
-7.27 |
-2.9% |
0.00 |
| Volume |
824 |
499 |
-325 |
-39.4% |
4,075 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,267.75 |
11,180.25 |
10,872.25 |
|
| R3 |
11,115.75 |
11,028.25 |
10,830.50 |
|
| R2 |
10,963.75 |
10,963.75 |
10,816.50 |
|
| R1 |
10,876.25 |
10,876.25 |
10,802.75 |
10,844.00 |
| PP |
10,811.75 |
10,811.75 |
10,811.75 |
10,795.50 |
| S1 |
10,724.25 |
10,724.25 |
10,774.75 |
10,692.00 |
| S2 |
10,659.75 |
10,659.75 |
10,761.00 |
|
| S3 |
10,507.75 |
10,572.25 |
10,747.00 |
|
| S4 |
10,355.75 |
10,420.25 |
10,705.25 |
|
|
| 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 |
5.4% |
237.75 |
2.2% |
56% |
False |
False |
511 |
| 10 |
11,045.00 |
10,347.25 |
697.75 |
6.5% |
265.25 |
2.5% |
63% |
False |
False |
694 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.3% |
250.75 |
2.3% |
81% |
False |
False |
560 |
| 40 |
11,045.00 |
9,168.00 |
1,877.00 |
17.4% |
233.50 |
2.2% |
86% |
False |
False |
330 |
| 60 |
11,045.00 |
8,555.00 |
2,490.00 |
23.1% |
210.75 |
2.0% |
90% |
False |
False |
221 |
| 80 |
11,045.00 |
7,386.50 |
3,658.50 |
33.9% |
215.50 |
2.0% |
93% |
False |
False |
166 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
41.0% |
245.25 |
2.3% |
94% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,545.25 |
|
2.618 |
11,297.25 |
|
1.618 |
11,145.25 |
|
1.000 |
11,051.25 |
|
0.618 |
10,993.25 |
|
HIGH |
10,899.25 |
|
0.618 |
10,841.25 |
|
0.500 |
10,823.25 |
|
0.382 |
10,805.25 |
|
LOW |
10,747.25 |
|
0.618 |
10,653.25 |
|
1.000 |
10,595.25 |
|
1.618 |
10,501.25 |
|
2.618 |
10,349.25 |
|
4.250 |
10,101.25 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,823.25 |
10,788.25 |
| PP |
10,811.75 |
10,788.00 |
| S1 |
10,800.25 |
10,787.50 |
|