| 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 |
10,842.25 |
10,557.00 |
-285.25 |
-2.6% |
10,630.50 |
| High |
10,921.00 |
10,579.75 |
-341.25 |
-3.1% |
11,040.75 |
| Low |
10,500.00 |
10,288.00 |
-212.00 |
-2.0% |
10,288.00 |
| Close |
10,532.25 |
10,442.25 |
-90.00 |
-0.9% |
10,442.25 |
| Range |
421.00 |
291.75 |
-129.25 |
-30.7% |
752.75 |
| ATR |
258.96 |
261.30 |
2.34 |
0.9% |
0.00 |
| Volume |
821 |
941 |
120 |
14.6% |
3,509 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,312.00 |
11,168.75 |
10,602.75 |
|
| R3 |
11,020.25 |
10,877.00 |
10,522.50 |
|
| R2 |
10,728.50 |
10,728.50 |
10,495.75 |
|
| R1 |
10,585.25 |
10,585.25 |
10,469.00 |
10,511.00 |
| PP |
10,436.75 |
10,436.75 |
10,436.75 |
10,399.50 |
| S1 |
10,293.50 |
10,293.50 |
10,415.50 |
10,219.25 |
| S2 |
10,145.00 |
10,145.00 |
10,388.75 |
|
| S3 |
9,853.25 |
10,001.75 |
10,362.00 |
|
| S4 |
9,561.50 |
9,710.00 |
10,281.75 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,848.50 |
12,398.25 |
10,856.25 |
|
| R3 |
12,095.75 |
11,645.50 |
10,649.25 |
|
| R2 |
11,343.00 |
11,343.00 |
10,580.25 |
|
| R1 |
10,892.75 |
10,892.75 |
10,511.25 |
10,741.50 |
| PP |
10,590.25 |
10,590.25 |
10,590.25 |
10,514.75 |
| S1 |
10,140.00 |
10,140.00 |
10,373.25 |
9,988.75 |
| S2 |
9,837.50 |
9,837.50 |
10,304.25 |
|
| S3 |
9,084.75 |
9,387.25 |
10,235.25 |
|
| S4 |
8,332.00 |
8,634.50 |
10,028.25 |
|
|
| 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 |
10,288.00 |
752.75 |
7.2% |
308.75 |
3.0% |
20% |
False |
True |
701 |
| 10 |
11,045.00 |
10,288.00 |
757.00 |
7.2% |
293.75 |
2.8% |
20% |
False |
True |
758 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.7% |
259.75 |
2.5% |
55% |
False |
False |
590 |
| 40 |
11,045.00 |
9,371.25 |
1,673.75 |
16.0% |
238.75 |
2.3% |
64% |
False |
False |
374 |
| 60 |
11,045.00 |
8,555.00 |
2,490.00 |
23.8% |
213.25 |
2.0% |
76% |
False |
False |
250 |
| 80 |
11,045.00 |
7,386.50 |
3,658.50 |
35.0% |
216.00 |
2.1% |
84% |
False |
False |
188 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
42.3% |
246.50 |
2.4% |
86% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,819.75 |
|
2.618 |
11,343.50 |
|
1.618 |
11,051.75 |
|
1.000 |
10,871.50 |
|
0.618 |
10,760.00 |
|
HIGH |
10,579.75 |
|
0.618 |
10,468.25 |
|
0.500 |
10,434.00 |
|
0.382 |
10,399.50 |
|
LOW |
10,288.00 |
|
0.618 |
10,107.75 |
|
1.000 |
9,996.25 |
|
1.618 |
9,816.00 |
|
2.618 |
9,524.25 |
|
4.250 |
9,048.00 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,439.50 |
10,604.50 |
| PP |
10,436.75 |
10,550.50 |
| S1 |
10,434.00 |
10,496.25 |
|