| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,557.00 |
10,480.00 |
-77.00 |
-0.7% |
10,630.50 |
| High |
10,579.75 |
10,665.75 |
86.00 |
0.8% |
11,040.75 |
| Low |
10,288.00 |
10,397.50 |
109.50 |
1.1% |
10,288.00 |
| Close |
10,442.25 |
10,658.50 |
216.25 |
2.1% |
10,442.25 |
| Range |
291.75 |
268.25 |
-23.50 |
-8.1% |
752.75 |
| ATR |
261.30 |
261.80 |
0.50 |
0.2% |
0.00 |
| Volume |
941 |
526 |
-415 |
-44.1% |
3,509 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,378.75 |
11,286.75 |
10,806.00 |
|
| R3 |
11,110.50 |
11,018.50 |
10,732.25 |
|
| R2 |
10,842.25 |
10,842.25 |
10,707.75 |
|
| R1 |
10,750.25 |
10,750.25 |
10,683.00 |
10,796.25 |
| PP |
10,574.00 |
10,574.00 |
10,574.00 |
10,597.00 |
| S1 |
10,482.00 |
10,482.00 |
10,634.00 |
10,528.00 |
| S2 |
10,305.75 |
10,305.75 |
10,609.25 |
|
| S3 |
10,037.50 |
10,213.75 |
10,584.75 |
|
| S4 |
9,769.25 |
9,945.50 |
10,511.00 |
|
|
| 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 |
7.1% |
280.75 |
2.6% |
49% |
False |
False |
722 |
| 10 |
11,040.75 |
10,288.00 |
752.75 |
7.1% |
271.25 |
2.5% |
49% |
False |
False |
728 |
| 20 |
11,045.00 |
9,720.25 |
1,324.75 |
12.4% |
258.50 |
2.4% |
71% |
False |
False |
585 |
| 40 |
11,045.00 |
9,390.50 |
1,654.50 |
15.5% |
240.75 |
2.3% |
77% |
False |
False |
387 |
| 60 |
11,045.00 |
8,555.00 |
2,490.00 |
23.4% |
213.50 |
2.0% |
84% |
False |
False |
259 |
| 80 |
11,045.00 |
7,386.50 |
3,658.50 |
34.3% |
219.00 |
2.1% |
89% |
False |
False |
195 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
41.5% |
245.75 |
2.3% |
91% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,805.75 |
|
2.618 |
11,368.00 |
|
1.618 |
11,099.75 |
|
1.000 |
10,934.00 |
|
0.618 |
10,831.50 |
|
HIGH |
10,665.75 |
|
0.618 |
10,563.25 |
|
0.500 |
10,531.50 |
|
0.382 |
10,500.00 |
|
LOW |
10,397.50 |
|
0.618 |
10,231.75 |
|
1.000 |
10,129.25 |
|
1.618 |
9,963.50 |
|
2.618 |
9,695.25 |
|
4.250 |
9,257.50 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,616.25 |
10,640.50 |
| PP |
10,574.00 |
10,622.50 |
| S1 |
10,531.50 |
10,604.50 |
|