| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,480.00 |
10,675.25 |
195.25 |
1.9% |
10,630.50 |
| High |
10,665.75 |
10,740.75 |
75.00 |
0.7% |
11,040.75 |
| Low |
10,397.50 |
10,499.25 |
101.75 |
1.0% |
10,288.00 |
| Close |
10,658.50 |
10,523.50 |
-135.00 |
-1.3% |
10,442.25 |
| Range |
268.25 |
241.50 |
-26.75 |
-10.0% |
752.75 |
| ATR |
261.80 |
260.35 |
-1.45 |
-0.6% |
0.00 |
| Volume |
526 |
443 |
-83 |
-15.8% |
3,509 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,312.25 |
11,159.50 |
10,656.25 |
|
| R3 |
11,070.75 |
10,918.00 |
10,590.00 |
|
| R2 |
10,829.25 |
10,829.25 |
10,567.75 |
|
| R1 |
10,676.50 |
10,676.50 |
10,545.75 |
10,632.00 |
| PP |
10,587.75 |
10,587.75 |
10,587.75 |
10,565.75 |
| S1 |
10,435.00 |
10,435.00 |
10,501.25 |
10,390.50 |
| S2 |
10,346.25 |
10,346.25 |
10,479.25 |
|
| S3 |
10,104.75 |
10,193.50 |
10,457.00 |
|
| S4 |
9,863.25 |
9,952.00 |
10,390.75 |
|
|
| 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 |
10,921.00 |
10,288.00 |
633.00 |
6.0% |
275.00 |
2.6% |
37% |
False |
False |
646 |
| 10 |
11,040.75 |
10,288.00 |
752.75 |
7.2% |
262.25 |
2.5% |
31% |
False |
False |
607 |
| 20 |
11,045.00 |
9,930.25 |
1,114.75 |
10.6% |
257.50 |
2.4% |
53% |
False |
False |
589 |
| 40 |
11,045.00 |
9,390.50 |
1,654.50 |
15.7% |
243.25 |
2.3% |
68% |
False |
False |
398 |
| 60 |
11,045.00 |
8,555.00 |
2,490.00 |
23.7% |
217.00 |
2.1% |
79% |
False |
False |
266 |
| 80 |
11,045.00 |
7,432.00 |
3,613.00 |
34.3% |
218.75 |
2.1% |
86% |
False |
False |
200 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
42.0% |
248.00 |
2.4% |
88% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,767.00 |
|
2.618 |
11,373.00 |
|
1.618 |
11,131.50 |
|
1.000 |
10,982.25 |
|
0.618 |
10,890.00 |
|
HIGH |
10,740.75 |
|
0.618 |
10,648.50 |
|
0.500 |
10,620.00 |
|
0.382 |
10,591.50 |
|
LOW |
10,499.25 |
|
0.618 |
10,350.00 |
|
1.000 |
10,257.75 |
|
1.618 |
10,108.50 |
|
2.618 |
9,867.00 |
|
4.250 |
9,473.00 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,620.00 |
10,520.50 |
| PP |
10,587.75 |
10,517.50 |
| S1 |
10,555.75 |
10,514.50 |
|