| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,555.75 |
10,680.50 |
124.75 |
1.2% |
10,630.50 |
| High |
10,682.00 |
10,877.75 |
195.75 |
1.8% |
11,040.75 |
| Low |
10,499.00 |
10,489.00 |
-10.00 |
-0.1% |
10,288.00 |
| Close |
10,657.75 |
10,777.50 |
119.75 |
1.1% |
10,442.25 |
| Range |
183.00 |
388.75 |
205.75 |
112.4% |
752.75 |
| ATR |
254.82 |
264.39 |
9.57 |
3.8% |
0.00 |
| Volume |
437 |
742 |
305 |
69.8% |
3,509 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,881.00 |
11,718.00 |
10,991.25 |
|
| R3 |
11,492.25 |
11,329.25 |
10,884.50 |
|
| R2 |
11,103.50 |
11,103.50 |
10,848.75 |
|
| R1 |
10,940.50 |
10,940.50 |
10,813.25 |
11,022.00 |
| PP |
10,714.75 |
10,714.75 |
10,714.75 |
10,755.50 |
| S1 |
10,551.75 |
10,551.75 |
10,741.75 |
10,633.25 |
| S2 |
10,326.00 |
10,326.00 |
10,706.25 |
|
| S3 |
9,937.25 |
10,163.00 |
10,670.50 |
|
| S4 |
9,548.50 |
9,774.25 |
10,563.75 |
|
|
| 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 |
10,877.75 |
10,288.00 |
589.75 |
5.5% |
274.75 |
2.5% |
83% |
True |
False |
617 |
| 10 |
11,040.75 |
10,288.00 |
752.75 |
7.0% |
276.50 |
2.6% |
65% |
False |
False |
583 |
| 20 |
11,045.00 |
10,240.00 |
805.00 |
7.5% |
263.25 |
2.4% |
67% |
False |
False |
615 |
| 40 |
11,045.00 |
9,390.50 |
1,654.50 |
15.4% |
253.00 |
2.3% |
84% |
False |
False |
428 |
| 60 |
11,045.00 |
8,829.25 |
2,215.75 |
20.6% |
221.25 |
2.1% |
88% |
False |
False |
286 |
| 80 |
11,045.00 |
7,960.25 |
3,084.75 |
28.6% |
221.50 |
2.1% |
91% |
False |
False |
215 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
41.0% |
250.75 |
2.3% |
94% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,530.00 |
|
2.618 |
11,895.50 |
|
1.618 |
11,506.75 |
|
1.000 |
11,266.50 |
|
0.618 |
11,118.00 |
|
HIGH |
10,877.75 |
|
0.618 |
10,729.25 |
|
0.500 |
10,683.50 |
|
0.382 |
10,637.50 |
|
LOW |
10,489.00 |
|
0.618 |
10,248.75 |
|
1.000 |
10,100.25 |
|
1.618 |
9,860.00 |
|
2.618 |
9,471.25 |
|
4.250 |
8,836.75 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,746.00 |
10,746.00 |
| PP |
10,714.75 |
10,714.75 |
| S1 |
10,683.50 |
10,683.50 |
|