| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,680.50 |
10,900.00 |
219.50 |
2.1% |
10,480.00 |
| High |
10,877.75 |
10,920.75 |
43.00 |
0.4% |
10,920.75 |
| Low |
10,489.00 |
10,676.25 |
187.25 |
1.8% |
10,397.50 |
| Close |
10,777.50 |
10,874.25 |
96.75 |
0.9% |
10,874.25 |
| Range |
388.75 |
244.50 |
-144.25 |
-37.1% |
523.25 |
| ATR |
264.39 |
262.97 |
-1.42 |
-0.5% |
0.00 |
| Volume |
742 |
1,061 |
319 |
43.0% |
3,209 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,557.25 |
11,460.25 |
11,008.75 |
|
| R3 |
11,312.75 |
11,215.75 |
10,941.50 |
|
| R2 |
11,068.25 |
11,068.25 |
10,919.00 |
|
| R1 |
10,971.25 |
10,971.25 |
10,896.75 |
10,897.50 |
| PP |
10,823.75 |
10,823.75 |
10,823.75 |
10,787.00 |
| S1 |
10,726.75 |
10,726.75 |
10,851.75 |
10,653.00 |
| S2 |
10,579.25 |
10,579.25 |
10,829.50 |
|
| S3 |
10,334.75 |
10,482.25 |
10,807.00 |
|
| S4 |
10,090.25 |
10,237.75 |
10,739.75 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,300.50 |
12,110.75 |
11,162.00 |
|
| R3 |
11,777.25 |
11,587.50 |
11,018.25 |
|
| R2 |
11,254.00 |
11,254.00 |
10,970.25 |
|
| R1 |
11,064.25 |
11,064.25 |
10,922.25 |
11,159.00 |
| PP |
10,730.75 |
10,730.75 |
10,730.75 |
10,778.25 |
| S1 |
10,541.00 |
10,541.00 |
10,826.25 |
10,636.00 |
| S2 |
10,207.50 |
10,207.50 |
10,778.25 |
|
| S3 |
9,684.25 |
10,017.75 |
10,730.25 |
|
| S4 |
9,161.00 |
9,494.50 |
10,586.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,920.75 |
10,397.50 |
523.25 |
4.8% |
265.25 |
2.4% |
91% |
True |
False |
641 |
| 10 |
11,040.75 |
10,288.00 |
752.75 |
6.9% |
287.00 |
2.6% |
78% |
False |
False |
671 |
| 20 |
11,045.00 |
10,288.00 |
757.00 |
7.0% |
267.00 |
2.5% |
77% |
False |
False |
649 |
| 40 |
11,045.00 |
9,390.50 |
1,654.50 |
15.2% |
255.75 |
2.4% |
90% |
False |
False |
454 |
| 60 |
11,045.00 |
8,829.25 |
2,215.75 |
20.4% |
222.75 |
2.0% |
92% |
False |
False |
304 |
| 80 |
11,045.00 |
7,960.25 |
3,084.75 |
28.4% |
220.50 |
2.0% |
94% |
False |
False |
228 |
| 100 |
11,045.00 |
6,626.75 |
4,418.25 |
40.6% |
252.75 |
2.3% |
96% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,960.00 |
|
2.618 |
11,560.75 |
|
1.618 |
11,316.25 |
|
1.000 |
11,165.25 |
|
0.618 |
11,071.75 |
|
HIGH |
10,920.75 |
|
0.618 |
10,827.25 |
|
0.500 |
10,798.50 |
|
0.382 |
10,769.75 |
|
LOW |
10,676.25 |
|
0.618 |
10,525.25 |
|
1.000 |
10,431.75 |
|
1.618 |
10,280.75 |
|
2.618 |
10,036.25 |
|
4.250 |
9,637.00 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,849.00 |
10,817.75 |
| PP |
10,823.75 |
10,761.25 |
| S1 |
10,798.50 |
10,705.00 |
|