| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,844.3 |
1,840.5 |
-3.8 |
-0.2% |
1,811.2 |
| High |
1,856.4 |
1,851.7 |
-4.7 |
-0.3% |
1,865.2 |
| Low |
1,842.0 |
1,828.8 |
-13.2 |
-0.7% |
1,809.3 |
| Close |
1,853.1 |
1,850.7 |
-2.4 |
-0.1% |
1,840.8 |
| Range |
14.4 |
22.9 |
8.5 |
59.0% |
55.9 |
| ATR |
24.2 |
24.2 |
0.0 |
0.0% |
0.0 |
| Volume |
1,870 |
3,960 |
2,090 |
111.8% |
9,919 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,912.4 |
1,904.5 |
1,863.3 |
|
| R3 |
1,889.5 |
1,881.6 |
1,857.0 |
|
| R2 |
1,866.6 |
1,866.6 |
1,854.9 |
|
| R1 |
1,858.7 |
1,858.7 |
1,852.8 |
1,862.7 |
| PP |
1,843.7 |
1,843.7 |
1,843.7 |
1,845.7 |
| S1 |
1,835.8 |
1,835.8 |
1,848.6 |
1,839.8 |
| S2 |
1,820.8 |
1,820.8 |
1,846.5 |
|
| S3 |
1,797.9 |
1,812.9 |
1,844.4 |
|
| S4 |
1,775.0 |
1,790.0 |
1,838.1 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.1 |
1,979.4 |
1,871.5 |
|
| R3 |
1,950.2 |
1,923.5 |
1,856.2 |
|
| R2 |
1,894.3 |
1,894.3 |
1,851.0 |
|
| R1 |
1,867.6 |
1,867.6 |
1,845.9 |
1,881.0 |
| PP |
1,838.4 |
1,838.4 |
1,838.4 |
1,845.1 |
| S1 |
1,811.7 |
1,811.7 |
1,835.7 |
1,825.1 |
| S2 |
1,782.5 |
1,782.5 |
1,830.6 |
|
| S3 |
1,726.6 |
1,755.8 |
1,825.4 |
|
| S4 |
1,670.7 |
1,699.9 |
1,810.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,865.2 |
1,828.8 |
36.4 |
2.0% |
20.8 |
1.1% |
60% |
False |
True |
2,559 |
| 10 |
1,865.2 |
1,795.6 |
69.6 |
3.8% |
24.3 |
1.3% |
79% |
False |
False |
2,037 |
| 20 |
1,865.2 |
1,743.2 |
122.0 |
6.6% |
22.9 |
1.2% |
88% |
False |
False |
1,646 |
| 40 |
1,865.2 |
1,698.4 |
166.8 |
9.0% |
24.1 |
1.3% |
91% |
False |
False |
1,682 |
| 60 |
1,865.2 |
1,684.7 |
180.5 |
9.8% |
22.9 |
1.2% |
92% |
False |
False |
1,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.0 |
|
2.618 |
1,911.7 |
|
1.618 |
1,888.8 |
|
1.000 |
1,874.6 |
|
0.618 |
1,865.9 |
|
HIGH |
1,851.7 |
|
0.618 |
1,843.0 |
|
0.500 |
1,840.3 |
|
0.382 |
1,837.5 |
|
LOW |
1,828.8 |
|
0.618 |
1,814.6 |
|
1.000 |
1,805.9 |
|
1.618 |
1,791.7 |
|
2.618 |
1,768.8 |
|
4.250 |
1,731.5 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,847.2 |
1,848.0 |
| PP |
1,843.7 |
1,845.3 |
| S1 |
1,840.3 |
1,842.6 |
|