| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,832.7 |
1,840.0 |
7.3 |
0.4% |
1,844.3 |
| High |
1,845.1 |
1,854.0 |
8.9 |
0.5% |
1,856.4 |
| Low |
1,829.7 |
1,840.0 |
10.3 |
0.6% |
1,828.8 |
| Close |
1,842.4 |
1,848.8 |
6.4 |
0.3% |
1,842.4 |
| Range |
15.4 |
14.0 |
-1.4 |
-9.1% |
27.6 |
| ATR |
22.9 |
22.2 |
-0.6 |
-2.8% |
0.0 |
| Volume |
1,011 |
1,594 |
583 |
57.7% |
9,594 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,889.6 |
1,883.2 |
1,856.5 |
|
| R3 |
1,875.6 |
1,869.2 |
1,852.7 |
|
| R2 |
1,861.6 |
1,861.6 |
1,851.4 |
|
| R1 |
1,855.2 |
1,855.2 |
1,850.1 |
1,858.4 |
| PP |
1,847.6 |
1,847.6 |
1,847.6 |
1,849.2 |
| S1 |
1,841.2 |
1,841.2 |
1,847.5 |
1,844.4 |
| S2 |
1,833.6 |
1,833.6 |
1,846.2 |
|
| S3 |
1,819.6 |
1,827.2 |
1,845.0 |
|
| S4 |
1,805.6 |
1,813.2 |
1,841.1 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,925.3 |
1,911.5 |
1,857.6 |
|
| R3 |
1,897.7 |
1,883.9 |
1,850.0 |
|
| R2 |
1,870.1 |
1,870.1 |
1,847.5 |
|
| R1 |
1,856.3 |
1,856.3 |
1,844.9 |
1,849.4 |
| PP |
1,842.5 |
1,842.5 |
1,842.5 |
1,839.1 |
| S1 |
1,828.7 |
1,828.7 |
1,839.9 |
1,821.8 |
| S2 |
1,814.9 |
1,814.9 |
1,837.3 |
|
| S3 |
1,787.3 |
1,801.1 |
1,834.8 |
|
| S4 |
1,759.7 |
1,773.5 |
1,827.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,856.0 |
1,828.8 |
27.2 |
1.5% |
17.8 |
1.0% |
74% |
False |
False |
1,863 |
| 10 |
1,865.2 |
1,813.5 |
51.7 |
2.8% |
20.0 |
1.1% |
68% |
False |
False |
1,950 |
| 20 |
1,865.2 |
1,777.7 |
87.5 |
4.7% |
21.9 |
1.2% |
81% |
False |
False |
1,714 |
| 40 |
1,865.2 |
1,698.4 |
166.8 |
9.0% |
23.9 |
1.3% |
90% |
False |
False |
1,724 |
| 60 |
1,865.2 |
1,689.2 |
176.0 |
9.5% |
22.3 |
1.2% |
91% |
False |
False |
1,402 |
| 80 |
1,865.2 |
1,587.6 |
277.6 |
15.0% |
23.4 |
1.3% |
94% |
False |
False |
1,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,913.5 |
|
2.618 |
1,890.7 |
|
1.618 |
1,876.7 |
|
1.000 |
1,868.0 |
|
0.618 |
1,862.7 |
|
HIGH |
1,854.0 |
|
0.618 |
1,848.7 |
|
0.500 |
1,847.0 |
|
0.382 |
1,845.3 |
|
LOW |
1,840.0 |
|
0.618 |
1,831.3 |
|
1.000 |
1,826.0 |
|
1.618 |
1,817.3 |
|
2.618 |
1,803.3 |
|
4.250 |
1,780.5 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,848.2 |
1,846.4 |
| PP |
1,847.6 |
1,843.9 |
| S1 |
1,847.0 |
1,841.5 |
|