| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,840.0 |
1,851.8 |
11.8 |
0.6% |
1,844.3 |
| High |
1,854.0 |
1,879.1 |
25.1 |
1.4% |
1,856.4 |
| Low |
1,840.0 |
1,849.4 |
9.4 |
0.5% |
1,828.8 |
| Close |
1,848.8 |
1,878.6 |
29.8 |
1.6% |
1,842.4 |
| Range |
14.0 |
29.7 |
15.7 |
112.1% |
27.6 |
| ATR |
22.2 |
22.8 |
0.6 |
2.6% |
0.0 |
| Volume |
1,594 |
4,639 |
3,045 |
191.0% |
9,594 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,958.1 |
1,948.1 |
1,894.9 |
|
| R3 |
1,928.4 |
1,918.4 |
1,886.8 |
|
| R2 |
1,898.7 |
1,898.7 |
1,884.0 |
|
| R1 |
1,888.7 |
1,888.7 |
1,881.3 |
1,893.7 |
| PP |
1,869.0 |
1,869.0 |
1,869.0 |
1,871.6 |
| S1 |
1,859.0 |
1,859.0 |
1,875.9 |
1,864.0 |
| S2 |
1,839.3 |
1,839.3 |
1,873.2 |
|
| S3 |
1,809.6 |
1,829.3 |
1,870.4 |
|
| S4 |
1,779.9 |
1,799.6 |
1,862.3 |
|
|
| 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 |
1,879.1 |
1,828.9 |
50.2 |
2.7% |
19.1 |
1.0% |
99% |
True |
False |
1,999 |
| 10 |
1,879.1 |
1,828.8 |
50.3 |
2.7% |
20.0 |
1.1% |
99% |
True |
False |
2,279 |
| 20 |
1,879.1 |
1,778.8 |
100.3 |
5.3% |
22.2 |
1.2% |
100% |
True |
False |
1,896 |
| 40 |
1,879.1 |
1,698.4 |
180.7 |
9.6% |
24.3 |
1.3% |
100% |
True |
False |
1,779 |
| 60 |
1,879.1 |
1,689.2 |
189.9 |
10.1% |
22.4 |
1.2% |
100% |
True |
False |
1,474 |
| 80 |
1,879.1 |
1,587.6 |
291.5 |
15.5% |
23.3 |
1.2% |
100% |
True |
False |
1,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.3 |
|
2.618 |
1,956.9 |
|
1.618 |
1,927.2 |
|
1.000 |
1,908.8 |
|
0.618 |
1,897.5 |
|
HIGH |
1,879.1 |
|
0.618 |
1,867.8 |
|
0.500 |
1,864.3 |
|
0.382 |
1,860.7 |
|
LOW |
1,849.4 |
|
0.618 |
1,831.0 |
|
1.000 |
1,819.7 |
|
1.618 |
1,801.3 |
|
2.618 |
1,771.6 |
|
4.250 |
1,723.2 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,873.8 |
1,870.5 |
| PP |
1,869.0 |
1,862.5 |
| S1 |
1,864.3 |
1,854.4 |
|