| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,851.8 |
1,879.0 |
27.2 |
1.5% |
1,844.3 |
| High |
1,879.1 |
1,908.6 |
29.5 |
1.6% |
1,856.4 |
| Low |
1,849.4 |
1,878.4 |
29.0 |
1.6% |
1,828.8 |
| Close |
1,878.6 |
1,902.1 |
23.5 |
1.3% |
1,842.4 |
| Range |
29.7 |
30.2 |
0.5 |
1.7% |
27.6 |
| ATR |
22.8 |
23.3 |
0.5 |
2.3% |
0.0 |
| Volume |
4,639 |
5,252 |
613 |
13.2% |
9,594 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.0 |
1,974.7 |
1,918.7 |
|
| R3 |
1,956.8 |
1,944.5 |
1,910.4 |
|
| R2 |
1,926.6 |
1,926.6 |
1,907.6 |
|
| R1 |
1,914.3 |
1,914.3 |
1,904.9 |
1,920.5 |
| PP |
1,896.4 |
1,896.4 |
1,896.4 |
1,899.4 |
| S1 |
1,884.1 |
1,884.1 |
1,899.3 |
1,890.3 |
| S2 |
1,866.2 |
1,866.2 |
1,896.6 |
|
| S3 |
1,836.0 |
1,853.9 |
1,893.8 |
|
| S4 |
1,805.8 |
1,823.7 |
1,885.5 |
|
|
| 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 |
1,908.6 |
1,828.9 |
79.7 |
4.2% |
22.4 |
1.2% |
92% |
True |
False |
2,850 |
| 10 |
1,908.6 |
1,828.8 |
79.8 |
4.2% |
20.4 |
1.1% |
92% |
True |
False |
2,523 |
| 20 |
1,908.6 |
1,778.8 |
129.8 |
6.8% |
22.4 |
1.2% |
95% |
True |
False |
2,124 |
| 40 |
1,908.6 |
1,698.4 |
210.2 |
11.1% |
24.4 |
1.3% |
97% |
True |
False |
1,882 |
| 60 |
1,908.6 |
1,689.2 |
219.4 |
11.5% |
22.6 |
1.2% |
97% |
True |
False |
1,536 |
| 80 |
1,908.6 |
1,587.6 |
321.0 |
16.9% |
23.5 |
1.2% |
98% |
True |
False |
1,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.0 |
|
2.618 |
1,987.7 |
|
1.618 |
1,957.5 |
|
1.000 |
1,938.8 |
|
0.618 |
1,927.3 |
|
HIGH |
1,908.6 |
|
0.618 |
1,897.1 |
|
0.500 |
1,893.5 |
|
0.382 |
1,889.9 |
|
LOW |
1,878.4 |
|
0.618 |
1,859.7 |
|
1.000 |
1,848.2 |
|
1.618 |
1,829.5 |
|
2.618 |
1,799.3 |
|
4.250 |
1,750.1 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.2 |
1,892.8 |
| PP |
1,896.4 |
1,883.6 |
| S1 |
1,893.5 |
1,874.3 |
|