| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,879.0 |
1,907.6 |
28.6 |
1.5% |
1,844.3 |
| High |
1,908.6 |
1,936.8 |
28.2 |
1.5% |
1,856.4 |
| Low |
1,878.4 |
1,901.6 |
23.2 |
1.2% |
1,828.8 |
| Close |
1,902.1 |
1,927.5 |
25.4 |
1.3% |
1,842.4 |
| Range |
30.2 |
35.2 |
5.0 |
16.6% |
27.6 |
| ATR |
23.3 |
24.2 |
0.8 |
3.6% |
0.0 |
| Volume |
5,252 |
5,314 |
62 |
1.2% |
9,594 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.6 |
2,012.7 |
1,946.9 |
|
| R3 |
1,992.4 |
1,977.5 |
1,937.2 |
|
| R2 |
1,957.2 |
1,957.2 |
1,934.0 |
|
| R1 |
1,942.3 |
1,942.3 |
1,930.7 |
1,949.8 |
| PP |
1,922.0 |
1,922.0 |
1,922.0 |
1,925.7 |
| S1 |
1,907.1 |
1,907.1 |
1,924.3 |
1,914.6 |
| S2 |
1,886.8 |
1,886.8 |
1,921.0 |
|
| S3 |
1,851.6 |
1,871.9 |
1,917.8 |
|
| S4 |
1,816.4 |
1,836.7 |
1,908.1 |
|
|
| 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 |
1,936.8 |
1,829.7 |
107.1 |
5.6% |
24.9 |
1.3% |
91% |
True |
False |
3,562 |
| 10 |
1,936.8 |
1,828.8 |
108.0 |
5.6% |
21.7 |
1.1% |
91% |
True |
False |
2,907 |
| 20 |
1,936.8 |
1,778.8 |
158.0 |
8.2% |
23.1 |
1.2% |
94% |
True |
False |
2,221 |
| 40 |
1,936.8 |
1,698.4 |
238.4 |
12.4% |
24.6 |
1.3% |
96% |
True |
False |
2,002 |
| 60 |
1,936.8 |
1,689.2 |
247.6 |
12.8% |
23.0 |
1.2% |
96% |
True |
False |
1,613 |
| 80 |
1,936.8 |
1,587.6 |
349.2 |
18.1% |
23.7 |
1.2% |
97% |
True |
False |
1,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.4 |
|
2.618 |
2,029.0 |
|
1.618 |
1,993.8 |
|
1.000 |
1,972.0 |
|
0.618 |
1,958.6 |
|
HIGH |
1,936.8 |
|
0.618 |
1,923.4 |
|
0.500 |
1,919.2 |
|
0.382 |
1,915.0 |
|
LOW |
1,901.6 |
|
0.618 |
1,879.8 |
|
1.000 |
1,866.4 |
|
1.618 |
1,844.6 |
|
2.618 |
1,809.4 |
|
4.250 |
1,752.0 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.7 |
1,916.0 |
| PP |
1,922.0 |
1,904.6 |
| S1 |
1,919.2 |
1,893.1 |
|