| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,924.0 |
1,940.4 |
16.4 |
0.9% |
1,840.0 |
| High |
1,942.4 |
1,980.4 |
38.0 |
2.0% |
1,942.4 |
| Low |
1,919.6 |
1,938.0 |
18.4 |
1.0% |
1,840.0 |
| Close |
1,935.8 |
1,966.1 |
30.3 |
1.6% |
1,935.8 |
| Range |
22.8 |
42.4 |
19.6 |
86.0% |
102.4 |
| ATR |
24.1 |
25.5 |
1.5 |
6.1% |
0.0 |
| Volume |
4,776 |
8,204 |
3,428 |
71.8% |
21,575 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.7 |
2,069.8 |
1,989.4 |
|
| R3 |
2,046.3 |
2,027.4 |
1,977.8 |
|
| R2 |
2,003.9 |
2,003.9 |
1,973.9 |
|
| R1 |
1,985.0 |
1,985.0 |
1,970.0 |
1,994.5 |
| PP |
1,961.5 |
1,961.5 |
1,961.5 |
1,966.2 |
| S1 |
1,942.6 |
1,942.6 |
1,962.2 |
1,952.1 |
| S2 |
1,919.1 |
1,919.1 |
1,958.3 |
|
| S3 |
1,876.7 |
1,900.2 |
1,954.4 |
|
| S4 |
1,834.3 |
1,857.8 |
1,942.8 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.3 |
2,176.9 |
1,992.1 |
|
| R3 |
2,110.9 |
2,074.5 |
1,964.0 |
|
| R2 |
2,008.5 |
2,008.5 |
1,954.6 |
|
| R1 |
1,972.1 |
1,972.1 |
1,945.2 |
1,990.3 |
| PP |
1,906.1 |
1,906.1 |
1,906.1 |
1,915.2 |
| S1 |
1,869.7 |
1,869.7 |
1,926.4 |
1,887.9 |
| S2 |
1,803.7 |
1,803.7 |
1,917.0 |
|
| S3 |
1,701.3 |
1,767.3 |
1,907.6 |
|
| S4 |
1,598.9 |
1,664.9 |
1,879.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,980.4 |
1,849.4 |
131.0 |
6.7% |
32.1 |
1.6% |
89% |
True |
False |
5,637 |
| 10 |
1,980.4 |
1,828.8 |
151.6 |
7.7% |
24.9 |
1.3% |
91% |
True |
False |
3,750 |
| 20 |
1,980.4 |
1,795.6 |
184.8 |
9.4% |
24.1 |
1.2% |
92% |
True |
False |
2,748 |
| 40 |
1,980.4 |
1,698.4 |
282.0 |
14.3% |
25.1 |
1.3% |
95% |
True |
False |
2,224 |
| 60 |
1,980.4 |
1,689.2 |
291.2 |
14.8% |
23.3 |
1.2% |
95% |
True |
False |
1,806 |
| 80 |
1,980.4 |
1,624.2 |
356.2 |
18.1% |
23.7 |
1.2% |
96% |
True |
False |
1,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.6 |
|
2.618 |
2,091.4 |
|
1.618 |
2,049.0 |
|
1.000 |
2,022.8 |
|
0.618 |
2,006.6 |
|
HIGH |
1,980.4 |
|
0.618 |
1,964.2 |
|
0.500 |
1,959.2 |
|
0.382 |
1,954.2 |
|
LOW |
1,938.0 |
|
0.618 |
1,911.8 |
|
1.000 |
1,895.6 |
|
1.618 |
1,869.4 |
|
2.618 |
1,827.0 |
|
4.250 |
1,757.8 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.8 |
1,957.7 |
| PP |
1,961.5 |
1,949.4 |
| S1 |
1,959.2 |
1,941.0 |
|