| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,940.4 |
1,976.4 |
36.0 |
1.9% |
1,840.0 |
| High |
1,980.4 |
2,010.0 |
29.6 |
1.5% |
1,942.4 |
| Low |
1,938.0 |
1,939.9 |
1.9 |
0.1% |
1,840.0 |
| Close |
1,966.1 |
1,974.2 |
8.1 |
0.4% |
1,935.8 |
| Range |
42.4 |
70.1 |
27.7 |
65.3% |
102.4 |
| ATR |
25.5 |
28.7 |
3.2 |
12.5% |
0.0 |
| Volume |
8,204 |
3,032 |
-5,172 |
-63.0% |
21,575 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.0 |
2,149.7 |
2,012.8 |
|
| R3 |
2,114.9 |
2,079.6 |
1,993.5 |
|
| R2 |
2,044.8 |
2,044.8 |
1,987.1 |
|
| R1 |
2,009.5 |
2,009.5 |
1,980.6 |
1,992.1 |
| PP |
1,974.7 |
1,974.7 |
1,974.7 |
1,966.0 |
| S1 |
1,939.4 |
1,939.4 |
1,967.8 |
1,922.0 |
| S2 |
1,904.6 |
1,904.6 |
1,961.3 |
|
| S3 |
1,834.5 |
1,869.3 |
1,954.9 |
|
| S4 |
1,764.4 |
1,799.2 |
1,935.6 |
|
|
| 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 |
2,010.0 |
1,878.4 |
131.6 |
6.7% |
40.1 |
2.0% |
73% |
True |
False |
5,315 |
| 10 |
2,010.0 |
1,828.9 |
181.1 |
9.2% |
29.6 |
1.5% |
80% |
True |
False |
3,657 |
| 20 |
2,010.0 |
1,795.6 |
214.4 |
10.9% |
27.0 |
1.4% |
83% |
True |
False |
2,847 |
| 40 |
2,010.0 |
1,698.4 |
311.6 |
15.8% |
26.4 |
1.3% |
89% |
True |
False |
2,279 |
| 60 |
2,010.0 |
1,698.4 |
311.6 |
15.8% |
23.9 |
1.2% |
89% |
True |
False |
1,849 |
| 80 |
2,010.0 |
1,633.8 |
376.2 |
19.1% |
24.4 |
1.2% |
90% |
True |
False |
1,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,307.9 |
|
2.618 |
2,193.5 |
|
1.618 |
2,123.4 |
|
1.000 |
2,080.1 |
|
0.618 |
2,053.3 |
|
HIGH |
2,010.0 |
|
0.618 |
1,983.2 |
|
0.500 |
1,975.0 |
|
0.382 |
1,966.7 |
|
LOW |
1,939.9 |
|
0.618 |
1,896.6 |
|
1.000 |
1,869.8 |
|
1.618 |
1,826.5 |
|
2.618 |
1,756.4 |
|
4.250 |
1,642.0 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.0 |
1,971.1 |
| PP |
1,974.7 |
1,967.9 |
| S1 |
1,974.5 |
1,964.8 |
|