| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,976.4 |
1,984.9 |
8.5 |
0.4% |
1,840.0 |
| High |
2,010.0 |
2,006.7 |
-3.3 |
-0.2% |
1,942.4 |
| Low |
1,939.9 |
1,964.8 |
24.9 |
1.3% |
1,840.0 |
| Close |
1,974.2 |
1,986.1 |
11.9 |
0.6% |
1,935.8 |
| Range |
70.1 |
41.9 |
-28.2 |
-40.2% |
102.4 |
| ATR |
28.7 |
29.7 |
0.9 |
3.3% |
0.0 |
| Volume |
3,032 |
6,442 |
3,410 |
112.5% |
21,575 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.6 |
2,090.7 |
2,009.1 |
|
| R3 |
2,069.7 |
2,048.8 |
1,997.6 |
|
| R2 |
2,027.8 |
2,027.8 |
1,993.8 |
|
| R1 |
2,006.9 |
2,006.9 |
1,989.9 |
2,017.4 |
| PP |
1,985.9 |
1,985.9 |
1,985.9 |
1,991.1 |
| S1 |
1,965.0 |
1,965.0 |
1,982.3 |
1,975.5 |
| S2 |
1,944.0 |
1,944.0 |
1,978.4 |
|
| S3 |
1,902.1 |
1,923.1 |
1,974.6 |
|
| S4 |
1,860.2 |
1,881.2 |
1,963.1 |
|
|
| 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 |
1,901.6 |
108.4 |
5.5% |
42.5 |
2.1% |
78% |
False |
False |
5,553 |
| 10 |
2,010.0 |
1,828.9 |
181.1 |
9.1% |
32.4 |
1.6% |
87% |
False |
False |
4,202 |
| 20 |
2,010.0 |
1,795.6 |
214.4 |
10.8% |
27.6 |
1.4% |
89% |
False |
False |
3,096 |
| 40 |
2,010.0 |
1,698.4 |
311.6 |
15.7% |
26.8 |
1.3% |
92% |
False |
False |
2,403 |
| 60 |
2,010.0 |
1,698.4 |
311.6 |
15.7% |
24.5 |
1.2% |
92% |
False |
False |
1,945 |
| 80 |
2,010.0 |
1,642.1 |
367.9 |
18.5% |
24.7 |
1.2% |
94% |
False |
False |
1,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.8 |
|
2.618 |
2,116.4 |
|
1.618 |
2,074.5 |
|
1.000 |
2,048.6 |
|
0.618 |
2,032.6 |
|
HIGH |
2,006.7 |
|
0.618 |
1,990.7 |
|
0.500 |
1,985.8 |
|
0.382 |
1,980.8 |
|
LOW |
1,964.8 |
|
0.618 |
1,938.9 |
|
1.000 |
1,922.9 |
|
1.618 |
1,897.0 |
|
2.618 |
1,855.1 |
|
4.250 |
1,786.7 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,986.0 |
1,982.1 |
| PP |
1,985.9 |
1,978.0 |
| S1 |
1,985.8 |
1,974.0 |
|