| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,984.9 |
1,995.5 |
10.6 |
0.5% |
1,840.0 |
| High |
2,006.7 |
1,995.5 |
-11.2 |
-0.6% |
1,942.4 |
| Low |
1,964.8 |
1,962.2 |
-2.6 |
-0.1% |
1,840.0 |
| Close |
1,986.1 |
1,976.3 |
-9.8 |
-0.5% |
1,935.8 |
| Range |
41.9 |
33.3 |
-8.6 |
-20.5% |
102.4 |
| ATR |
29.7 |
29.9 |
0.3 |
0.9% |
0.0 |
| Volume |
6,442 |
2,229 |
-4,213 |
-65.4% |
21,575 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.9 |
2,060.4 |
1,994.6 |
|
| R3 |
2,044.6 |
2,027.1 |
1,985.5 |
|
| R2 |
2,011.3 |
2,011.3 |
1,982.4 |
|
| R1 |
1,993.8 |
1,993.8 |
1,979.4 |
1,985.9 |
| PP |
1,978.0 |
1,978.0 |
1,978.0 |
1,974.1 |
| S1 |
1,960.5 |
1,960.5 |
1,973.2 |
1,952.6 |
| S2 |
1,944.7 |
1,944.7 |
1,970.2 |
|
| S3 |
1,911.4 |
1,927.2 |
1,967.1 |
|
| S4 |
1,878.1 |
1,893.9 |
1,958.0 |
|
|
| 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 |
1,919.6 |
90.4 |
4.6% |
42.1 |
2.1% |
63% |
False |
False |
4,936 |
| 10 |
2,010.0 |
1,829.7 |
180.3 |
9.1% |
33.5 |
1.7% |
81% |
False |
False |
4,249 |
| 20 |
2,010.0 |
1,795.6 |
214.4 |
10.8% |
27.5 |
1.4% |
84% |
False |
False |
3,115 |
| 40 |
2,010.0 |
1,698.4 |
311.6 |
15.8% |
26.5 |
1.3% |
89% |
False |
False |
2,376 |
| 60 |
2,010.0 |
1,698.4 |
311.6 |
15.8% |
24.8 |
1.3% |
89% |
False |
False |
1,970 |
| 80 |
2,010.0 |
1,675.7 |
334.3 |
16.9% |
24.2 |
1.2% |
90% |
False |
False |
1,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.0 |
|
2.618 |
2,082.7 |
|
1.618 |
2,049.4 |
|
1.000 |
2,028.8 |
|
0.618 |
2,016.1 |
|
HIGH |
1,995.5 |
|
0.618 |
1,982.8 |
|
0.500 |
1,978.9 |
|
0.382 |
1,974.9 |
|
LOW |
1,962.2 |
|
0.618 |
1,941.6 |
|
1.000 |
1,928.9 |
|
1.618 |
1,908.3 |
|
2.618 |
1,875.0 |
|
4.250 |
1,820.7 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,978.9 |
1,975.9 |
| PP |
1,978.0 |
1,975.4 |
| S1 |
1,977.2 |
1,975.0 |
|