Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,205.08 |
3,141.11 |
-63.97 |
-2.0% |
3,155.29 |
High |
3,235.32 |
3,200.95 |
-34.37 |
-1.1% |
3,186.82 |
Low |
3,149.43 |
3,127.66 |
-21.77 |
-0.7% |
3,115.85 |
Close |
3,155.22 |
3,197.52 |
42.30 |
1.3% |
3,185.04 |
Range |
85.89 |
73.29 |
-12.60 |
-14.7% |
70.97 |
ATR |
59.93 |
60.88 |
0.95 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,395.25 |
3,369.67 |
3,237.83 |
|
R3 |
3,321.96 |
3,296.38 |
3,217.67 |
|
R2 |
3,248.67 |
3,248.67 |
3,210.96 |
|
R1 |
3,223.09 |
3,223.09 |
3,204.24 |
3,235.88 |
PP |
3,175.38 |
3,175.38 |
3,175.38 |
3,181.77 |
S1 |
3,149.80 |
3,149.80 |
3,190.80 |
3,162.59 |
S2 |
3,102.09 |
3,102.09 |
3,184.08 |
|
S3 |
3,028.80 |
3,076.51 |
3,177.37 |
|
S4 |
2,955.51 |
3,003.22 |
3,157.21 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,375.48 |
3,351.23 |
3,224.07 |
|
R3 |
3,304.51 |
3,280.26 |
3,204.56 |
|
R2 |
3,233.54 |
3,233.54 |
3,198.05 |
|
R1 |
3,209.29 |
3,209.29 |
3,191.55 |
3,221.42 |
PP |
3,162.57 |
3,162.57 |
3,162.57 |
3,168.63 |
S1 |
3,138.32 |
3,138.32 |
3,178.53 |
3,150.45 |
S2 |
3,091.60 |
3,091.60 |
3,172.03 |
|
S3 |
3,020.63 |
3,067.35 |
3,165.52 |
|
S4 |
2,949.66 |
2,996.38 |
3,146.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,235.32 |
3,115.85 |
119.47 |
3.7% |
61.80 |
1.9% |
68% |
False |
False |
|
10 |
3,235.32 |
3,047.83 |
187.49 |
5.9% |
50.97 |
1.6% |
80% |
False |
False |
|
20 |
3,235.32 |
2,999.74 |
235.58 |
7.4% |
52.66 |
1.6% |
84% |
False |
False |
|
40 |
3,235.32 |
2,913.86 |
321.46 |
10.1% |
51.60 |
1.6% |
88% |
False |
False |
|
60 |
3,235.32 |
2,727.10 |
508.22 |
15.9% |
50.79 |
1.6% |
93% |
False |
False |
|
80 |
3,235.32 |
2,191.86 |
1,043.46 |
32.6% |
59.95 |
1.9% |
96% |
False |
False |
|
100 |
3,360.76 |
2,191.86 |
1,168.90 |
36.6% |
73.49 |
2.3% |
86% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.6% |
66.01 |
2.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,512.43 |
2.618 |
3,392.82 |
1.618 |
3,319.53 |
1.000 |
3,274.24 |
0.618 |
3,246.24 |
HIGH |
3,200.95 |
0.618 |
3,172.95 |
0.500 |
3,164.31 |
0.382 |
3,155.66 |
LOW |
3,127.66 |
0.618 |
3,082.37 |
1.000 |
3,054.37 |
1.618 |
3,009.08 |
2.618 |
2,935.79 |
4.250 |
2,816.18 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,186.45 |
3,192.18 |
PP |
3,175.38 |
3,186.83 |
S1 |
3,164.31 |
3,181.49 |
|