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 |
3,218.58 |
3,219.84 |
1.26 |
0.0% |
3,224.29 |
High |
3,227.26 |
3,241.43 |
14.17 |
0.4% |
3,279.99 |
Low |
3,200.05 |
3,214.25 |
14.20 |
0.4% |
3,200.05 |
Close |
3,215.63 |
3,239.41 |
23.78 |
0.7% |
3,215.63 |
Range |
27.21 |
27.18 |
-0.03 |
-0.1% |
79.94 |
ATR |
50.00 |
48.37 |
-1.63 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.24 |
3,303.50 |
3,254.36 |
|
R3 |
3,286.06 |
3,276.32 |
3,246.88 |
|
R2 |
3,258.88 |
3,258.88 |
3,244.39 |
|
R1 |
3,249.14 |
3,249.14 |
3,241.90 |
3,254.01 |
PP |
3,231.70 |
3,231.70 |
3,231.70 |
3,234.13 |
S1 |
3,221.96 |
3,221.96 |
3,236.92 |
3,226.83 |
S2 |
3,204.52 |
3,204.52 |
3,234.43 |
|
S3 |
3,177.34 |
3,194.78 |
3,231.94 |
|
S4 |
3,150.16 |
3,167.60 |
3,224.46 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.71 |
3,423.61 |
3,259.60 |
|
R3 |
3,391.77 |
3,343.67 |
3,237.61 |
|
R2 |
3,311.83 |
3,311.83 |
3,230.29 |
|
R1 |
3,263.73 |
3,263.73 |
3,222.96 |
3,247.81 |
PP |
3,231.89 |
3,231.89 |
3,231.89 |
3,223.93 |
S1 |
3,183.79 |
3,183.79 |
3,208.30 |
3,167.87 |
S2 |
3,151.95 |
3,151.95 |
3,200.97 |
|
S3 |
3,072.01 |
3,103.85 |
3,193.65 |
|
S4 |
2,992.07 |
3,023.91 |
3,171.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,279.99 |
3,200.05 |
79.94 |
2.5% |
33.49 |
1.0% |
49% |
False |
False |
|
10 |
3,279.99 |
3,127.66 |
152.33 |
4.7% |
37.14 |
1.1% |
73% |
False |
False |
|
20 |
3,279.99 |
2,999.74 |
280.25 |
8.7% |
43.10 |
1.3% |
86% |
False |
False |
|
40 |
3,279.99 |
2,965.66 |
314.33 |
9.7% |
49.51 |
1.5% |
87% |
False |
False |
|
60 |
3,279.99 |
2,766.64 |
513.35 |
15.8% |
48.69 |
1.5% |
92% |
False |
False |
|
80 |
3,279.99 |
2,455.79 |
824.20 |
25.4% |
51.18 |
1.6% |
95% |
False |
False |
|
100 |
3,279.99 |
2,191.86 |
1,088.13 |
33.6% |
67.46 |
2.1% |
96% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.1% |
65.79 |
2.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,356.95 |
2.618 |
3,312.59 |
1.618 |
3,285.41 |
1.000 |
3,268.61 |
0.618 |
3,258.23 |
HIGH |
3,241.43 |
0.618 |
3,231.05 |
0.500 |
3,227.84 |
0.382 |
3,224.63 |
LOW |
3,214.25 |
0.618 |
3,197.45 |
1.000 |
3,187.07 |
1.618 |
3,170.27 |
2.618 |
3,143.09 |
4.250 |
3,098.74 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,235.55 |
3,240.02 |
PP |
3,231.70 |
3,239.82 |
S1 |
3,227.84 |
3,239.61 |
|