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 |
3,219.84 |
3,234.27 |
14.43 |
0.4% |
3,224.29 |
High |
3,241.43 |
3,243.72 |
2.29 |
0.1% |
3,279.99 |
Low |
3,214.25 |
3,216.17 |
1.92 |
0.1% |
3,200.05 |
Close |
3,239.41 |
3,218.44 |
-20.97 |
-0.6% |
3,215.63 |
Range |
27.18 |
27.55 |
0.37 |
1.4% |
79.94 |
ATR |
48.37 |
46.88 |
-1.49 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,308.76 |
3,291.15 |
3,233.59 |
|
R3 |
3,281.21 |
3,263.60 |
3,226.02 |
|
R2 |
3,253.66 |
3,253.66 |
3,223.49 |
|
R1 |
3,236.05 |
3,236.05 |
3,220.97 |
3,231.08 |
PP |
3,226.11 |
3,226.11 |
3,226.11 |
3,223.63 |
S1 |
3,208.50 |
3,208.50 |
3,215.91 |
3,203.53 |
S2 |
3,198.56 |
3,198.56 |
3,213.39 |
|
S3 |
3,171.01 |
3,180.95 |
3,210.86 |
|
S4 |
3,143.46 |
3,153.40 |
3,203.29 |
|
|
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% |
33.10 |
1.0% |
23% |
False |
False |
|
10 |
3,279.99 |
3,198.59 |
81.40 |
2.5% |
32.57 |
1.0% |
24% |
False |
False |
|
20 |
3,279.99 |
3,047.83 |
232.16 |
7.2% |
41.77 |
1.3% |
73% |
False |
False |
|
40 |
3,279.99 |
2,965.66 |
314.33 |
9.8% |
49.43 |
1.5% |
80% |
False |
False |
|
60 |
3,279.99 |
2,766.64 |
513.35 |
16.0% |
48.35 |
1.5% |
88% |
False |
False |
|
80 |
3,279.99 |
2,459.96 |
820.03 |
25.5% |
50.56 |
1.6% |
92% |
False |
False |
|
100 |
3,279.99 |
2,191.86 |
1,088.13 |
33.8% |
66.90 |
2.1% |
94% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.3% |
65.82 |
2.0% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,360.81 |
2.618 |
3,315.85 |
1.618 |
3,288.30 |
1.000 |
3,271.27 |
0.618 |
3,260.75 |
HIGH |
3,243.72 |
0.618 |
3,233.20 |
0.500 |
3,229.95 |
0.382 |
3,226.69 |
LOW |
3,216.17 |
0.618 |
3,199.14 |
1.000 |
3,188.62 |
1.618 |
3,171.59 |
2.618 |
3,144.04 |
4.250 |
3,099.08 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,229.95 |
3,221.89 |
PP |
3,226.11 |
3,220.74 |
S1 |
3,222.28 |
3,219.59 |
|