Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,431.70 |
9,239.66 |
-192.04 |
-2.0% |
9,092.85 |
High |
9,469.14 |
9,257.22 |
-211.92 |
-2.2% |
9,472.81 |
Low |
9,170.25 |
9,130.18 |
-40.07 |
-0.4% |
8,934.94 |
Close |
9,239.66 |
9,233.73 |
-5.93 |
-0.1% |
9,233.73 |
Range |
298.89 |
127.04 |
-171.85 |
-57.5% |
537.87 |
ATR |
325.09 |
310.94 |
-14.15 |
-4.4% |
0.00 |
Volume |
25,413 |
17,413 |
-8,000 |
-31.5% |
120,216 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,588.16 |
9,537.99 |
9,303.60 |
|
R3 |
9,461.12 |
9,410.95 |
9,268.67 |
|
R2 |
9,334.08 |
9,334.08 |
9,257.02 |
|
R1 |
9,283.91 |
9,283.91 |
9,245.38 |
9,245.48 |
PP |
9,207.04 |
9,207.04 |
9,207.04 |
9,187.83 |
S1 |
9,156.87 |
9,156.87 |
9,222.08 |
9,118.44 |
S2 |
9,080.00 |
9,080.00 |
9,210.44 |
|
S3 |
8,952.96 |
9,029.83 |
9,198.79 |
|
S4 |
8,825.92 |
8,902.79 |
9,163.86 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,827.44 |
10,568.45 |
9,529.56 |
|
R3 |
10,289.57 |
10,030.58 |
9,381.64 |
|
R2 |
9,751.70 |
9,751.70 |
9,332.34 |
|
R1 |
9,492.71 |
9,492.71 |
9,283.03 |
9,622.21 |
PP |
9,213.83 |
9,213.83 |
9,213.83 |
9,278.57 |
S1 |
8,954.84 |
8,954.84 |
9,184.43 |
9,084.34 |
S2 |
8,675.96 |
8,675.96 |
9,135.12 |
|
S3 |
8,138.09 |
8,416.97 |
9,085.82 |
|
S4 |
7,600.22 |
7,879.10 |
8,937.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,472.81 |
8,934.94 |
537.87 |
5.8% |
250.30 |
2.7% |
56% |
False |
False |
24,043 |
10 |
9,472.81 |
8,848.18 |
624.63 |
6.8% |
238.23 |
2.6% |
62% |
False |
False |
24,131 |
20 |
9,781.36 |
8,848.18 |
933.18 |
10.1% |
276.91 |
3.0% |
41% |
False |
False |
30,493 |
40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.5% |
369.92 |
4.0% |
34% |
False |
False |
41,071 |
60 |
10,359.58 |
6,765.37 |
3,594.21 |
38.9% |
446.83 |
4.8% |
69% |
False |
False |
53,344 |
80 |
10,359.58 |
5,720.83 |
4,638.75 |
50.2% |
450.33 |
4.9% |
76% |
False |
False |
55,173 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
69.7% |
520.94 |
5.6% |
83% |
False |
False |
64,897 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.2% |
509.00 |
5.5% |
81% |
False |
False |
60,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,797.14 |
2.618 |
9,589.81 |
1.618 |
9,462.77 |
1.000 |
9,384.26 |
0.618 |
9,335.73 |
HIGH |
9,257.22 |
0.618 |
9,208.69 |
0.500 |
9,193.70 |
0.382 |
9,178.71 |
LOW |
9,130.18 |
0.618 |
9,051.67 |
1.000 |
9,003.14 |
1.618 |
8,924.63 |
2.618 |
8,797.59 |
4.250 |
8,590.26 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,220.39 |
9,301.50 |
PP |
9,207.04 |
9,278.91 |
S1 |
9,193.70 |
9,256.32 |
|