Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,239.66 |
9,233.74 |
-5.92 |
-0.1% |
9,092.85 |
High |
9,257.22 |
9,341.74 |
84.52 |
0.9% |
9,472.81 |
Low |
9,130.18 |
9,168.57 |
38.39 |
0.4% |
8,934.94 |
Close |
9,233.73 |
9,247.74 |
14.01 |
0.2% |
9,233.73 |
Range |
127.04 |
173.17 |
46.13 |
36.3% |
537.87 |
ATR |
310.94 |
301.10 |
-9.84 |
-3.2% |
0.00 |
Volume |
17,413 |
20,686 |
3,273 |
18.8% |
120,216 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,772.19 |
9,683.14 |
9,342.98 |
|
R3 |
9,599.02 |
9,509.97 |
9,295.36 |
|
R2 |
9,425.85 |
9,425.85 |
9,279.49 |
|
R1 |
9,336.80 |
9,336.80 |
9,263.61 |
9,381.33 |
PP |
9,252.68 |
9,252.68 |
9,252.68 |
9,274.95 |
S1 |
9,163.63 |
9,163.63 |
9,231.87 |
9,208.16 |
S2 |
9,079.51 |
9,079.51 |
9,215.99 |
|
S3 |
8,906.34 |
8,990.46 |
9,200.12 |
|
S4 |
8,733.17 |
8,817.29 |
9,152.50 |
|
|
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 |
9,130.18 |
342.63 |
3.7% |
201.35 |
2.2% |
34% |
False |
False |
22,547 |
10 |
9,472.81 |
8,934.94 |
537.87 |
5.8% |
219.72 |
2.4% |
58% |
False |
False |
22,586 |
20 |
9,781.36 |
8,848.18 |
933.18 |
10.1% |
256.65 |
2.8% |
43% |
False |
False |
27,253 |
40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.5% |
355.98 |
3.8% |
35% |
False |
False |
40,209 |
60 |
10,359.58 |
6,778.33 |
3,581.25 |
38.7% |
440.78 |
4.8% |
69% |
False |
False |
52,802 |
80 |
10,359.58 |
5,866.90 |
4,492.68 |
48.6% |
441.18 |
4.8% |
75% |
False |
False |
54,286 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
69.6% |
517.34 |
5.6% |
83% |
False |
False |
64,843 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.1% |
504.40 |
5.5% |
81% |
False |
False |
60,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,077.71 |
2.618 |
9,795.10 |
1.618 |
9,621.93 |
1.000 |
9,514.91 |
0.618 |
9,448.76 |
HIGH |
9,341.74 |
0.618 |
9,275.59 |
0.500 |
9,255.16 |
0.382 |
9,234.72 |
LOW |
9,168.57 |
0.618 |
9,061.55 |
1.000 |
8,995.40 |
1.618 |
8,888.38 |
2.618 |
8,715.21 |
4.250 |
8,432.60 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,255.16 |
9,299.66 |
PP |
9,252.68 |
9,282.35 |
S1 |
9,250.21 |
9,265.05 |
|