Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,247.74 |
9,274.50 |
26.76 |
0.3% |
9,092.85 |
High |
9,278.14 |
9,278.50 |
0.36 |
0.0% |
9,472.81 |
Low |
9,126.81 |
9,160.91 |
34.10 |
0.4% |
8,934.94 |
Close |
9,274.49 |
9,213.04 |
-61.45 |
-0.7% |
9,233.73 |
Range |
151.33 |
117.59 |
-33.74 |
-22.3% |
537.87 |
ATR |
290.40 |
278.06 |
-12.34 |
-4.3% |
0.00 |
Volume |
20,960 |
18,028 |
-2,932 |
-14.0% |
120,216 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,570.25 |
9,509.24 |
9,277.71 |
|
R3 |
9,452.66 |
9,391.65 |
9,245.38 |
|
R2 |
9,335.07 |
9,335.07 |
9,234.60 |
|
R1 |
9,274.06 |
9,274.06 |
9,223.82 |
9,245.77 |
PP |
9,217.48 |
9,217.48 |
9,217.48 |
9,203.34 |
S1 |
9,156.47 |
9,156.47 |
9,202.26 |
9,128.18 |
S2 |
9,099.89 |
9,099.89 |
9,191.48 |
|
S3 |
8,982.30 |
9,038.88 |
9,180.70 |
|
S4 |
8,864.71 |
8,921.29 |
9,148.37 |
|
|
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 |
9,469.14 |
9,126.81 |
342.33 |
3.7% |
173.60 |
1.9% |
25% |
False |
False |
20,500 |
10 |
9,472.81 |
8,934.94 |
537.87 |
5.8% |
209.29 |
2.3% |
52% |
False |
False |
22,552 |
20 |
9,781.36 |
8,848.18 |
933.18 |
10.1% |
244.66 |
2.7% |
39% |
False |
False |
26,384 |
40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.6% |
339.63 |
3.7% |
33% |
False |
False |
38,221 |
60 |
10,359.58 |
7,041.44 |
3,318.14 |
36.0% |
437.00 |
4.7% |
65% |
False |
False |
52,278 |
80 |
10,359.58 |
5,866.90 |
4,492.68 |
48.8% |
432.40 |
4.7% |
74% |
False |
False |
52,597 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
69.8% |
508.02 |
5.5% |
82% |
False |
False |
64,490 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.4% |
500.88 |
5.4% |
80% |
False |
False |
60,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,778.26 |
2.618 |
9,586.35 |
1.618 |
9,468.76 |
1.000 |
9,396.09 |
0.618 |
9,351.17 |
HIGH |
9,278.50 |
0.618 |
9,233.58 |
0.500 |
9,219.71 |
0.382 |
9,205.83 |
LOW |
9,160.91 |
0.618 |
9,088.24 |
1.000 |
9,043.32 |
1.618 |
8,970.65 |
2.618 |
8,853.06 |
4.250 |
8,661.15 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,219.71 |
9,234.28 |
PP |
9,217.48 |
9,227.20 |
S1 |
9,215.26 |
9,220.12 |
|