Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,274.50 |
9,213.04 |
-61.46 |
-0.7% |
9,092.85 |
High |
9,278.50 |
9,230.61 |
-47.89 |
-0.5% |
9,472.81 |
Low |
9,160.91 |
9,037.31 |
-123.60 |
-1.3% |
8,934.94 |
Close |
9,213.04 |
9,105.15 |
-107.89 |
-1.2% |
9,233.73 |
Range |
117.59 |
193.30 |
75.71 |
64.4% |
537.87 |
ATR |
278.06 |
272.01 |
-6.05 |
-2.2% |
0.00 |
Volume |
18,028 |
24,930 |
6,902 |
38.3% |
120,216 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,704.26 |
9,598.00 |
9,211.47 |
|
R3 |
9,510.96 |
9,404.70 |
9,158.31 |
|
R2 |
9,317.66 |
9,317.66 |
9,140.59 |
|
R1 |
9,211.40 |
9,211.40 |
9,122.87 |
9,167.88 |
PP |
9,124.36 |
9,124.36 |
9,124.36 |
9,102.60 |
S1 |
9,018.10 |
9,018.10 |
9,087.43 |
8,974.58 |
S2 |
8,931.06 |
8,931.06 |
9,069.71 |
|
S3 |
8,737.76 |
8,824.80 |
9,051.99 |
|
S4 |
8,544.46 |
8,631.50 |
8,998.84 |
|
|
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 |
9,341.74 |
9,037.31 |
304.43 |
3.3% |
152.49 |
1.7% |
22% |
False |
True |
20,403 |
10 |
9,472.81 |
8,934.94 |
537.87 |
5.9% |
197.40 |
2.2% |
32% |
False |
False |
22,142 |
20 |
9,781.36 |
8,848.18 |
933.18 |
10.2% |
246.15 |
2.7% |
28% |
False |
False |
26,717 |
40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.8% |
325.24 |
3.6% |
27% |
False |
False |
36,067 |
60 |
10,359.58 |
7,405.22 |
2,954.36 |
32.4% |
428.85 |
4.7% |
58% |
False |
False |
51,565 |
80 |
10,359.58 |
5,866.90 |
4,492.68 |
49.3% |
431.68 |
4.7% |
72% |
False |
False |
52,359 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
70.7% |
505.55 |
5.6% |
81% |
False |
False |
64,422 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
72.2% |
499.43 |
5.5% |
79% |
False |
False |
59,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,052.14 |
2.618 |
9,736.67 |
1.618 |
9,543.37 |
1.000 |
9,423.91 |
0.618 |
9,350.07 |
HIGH |
9,230.61 |
0.618 |
9,156.77 |
0.500 |
9,133.96 |
0.382 |
9,111.15 |
LOW |
9,037.31 |
0.618 |
8,917.85 |
1.000 |
8,844.01 |
1.618 |
8,724.55 |
2.618 |
8,531.25 |
4.250 |
8,215.79 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,133.96 |
9,157.91 |
PP |
9,124.36 |
9,140.32 |
S1 |
9,114.75 |
9,122.74 |
|