Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,213.04 |
9,105.27 |
-107.77 |
-1.2% |
9,233.74 |
High |
9,230.61 |
9,181.17 |
-49.44 |
-0.5% |
9,341.74 |
Low |
9,037.31 |
9,083.15 |
45.84 |
0.5% |
9,037.31 |
Close |
9,105.15 |
9,157.87 |
52.72 |
0.6% |
9,157.87 |
Range |
193.30 |
98.02 |
-95.28 |
-49.3% |
304.43 |
ATR |
272.01 |
259.58 |
-12.43 |
-4.6% |
0.00 |
Volume |
24,930 |
16,975 |
-7,955 |
-31.9% |
101,579 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,434.79 |
9,394.35 |
9,211.78 |
|
R3 |
9,336.77 |
9,296.33 |
9,184.83 |
|
R2 |
9,238.75 |
9,238.75 |
9,175.84 |
|
R1 |
9,198.31 |
9,198.31 |
9,166.86 |
9,218.53 |
PP |
9,140.73 |
9,140.73 |
9,140.73 |
9,150.84 |
S1 |
9,100.29 |
9,100.29 |
9,148.88 |
9,120.51 |
S2 |
9,042.71 |
9,042.71 |
9,139.90 |
|
S3 |
8,944.69 |
9,002.27 |
9,130.91 |
|
S4 |
8,846.67 |
8,904.25 |
9,103.96 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,092.26 |
9,929.50 |
9,325.31 |
|
R3 |
9,787.83 |
9,625.07 |
9,241.59 |
|
R2 |
9,483.40 |
9,483.40 |
9,213.68 |
|
R1 |
9,320.64 |
9,320.64 |
9,185.78 |
9,249.81 |
PP |
9,178.97 |
9,178.97 |
9,178.97 |
9,143.56 |
S1 |
9,016.21 |
9,016.21 |
9,129.96 |
8,945.38 |
S2 |
8,874.54 |
8,874.54 |
9,102.06 |
|
S3 |
8,570.11 |
8,711.78 |
9,074.15 |
|
S4 |
8,265.68 |
8,407.35 |
8,990.43 |
|
|
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% |
146.68 |
1.6% |
40% |
False |
False |
20,315 |
10 |
9,472.81 |
8,934.94 |
537.87 |
5.9% |
198.49 |
2.2% |
41% |
False |
False |
22,179 |
20 |
9,781.36 |
8,848.18 |
933.18 |
10.2% |
241.87 |
2.6% |
33% |
False |
False |
26,375 |
40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.7% |
319.68 |
3.5% |
30% |
False |
False |
35,539 |
60 |
10,359.58 |
7,451.23 |
2,908.35 |
31.8% |
426.97 |
4.7% |
59% |
False |
False |
51,112 |
80 |
10,359.58 |
5,866.90 |
4,492.68 |
49.1% |
429.45 |
4.7% |
73% |
False |
False |
51,947 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
70.3% |
501.95 |
5.5% |
81% |
False |
False |
64,293 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.8% |
497.30 |
5.4% |
80% |
False |
False |
59,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,597.76 |
2.618 |
9,437.79 |
1.618 |
9,339.77 |
1.000 |
9,279.19 |
0.618 |
9,241.75 |
HIGH |
9,181.17 |
0.618 |
9,143.73 |
0.500 |
9,132.16 |
0.382 |
9,120.59 |
LOW |
9,083.15 |
0.618 |
9,022.57 |
1.000 |
8,985.13 |
1.618 |
8,924.55 |
2.618 |
8,826.53 |
4.250 |
8,666.57 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,149.30 |
9,157.91 |
PP |
9,140.73 |
9,157.89 |
S1 |
9,132.16 |
9,157.88 |
|