Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,157.87 |
9,176.80 |
18.93 |
0.2% |
9,233.74 |
High |
9,234.62 |
9,435.83 |
201.21 |
2.2% |
9,341.74 |
Low |
9,113.49 |
9,155.59 |
42.10 |
0.5% |
9,037.31 |
Close |
9,176.80 |
9,377.47 |
200.67 |
2.2% |
9,157.87 |
Range |
121.13 |
280.24 |
159.11 |
131.4% |
304.43 |
ATR |
249.69 |
251.87 |
2.18 |
0.9% |
0.00 |
Volume |
15,535 |
28,527 |
12,992 |
83.6% |
101,579 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,163.68 |
10,050.82 |
9,531.60 |
|
R3 |
9,883.44 |
9,770.58 |
9,454.54 |
|
R2 |
9,603.20 |
9,603.20 |
9,428.85 |
|
R1 |
9,490.34 |
9,490.34 |
9,403.16 |
9,546.77 |
PP |
9,322.96 |
9,322.96 |
9,322.96 |
9,351.18 |
S1 |
9,210.10 |
9,210.10 |
9,351.78 |
9,266.53 |
S2 |
9,042.72 |
9,042.72 |
9,326.09 |
|
S3 |
8,762.48 |
8,929.86 |
9,300.40 |
|
S4 |
8,482.24 |
8,649.62 |
9,223.34 |
|
|
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 |
9,435.83 |
9,037.31 |
398.52 |
4.2% |
162.06 |
1.7% |
85% |
True |
False |
20,799 |
10 |
9,472.81 |
9,037.31 |
435.50 |
4.6% |
180.04 |
1.9% |
78% |
False |
False |
21,637 |
20 |
9,665.03 |
8,848.18 |
816.85 |
8.7% |
228.28 |
2.4% |
65% |
False |
False |
25,828 |
40 |
10,359.58 |
8,807.22 |
1,552.36 |
16.6% |
305.64 |
3.3% |
37% |
False |
False |
34,762 |
60 |
10,359.58 |
7,718.93 |
2,640.65 |
28.2% |
426.08 |
4.5% |
63% |
False |
False |
50,663 |
80 |
10,359.58 |
6,166.48 |
4,193.10 |
44.7% |
420.88 |
4.5% |
77% |
False |
False |
51,192 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
68.6% |
497.73 |
5.3% |
85% |
False |
False |
64,240 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.1% |
495.23 |
5.3% |
83% |
False |
False |
59,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,626.85 |
2.618 |
10,169.50 |
1.618 |
9,889.26 |
1.000 |
9,716.07 |
0.618 |
9,609.02 |
HIGH |
9,435.83 |
0.618 |
9,328.78 |
0.500 |
9,295.71 |
0.382 |
9,262.64 |
LOW |
9,155.59 |
0.618 |
8,982.40 |
1.000 |
8,875.35 |
1.618 |
8,702.16 |
2.618 |
8,421.92 |
4.250 |
7,964.57 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,350.22 |
9,338.14 |
PP |
9,322.96 |
9,298.82 |
S1 |
9,295.71 |
9,259.49 |
|