Trading Metrics calculated at close of trading on 23-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,377.46 |
9,376.62 |
-0.84 |
0.0% |
9,233.74 |
High |
9,399.83 |
9,665.85 |
266.02 |
2.8% |
9,341.74 |
Low |
9,296.97 |
9,370.19 |
73.22 |
0.8% |
9,037.31 |
Close |
9,376.62 |
9,590.66 |
214.04 |
2.3% |
9,157.87 |
Range |
102.86 |
295.66 |
192.80 |
187.4% |
304.43 |
ATR |
241.23 |
245.12 |
3.89 |
1.6% |
0.00 |
Volume |
17,716 |
70,321 |
52,605 |
296.9% |
101,579 |
|
Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,429.21 |
10,305.60 |
9,753.27 |
|
R3 |
10,133.55 |
10,009.94 |
9,671.97 |
|
R2 |
9,837.89 |
9,837.89 |
9,644.86 |
|
R1 |
9,714.28 |
9,714.28 |
9,617.76 |
9,776.09 |
PP |
9,542.23 |
9,542.23 |
9,542.23 |
9,573.14 |
S1 |
9,418.62 |
9,418.62 |
9,563.56 |
9,480.43 |
S2 |
9,246.57 |
9,246.57 |
9,536.46 |
|
S3 |
8,950.91 |
9,122.96 |
9,509.35 |
|
S4 |
8,655.25 |
8,827.30 |
9,428.05 |
|
|
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 |
9,665.85 |
9,083.15 |
582.70 |
6.1% |
179.58 |
1.9% |
87% |
True |
False |
29,814 |
10 |
9,665.85 |
9,037.31 |
628.54 |
6.6% |
166.03 |
1.7% |
88% |
True |
False |
25,109 |
20 |
9,665.85 |
8,848.18 |
817.67 |
8.5% |
210.26 |
2.2% |
91% |
True |
False |
25,363 |
40 |
10,359.58 |
8,848.18 |
1,511.40 |
15.8% |
293.60 |
3.1% |
49% |
False |
False |
35,089 |
60 |
10,359.58 |
8,201.24 |
2,158.34 |
22.5% |
395.13 |
4.1% |
64% |
False |
False |
46,496 |
80 |
10,359.58 |
6,485.16 |
3,874.42 |
40.4% |
410.64 |
4.3% |
80% |
False |
False |
50,463 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
67.1% |
495.69 |
5.2% |
88% |
False |
False |
64,634 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
68.5% |
490.88 |
5.1% |
86% |
False |
False |
59,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,922.41 |
2.618 |
10,439.89 |
1.618 |
10,144.23 |
1.000 |
9,961.51 |
0.618 |
9,848.57 |
HIGH |
9,665.85 |
0.618 |
9,552.91 |
0.500 |
9,518.02 |
0.382 |
9,483.13 |
LOW |
9,370.19 |
0.618 |
9,187.47 |
1.000 |
9,074.53 |
1.618 |
8,891.81 |
2.618 |
8,596.15 |
4.250 |
8,113.64 |
|
|
Fisher Pivots for day following 23-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,566.45 |
9,530.68 |
PP |
9,542.23 |
9,470.70 |
S1 |
9,518.02 |
9,410.72 |
|