Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,628.27 |
10,879.59 |
1,251.32 |
13.0% |
9,157.87 |
High |
10,905.53 |
11,382.25 |
476.72 |
4.4% |
9,665.85 |
Low |
9,534.71 |
10,590.36 |
1,055.65 |
11.1% |
9,113.49 |
Close |
10,879.59 |
10,980.97 |
101.38 |
0.9% |
9,628.28 |
Range |
1,370.82 |
791.89 |
-578.93 |
-42.2% |
552.36 |
ATR |
319.52 |
353.26 |
33.74 |
10.6% |
0.00 |
Volume |
124,763 |
162,758 |
37,995 |
30.5% |
156,045 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,360.20 |
12,962.47 |
11,416.51 |
|
R3 |
12,568.31 |
12,170.58 |
11,198.74 |
|
R2 |
11,776.42 |
11,776.42 |
11,126.15 |
|
R1 |
11,378.69 |
11,378.69 |
11,053.56 |
11,577.56 |
PP |
10,984.53 |
10,984.53 |
10,984.53 |
11,083.96 |
S1 |
10,586.80 |
10,586.80 |
10,908.38 |
10,785.67 |
S2 |
10,192.64 |
10,192.64 |
10,835.79 |
|
S3 |
9,400.75 |
9,794.91 |
10,763.20 |
|
S4 |
8,608.86 |
9,003.02 |
10,545.43 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,126.29 |
10,929.64 |
9,932.08 |
|
R3 |
10,573.93 |
10,377.28 |
9,780.18 |
|
R2 |
10,021.57 |
10,021.57 |
9,729.55 |
|
R1 |
9,824.92 |
9,824.92 |
9,678.91 |
9,923.25 |
PP |
9,469.21 |
9,469.21 |
9,469.21 |
9,518.37 |
S1 |
9,272.56 |
9,272.56 |
9,577.65 |
9,370.89 |
S2 |
8,916.85 |
8,916.85 |
9,527.01 |
|
S3 |
8,364.49 |
8,720.20 |
9,476.38 |
|
S4 |
7,812.13 |
8,167.84 |
9,324.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,382.25 |
9,296.97 |
2,085.28 |
19.0% |
543.16 |
4.9% |
81% |
True |
False |
79,900 |
10 |
11,382.25 |
9,037.31 |
2,344.94 |
21.4% |
352.61 |
3.2% |
83% |
True |
False |
50,349 |
20 |
11,382.25 |
8,934.94 |
2,447.31 |
22.3% |
285.17 |
2.6% |
84% |
True |
False |
36,611 |
40 |
11,382.25 |
8,848.18 |
2,534.07 |
23.1% |
309.21 |
2.8% |
84% |
True |
False |
36,340 |
60 |
11,382.25 |
8,201.24 |
3,181.01 |
29.0% |
409.44 |
3.7% |
87% |
True |
False |
49,117 |
80 |
11,382.25 |
6,485.16 |
4,897.09 |
44.6% |
421.56 |
3.8% |
92% |
True |
False |
51,939 |
100 |
11,382.25 |
3,925.27 |
7,456.98 |
67.9% |
497.57 |
4.5% |
95% |
True |
False |
66,353 |
120 |
11,382.25 |
3,925.27 |
7,456.98 |
67.9% |
498.86 |
4.5% |
95% |
True |
False |
61,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,747.78 |
2.618 |
13,455.42 |
1.618 |
12,663.53 |
1.000 |
12,174.14 |
0.618 |
11,871.64 |
HIGH |
11,382.25 |
0.618 |
11,079.75 |
0.500 |
10,986.31 |
0.382 |
10,892.86 |
LOW |
10,590.36 |
0.618 |
10,100.97 |
1.000 |
9,798.47 |
1.618 |
9,309.08 |
2.618 |
8,517.19 |
4.250 |
7,224.83 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,986.31 |
10,797.45 |
PP |
10,984.53 |
10,613.94 |
S1 |
10,982.75 |
10,430.42 |
|