Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,982.32 |
11,223.06 |
240.74 |
2.2% |
9,157.87 |
High |
11,295.61 |
11,349.05 |
53.44 |
0.5% |
9,665.85 |
Low |
10,856.63 |
10,867.84 |
11.21 |
0.1% |
9,113.49 |
Close |
11,223.79 |
11,152.81 |
-70.98 |
-0.6% |
9,628.28 |
Range |
438.98 |
481.21 |
42.23 |
9.6% |
552.36 |
ATR |
359.38 |
368.08 |
8.70 |
2.4% |
0.00 |
Volume |
49,085 |
39,051 |
-10,034 |
-20.4% |
156,045 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,566.86 |
12,341.05 |
11,417.48 |
|
R3 |
12,085.65 |
11,859.84 |
11,285.14 |
|
R2 |
11,604.44 |
11,604.44 |
11,241.03 |
|
R1 |
11,378.63 |
11,378.63 |
11,196.92 |
11,250.93 |
PP |
11,123.23 |
11,123.23 |
11,123.23 |
11,059.39 |
S1 |
10,897.42 |
10,897.42 |
11,108.70 |
10,769.72 |
S2 |
10,642.02 |
10,642.02 |
11,064.59 |
|
S3 |
10,160.81 |
10,416.21 |
11,020.48 |
|
S4 |
9,679.60 |
9,935.00 |
10,888.14 |
|
|
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 |
9,478.59 |
1,903.66 |
17.1% |
647.49 |
5.8% |
88% |
False |
False |
79,920 |
10 |
11,382.25 |
9,083.15 |
2,299.10 |
20.6% |
413.54 |
3.7% |
90% |
False |
False |
54,867 |
20 |
11,382.25 |
8,934.94 |
2,447.31 |
21.9% |
305.47 |
2.7% |
91% |
False |
False |
38,504 |
40 |
11,382.25 |
8,848.18 |
2,534.07 |
22.7% |
316.85 |
2.8% |
91% |
False |
False |
36,888 |
60 |
11,382.25 |
8,201.24 |
3,181.01 |
28.5% |
401.92 |
3.6% |
93% |
False |
False |
46,449 |
80 |
11,382.25 |
6,485.16 |
4,897.09 |
43.9% |
425.53 |
3.8% |
95% |
False |
False |
51,940 |
100 |
11,382.25 |
3,925.27 |
7,456.98 |
66.9% |
478.54 |
4.3% |
97% |
False |
False |
63,512 |
120 |
11,382.25 |
3,925.27 |
7,456.98 |
66.9% |
500.92 |
4.5% |
97% |
False |
False |
60,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,394.19 |
2.618 |
12,608.86 |
1.618 |
12,127.65 |
1.000 |
11,830.26 |
0.618 |
11,646.44 |
HIGH |
11,349.05 |
0.618 |
11,165.23 |
0.500 |
11,108.45 |
0.382 |
11,051.66 |
LOW |
10,867.84 |
0.618 |
10,570.45 |
1.000 |
10,386.63 |
1.618 |
10,089.24 |
2.618 |
9,608.03 |
4.250 |
8,822.70 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
11,138.02 |
11,097.31 |
PP |
11,123.23 |
11,041.81 |
S1 |
11,108.45 |
10,986.31 |
|