Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
239.0020 |
241.4530 |
2.4510 |
1.0% |
226.7150 |
High |
242.0000 |
241.5070 |
-0.4930 |
-0.2% |
248.7650 |
Low |
237.1300 |
236.8630 |
-0.2670 |
-0.1% |
223.4880 |
Close |
241.4530 |
238.1800 |
-3.2730 |
-1.4% |
239.1890 |
Range |
4.8700 |
4.6440 |
-0.2260 |
-4.6% |
25.2770 |
ATR |
9.9846 |
9.6032 |
-0.3815 |
-3.8% |
0.0000 |
Volume |
262,248 |
484,691 |
222,443 |
84.8% |
2,698,680 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
252.7820 |
250.1250 |
240.7342 |
|
R3 |
248.1380 |
245.4810 |
239.4571 |
|
R2 |
243.4940 |
243.4940 |
239.0314 |
|
R1 |
240.8370 |
240.8370 |
238.6057 |
239.8435 |
PP |
238.8500 |
238.8500 |
238.8500 |
238.3533 |
S1 |
236.1930 |
236.1930 |
237.7543 |
235.1995 |
S2 |
234.2060 |
234.2060 |
237.3286 |
|
S3 |
229.5620 |
231.5490 |
236.9029 |
|
S4 |
224.9180 |
226.9050 |
235.6258 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
312.9783 |
301.3607 |
253.0914 |
|
R3 |
287.7013 |
276.0837 |
246.1402 |
|
R2 |
262.4243 |
262.4243 |
243.8231 |
|
R1 |
250.8067 |
250.8067 |
241.5061 |
256.6155 |
PP |
237.1473 |
237.1473 |
237.1473 |
240.0518 |
S1 |
225.5297 |
225.5297 |
236.8719 |
231.3385 |
S2 |
211.8703 |
211.8703 |
234.5549 |
|
S3 |
186.5933 |
200.2527 |
232.2378 |
|
S4 |
161.3163 |
174.9757 |
225.2867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
248.1730 |
236.0520 |
12.1210 |
5.1% |
6.7576 |
2.8% |
18% |
False |
False |
457,015 |
10 |
248.7650 |
223.3110 |
25.4540 |
10.7% |
8.2105 |
3.4% |
58% |
False |
False |
503,989 |
20 |
249.1390 |
216.4670 |
32.6720 |
13.7% |
9.1057 |
3.8% |
66% |
False |
False |
530,462 |
40 |
253.1320 |
191.9230 |
61.2090 |
25.7% |
11.0647 |
4.6% |
76% |
False |
False |
615,877 |
60 |
253.1320 |
176.6020 |
76.5300 |
32.1% |
12.1668 |
5.1% |
80% |
False |
False |
736,052 |
80 |
253.1320 |
123.9440 |
129.1880 |
54.2% |
12.1682 |
5.1% |
88% |
False |
False |
784,919 |
100 |
253.1320 |
89.5050 |
163.6270 |
68.7% |
14.6505 |
6.2% |
91% |
False |
False |
1,036,176 |
120 |
288.2310 |
89.5050 |
198.7260 |
83.4% |
15.8358 |
6.6% |
75% |
False |
False |
1,118,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
261.2440 |
2.618 |
253.6650 |
1.618 |
249.0210 |
1.000 |
246.1510 |
0.618 |
244.3770 |
HIGH |
241.5070 |
0.618 |
239.7330 |
0.500 |
239.1850 |
0.382 |
238.6370 |
LOW |
236.8630 |
0.618 |
233.9930 |
1.000 |
232.2190 |
1.618 |
229.3490 |
2.618 |
224.7050 |
4.250 |
217.1260 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
239.1850 |
241.0035 |
PP |
238.8500 |
240.0623 |
S1 |
238.5150 |
239.1212 |
|