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 |
232.5430 |
236.3960 |
3.8530 |
1.7% |
239.1880 |
High |
239.7780 |
246.8260 |
7.0480 |
2.9% |
245.1440 |
Low |
232.3690 |
235.6690 |
3.3000 |
1.4% |
230.2340 |
Close |
236.3960 |
245.2020 |
8.8060 |
3.7% |
232.5430 |
Range |
7.4090 |
11.1570 |
3.7480 |
50.6% |
14.9100 |
ATR |
8.9508 |
9.1083 |
0.1576 |
1.8% |
0.0000 |
Volume |
264,637 |
528,154 |
263,517 |
99.6% |
2,236,572 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
276.0367 |
271.7763 |
251.3384 |
|
R3 |
264.8797 |
260.6193 |
248.2702 |
|
R2 |
253.7227 |
253.7227 |
247.2475 |
|
R1 |
249.4623 |
249.4623 |
246.2247 |
251.5925 |
PP |
242.5657 |
242.5657 |
242.5657 |
243.6308 |
S1 |
238.3053 |
238.3053 |
244.1793 |
240.4355 |
S2 |
231.4087 |
231.4087 |
243.1566 |
|
S3 |
220.2517 |
227.1483 |
242.1338 |
|
S4 |
209.0947 |
215.9913 |
239.0657 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
280.7037 |
271.5333 |
240.7435 |
|
R3 |
265.7937 |
256.6233 |
236.6433 |
|
R2 |
250.8837 |
250.8837 |
235.2765 |
|
R1 |
241.7133 |
241.7133 |
233.9098 |
238.8435 |
PP |
235.9737 |
235.9737 |
235.9737 |
234.5388 |
S1 |
226.8033 |
226.8033 |
231.1763 |
223.9335 |
S2 |
221.0637 |
221.0637 |
229.8095 |
|
S3 |
206.1537 |
211.8933 |
228.4428 |
|
S4 |
191.2437 |
196.9833 |
224.3425 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
246.8260 |
230.2340 |
16.5920 |
6.8% |
6.9794 |
2.8% |
90% |
True |
False |
424,802 |
10 |
248.7650 |
230.2340 |
18.5310 |
7.6% |
7.5488 |
3.1% |
81% |
False |
False |
451,408 |
20 |
249.1390 |
216.4670 |
32.6720 |
13.3% |
8.7745 |
3.6% |
88% |
False |
False |
503,613 |
40 |
253.1320 |
200.4690 |
52.6630 |
21.5% |
10.5051 |
4.3% |
85% |
False |
False |
584,910 |
60 |
253.1320 |
176.6020 |
76.5300 |
31.2% |
11.9900 |
4.9% |
90% |
False |
False |
707,137 |
80 |
253.1320 |
129.0890 |
124.0430 |
50.6% |
12.1626 |
5.0% |
94% |
False |
False |
788,117 |
100 |
253.1320 |
89.5050 |
163.6270 |
66.7% |
14.1316 |
5.8% |
95% |
False |
False |
994,718 |
120 |
288.2310 |
89.5050 |
198.7260 |
81.0% |
15.6937 |
6.4% |
78% |
False |
False |
1,099,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
294.2433 |
2.618 |
276.0350 |
1.618 |
264.8780 |
1.000 |
257.9830 |
0.618 |
253.7210 |
HIGH |
246.8260 |
0.618 |
242.5640 |
0.500 |
241.2475 |
0.382 |
239.9310 |
LOW |
235.6690 |
0.618 |
228.7740 |
1.000 |
224.5120 |
1.618 |
217.6170 |
2.618 |
206.4600 |
4.250 |
188.2518 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
243.8838 |
243.2337 |
PP |
242.5657 |
241.2653 |
S1 |
241.2475 |
239.2970 |
|