Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
273.2500 |
286.3010 |
13.0510 |
4.8% |
232.5430 |
High |
286.7800 |
329.3470 |
42.5670 |
14.8% |
286.7800 |
Low |
268.6980 |
278.4650 |
9.7670 |
3.6% |
232.3690 |
Close |
286.1980 |
324.0700 |
37.8720 |
13.2% |
286.1980 |
Range |
18.0820 |
50.8820 |
32.8000 |
181.4% |
54.4110 |
ATR |
11.1608 |
13.9981 |
2.8372 |
25.4% |
0.0000 |
Volume |
726,374 |
1,965,333 |
1,238,959 |
170.6% |
3,303,825 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463.2733 |
444.5537 |
352.0551 |
|
R3 |
412.3913 |
393.6717 |
338.0626 |
|
R2 |
361.5093 |
361.5093 |
333.3984 |
|
R1 |
342.7897 |
342.7897 |
328.7342 |
352.1495 |
PP |
310.6273 |
310.6273 |
310.6273 |
315.3073 |
S1 |
291.9077 |
291.9077 |
319.4058 |
301.2675 |
S2 |
259.7453 |
259.7453 |
314.7416 |
|
S3 |
208.8633 |
241.0257 |
310.0775 |
|
S4 |
157.9813 |
190.1437 |
296.0849 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431.6820 |
413.3510 |
316.1241 |
|
R3 |
377.2710 |
358.9400 |
301.1610 |
|
R2 |
322.8600 |
322.8600 |
296.1734 |
|
R1 |
304.5290 |
304.5290 |
291.1857 |
313.6945 |
PP |
268.4490 |
268.4490 |
268.4490 |
273.0318 |
S1 |
250.1180 |
250.1180 |
281.2103 |
259.2835 |
S2 |
214.0380 |
214.0380 |
276.2227 |
|
S3 |
159.6270 |
195.7070 |
271.2350 |
|
S4 |
105.2160 |
141.2960 |
256.2720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
329.3470 |
235.6690 |
93.6780 |
28.9% |
23.8546 |
7.4% |
94% |
True |
False |
1,000,904 |
10 |
329.3470 |
230.2340 |
99.1130 |
30.6% |
14.7883 |
4.6% |
95% |
True |
False |
686,262 |
20 |
329.3470 |
223.0750 |
106.2720 |
32.8% |
11.7819 |
3.6% |
95% |
True |
False |
604,771 |
40 |
329.3470 |
216.4670 |
112.8800 |
34.8% |
11.7861 |
3.6% |
95% |
True |
False |
635,265 |
60 |
329.3470 |
176.6020 |
152.7450 |
47.1% |
12.4182 |
3.8% |
97% |
True |
False |
681,048 |
80 |
329.3470 |
148.6190 |
180.7280 |
55.8% |
12.7534 |
3.9% |
97% |
True |
False |
816,238 |
100 |
329.3470 |
89.5050 |
239.8420 |
74.0% |
14.2604 |
4.4% |
98% |
True |
False |
990,163 |
120 |
329.3470 |
89.5050 |
239.8420 |
74.0% |
16.0558 |
5.0% |
98% |
True |
False |
1,092,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
545.5955 |
2.618 |
462.5561 |
1.618 |
411.6741 |
1.000 |
380.2290 |
0.618 |
360.7921 |
HIGH |
329.3470 |
0.618 |
309.9101 |
0.500 |
303.9060 |
0.382 |
297.9019 |
LOW |
278.4650 |
0.618 |
247.0199 |
1.000 |
227.5830 |
1.618 |
196.1379 |
2.618 |
145.2559 |
4.250 |
62.2165 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
317.3487 |
311.8585 |
PP |
310.6273 |
299.6470 |
S1 |
303.9060 |
287.4355 |
|