Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.7982 |
10.3481 |
-0.4501 |
-4.2% |
9.8752 |
High |
10.8423 |
11.2175 |
0.3752 |
3.5% |
11.2880 |
Low |
10.3079 |
10.3117 |
0.0038 |
0.0% |
9.6443 |
Close |
10.3481 |
10.7525 |
0.4044 |
3.9% |
10.3481 |
Range |
0.5344 |
0.9058 |
0.3714 |
69.5% |
1.6437 |
ATR |
0.6409 |
0.6598 |
0.0189 |
3.0% |
0.0000 |
Volume |
562,314 |
427,393 |
-134,921 |
-24.0% |
2,983,139 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.4780 |
13.0210 |
11.2507 |
|
R3 |
12.5722 |
12.1152 |
11.0016 |
|
R2 |
11.6664 |
11.6664 |
10.9186 |
|
R1 |
11.2094 |
11.2094 |
10.8355 |
11.4379 |
PP |
10.7606 |
10.7606 |
10.7606 |
10.8748 |
S1 |
10.3036 |
10.3036 |
10.6695 |
10.5321 |
S2 |
9.8548 |
9.8548 |
10.5864 |
|
S3 |
8.9490 |
9.3978 |
10.5034 |
|
S4 |
8.0432 |
8.4920 |
10.2543 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.3579 |
14.4967 |
11.2521 |
|
R3 |
13.7142 |
12.8530 |
10.8001 |
|
R2 |
12.0705 |
12.0705 |
10.6494 |
|
R1 |
11.2093 |
11.2093 |
10.4988 |
11.6399 |
PP |
10.4268 |
10.4268 |
10.4268 |
10.6421 |
S1 |
9.5656 |
9.5656 |
10.1974 |
9.9962 |
S2 |
8.7831 |
8.7831 |
10.0468 |
|
S3 |
7.1394 |
7.9219 |
9.8961 |
|
S4 |
5.4957 |
6.2782 |
9.4441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.2880 |
10.2075 |
1.0805 |
10.0% |
0.7126 |
6.6% |
50% |
False |
False |
597,938 |
10 |
11.2880 |
9.6443 |
1.6437 |
15.3% |
0.5673 |
5.3% |
67% |
False |
False |
428,753 |
20 |
11.2880 |
9.3309 |
1.9571 |
18.2% |
0.5752 |
5.3% |
73% |
False |
False |
427,173 |
40 |
13.1493 |
9.2147 |
3.9346 |
36.6% |
0.7108 |
6.6% |
39% |
False |
False |
513,205 |
60 |
13.1493 |
7.1557 |
5.9936 |
55.7% |
0.7007 |
6.5% |
60% |
False |
False |
511,774 |
80 |
13.1493 |
6.1451 |
7.0042 |
65.1% |
0.6592 |
6.1% |
66% |
False |
False |
498,969 |
100 |
13.4853 |
4.0141 |
9.4712 |
88.1% |
0.7844 |
7.3% |
71% |
False |
False |
522,294 |
120 |
16.7241 |
4.0141 |
12.7100 |
118.2% |
0.8514 |
7.9% |
53% |
False |
False |
667,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.0672 |
2.618 |
13.5889 |
1.618 |
12.6831 |
1.000 |
12.1233 |
0.618 |
11.7773 |
HIGH |
11.2175 |
0.618 |
10.8715 |
0.500 |
10.7646 |
0.382 |
10.6577 |
LOW |
10.3117 |
0.618 |
9.7519 |
1.000 |
9.4059 |
1.618 |
8.8461 |
2.618 |
7.9403 |
4.250 |
6.4621 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.7646 |
10.7946 |
PP |
10.7606 |
10.7805 |
S1 |
10.7565 |
10.7665 |
|