Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.3481 |
10.7525 |
0.4044 |
3.9% |
9.8752 |
High |
11.2175 |
11.0122 |
-0.2053 |
-1.8% |
11.2880 |
Low |
10.3117 |
10.3437 |
0.0320 |
0.3% |
9.6443 |
Close |
10.7525 |
10.9611 |
0.2086 |
1.9% |
10.3481 |
Range |
0.9058 |
0.6685 |
-0.2373 |
-26.2% |
1.6437 |
ATR |
0.6598 |
0.6605 |
0.0006 |
0.1% |
0.0000 |
Volume |
427,393 |
523,747 |
96,354 |
22.5% |
2,983,139 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.7778 |
12.5380 |
11.3288 |
|
R3 |
12.1093 |
11.8695 |
11.1449 |
|
R2 |
11.4408 |
11.4408 |
11.0837 |
|
R1 |
11.2010 |
11.2010 |
11.0224 |
11.3209 |
PP |
10.7723 |
10.7723 |
10.7723 |
10.8323 |
S1 |
10.5325 |
10.5325 |
10.8998 |
10.6524 |
S2 |
10.1038 |
10.1038 |
10.8385 |
|
S3 |
9.4353 |
9.8640 |
10.7773 |
|
S4 |
8.7668 |
9.1955 |
10.5934 |
|
|
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 |
10.3079 |
0.9801 |
8.9% |
0.7571 |
6.9% |
67% |
False |
False |
597,676 |
10 |
11.2880 |
9.6443 |
1.6437 |
15.0% |
0.6065 |
5.5% |
80% |
False |
False |
458,256 |
20 |
11.2880 |
9.3309 |
1.9571 |
17.9% |
0.5940 |
5.4% |
83% |
False |
False |
426,969 |
40 |
13.1493 |
9.2147 |
3.9346 |
35.9% |
0.7183 |
6.6% |
44% |
False |
False |
515,613 |
60 |
13.1493 |
7.2129 |
5.9364 |
54.2% |
0.7087 |
6.5% |
63% |
False |
False |
513,681 |
80 |
13.1493 |
6.1451 |
7.0042 |
63.9% |
0.6616 |
6.0% |
69% |
False |
False |
501,376 |
100 |
13.1493 |
4.0141 |
9.1352 |
83.3% |
0.7796 |
7.1% |
76% |
False |
False |
520,858 |
120 |
16.7241 |
4.0141 |
12.7100 |
116.0% |
0.8544 |
7.8% |
55% |
False |
False |
664,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.8533 |
2.618 |
12.7623 |
1.618 |
12.0938 |
1.000 |
11.6807 |
0.618 |
11.4253 |
HIGH |
11.0122 |
0.618 |
10.7568 |
0.500 |
10.6780 |
0.382 |
10.5991 |
LOW |
10.3437 |
0.618 |
9.9306 |
1.000 |
9.6752 |
1.618 |
9.2621 |
2.618 |
8.5936 |
4.250 |
7.5026 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.8667 |
10.8950 |
PP |
10.7723 |
10.8288 |
S1 |
10.6780 |
10.7627 |
|