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 |
10.7525 |
10.9728 |
0.2203 |
2.0% |
9.8752 |
High |
11.0122 |
11.2035 |
0.1913 |
1.7% |
11.2880 |
Low |
10.3437 |
10.8599 |
0.5162 |
5.0% |
9.6443 |
Close |
10.9611 |
11.0556 |
0.0945 |
0.9% |
10.3481 |
Range |
0.6685 |
0.3436 |
-0.3249 |
-48.6% |
1.6437 |
ATR |
0.6605 |
0.6378 |
-0.0226 |
-3.4% |
0.0000 |
Volume |
523,747 |
539,610 |
15,863 |
3.0% |
2,983,139 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.0705 |
11.9066 |
11.2446 |
|
R3 |
11.7269 |
11.5630 |
11.1501 |
|
R2 |
11.3833 |
11.3833 |
11.1186 |
|
R1 |
11.2194 |
11.2194 |
11.0871 |
11.3014 |
PP |
11.0397 |
11.0397 |
11.0397 |
11.0806 |
S1 |
10.8758 |
10.8758 |
11.0241 |
10.9578 |
S2 |
10.6961 |
10.6961 |
10.9926 |
|
S3 |
10.3525 |
10.5322 |
10.9611 |
|
S4 |
10.0089 |
10.1886 |
10.8666 |
|
|
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 |
11.2812 |
10.3079 |
0.9733 |
8.8% |
0.6534 |
5.9% |
77% |
False |
False |
556,864 |
10 |
11.2880 |
9.6443 |
1.6437 |
14.9% |
0.6082 |
5.5% |
86% |
False |
False |
489,366 |
20 |
11.2880 |
9.3309 |
1.9571 |
17.7% |
0.5810 |
5.3% |
88% |
False |
False |
433,792 |
40 |
13.1493 |
9.2147 |
3.9346 |
35.6% |
0.7163 |
6.5% |
47% |
False |
False |
519,753 |
60 |
13.1493 |
7.4292 |
5.7201 |
51.7% |
0.7076 |
6.4% |
63% |
False |
False |
517,018 |
80 |
13.1493 |
6.1451 |
7.0042 |
63.4% |
0.6602 |
6.0% |
70% |
False |
False |
502,227 |
100 |
13.1493 |
4.0141 |
9.1352 |
82.6% |
0.7644 |
6.9% |
77% |
False |
False |
518,378 |
120 |
16.7241 |
4.0141 |
12.7100 |
115.0% |
0.8531 |
7.7% |
55% |
False |
False |
660,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.6638 |
2.618 |
12.1030 |
1.618 |
11.7594 |
1.000 |
11.5471 |
0.618 |
11.4158 |
HIGH |
11.2035 |
0.618 |
11.0722 |
0.500 |
11.0317 |
0.382 |
10.9912 |
LOW |
10.8599 |
0.618 |
10.6476 |
1.000 |
10.5163 |
1.618 |
10.3040 |
2.618 |
9.9604 |
4.250 |
9.3996 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
11.0476 |
10.9586 |
PP |
11.0397 |
10.8616 |
S1 |
11.0317 |
10.7646 |
|