Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.9728 |
11.0556 |
0.0828 |
0.8% |
9.8752 |
High |
11.2035 |
11.0834 |
-0.1201 |
-1.1% |
11.2880 |
Low |
10.8599 |
10.3545 |
-0.5054 |
-4.7% |
9.6443 |
Close |
11.0556 |
10.5299 |
-0.5257 |
-4.8% |
10.3481 |
Range |
0.3436 |
0.7289 |
0.3853 |
112.1% |
1.6437 |
ATR |
0.6378 |
0.6443 |
0.0065 |
1.0% |
0.0000 |
Volume |
539,610 |
541,741 |
2,131 |
0.4% |
2,983,139 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.8426 |
12.4152 |
10.9308 |
|
R3 |
12.1137 |
11.6863 |
10.7303 |
|
R2 |
11.3848 |
11.3848 |
10.6635 |
|
R1 |
10.9574 |
10.9574 |
10.5967 |
10.8067 |
PP |
10.6559 |
10.6559 |
10.6559 |
10.5806 |
S1 |
10.2285 |
10.2285 |
10.4631 |
10.0778 |
S2 |
9.9270 |
9.9270 |
10.3963 |
|
S3 |
9.1981 |
9.4996 |
10.3295 |
|
S4 |
8.4692 |
8.7707 |
10.1290 |
|
|
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 |
11.2175 |
10.3079 |
0.9096 |
8.6% |
0.6362 |
6.0% |
24% |
False |
False |
518,961 |
10 |
11.2880 |
9.6443 |
1.6437 |
15.6% |
0.6229 |
5.9% |
54% |
False |
False |
520,566 |
20 |
11.2880 |
9.3309 |
1.9571 |
18.6% |
0.5998 |
5.7% |
61% |
False |
False |
442,834 |
40 |
13.1493 |
9.3309 |
3.8184 |
36.3% |
0.7101 |
6.7% |
31% |
False |
False |
522,099 |
60 |
13.1493 |
7.8237 |
5.3256 |
50.6% |
0.7110 |
6.8% |
51% |
False |
False |
518,695 |
80 |
13.1493 |
6.1451 |
7.0042 |
66.5% |
0.6662 |
6.3% |
63% |
False |
False |
503,667 |
100 |
13.1493 |
4.0141 |
9.1352 |
86.8% |
0.7589 |
7.2% |
71% |
False |
False |
515,630 |
120 |
16.7241 |
4.0141 |
12.7100 |
120.7% |
0.8518 |
8.1% |
51% |
False |
False |
655,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.1812 |
2.618 |
12.9917 |
1.618 |
12.2628 |
1.000 |
11.8123 |
0.618 |
11.5339 |
HIGH |
11.0834 |
0.618 |
10.8050 |
0.500 |
10.7190 |
0.382 |
10.6329 |
LOW |
10.3545 |
0.618 |
9.9040 |
1.000 |
9.6256 |
1.618 |
9.1751 |
2.618 |
8.4462 |
4.250 |
7.2567 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.7190 |
10.7736 |
PP |
10.6559 |
10.6924 |
S1 |
10.5929 |
10.6111 |
|