Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11.0556 |
10.5315 |
-0.5241 |
-4.7% |
10.3481 |
High |
11.0834 |
10.7640 |
-0.3194 |
-2.9% |
11.2175 |
Low |
10.3545 |
10.5209 |
0.1664 |
1.6% |
10.3117 |
Close |
10.5299 |
10.6204 |
0.0905 |
0.9% |
10.6204 |
Range |
0.7289 |
0.2431 |
-0.4858 |
-66.6% |
0.9058 |
ATR |
0.6443 |
0.6157 |
-0.0287 |
-4.4% |
0.0000 |
Volume |
541,741 |
377,593 |
-164,148 |
-30.3% |
2,410,084 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.3644 |
11.2355 |
10.7541 |
|
R3 |
11.1213 |
10.9924 |
10.6873 |
|
R2 |
10.8782 |
10.8782 |
10.6650 |
|
R1 |
10.7493 |
10.7493 |
10.6427 |
10.8138 |
PP |
10.6351 |
10.6351 |
10.6351 |
10.6673 |
S1 |
10.5062 |
10.5062 |
10.5981 |
10.5707 |
S2 |
10.3920 |
10.3920 |
10.5758 |
|
S3 |
10.1489 |
10.2631 |
10.5535 |
|
S4 |
9.9058 |
10.0200 |
10.4867 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.4339 |
12.9330 |
11.1186 |
|
R3 |
12.5281 |
12.0272 |
10.8695 |
|
R2 |
11.6223 |
11.6223 |
10.7865 |
|
R1 |
11.1214 |
11.1214 |
10.7034 |
11.3719 |
PP |
10.7165 |
10.7165 |
10.7165 |
10.8418 |
S1 |
10.2156 |
10.2156 |
10.5374 |
10.4661 |
S2 |
9.8107 |
9.8107 |
10.4543 |
|
S3 |
8.9049 |
9.3098 |
10.3713 |
|
S4 |
7.9991 |
8.4040 |
10.1222 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.2175 |
10.3117 |
0.9058 |
8.5% |
0.5780 |
5.4% |
34% |
False |
False |
482,016 |
10 |
11.2880 |
9.6443 |
1.6437 |
15.5% |
0.6293 |
5.9% |
59% |
False |
False |
539,322 |
20 |
11.2880 |
9.3309 |
1.9571 |
18.4% |
0.5968 |
5.6% |
66% |
False |
False |
443,333 |
40 |
13.1493 |
9.3309 |
3.8184 |
36.0% |
0.6852 |
6.5% |
34% |
False |
False |
514,438 |
60 |
13.1493 |
7.9413 |
5.2080 |
49.0% |
0.7073 |
6.7% |
51% |
False |
False |
516,082 |
80 |
13.1493 |
6.1451 |
7.0042 |
66.0% |
0.6646 |
6.3% |
64% |
False |
False |
503,324 |
100 |
13.1493 |
4.0141 |
9.1352 |
86.0% |
0.7514 |
7.1% |
72% |
False |
False |
512,780 |
120 |
16.7241 |
4.0141 |
12.7100 |
119.7% |
0.8482 |
8.0% |
52% |
False |
False |
650,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.7972 |
2.618 |
11.4004 |
1.618 |
11.1573 |
1.000 |
11.0071 |
0.618 |
10.9142 |
HIGH |
10.7640 |
0.618 |
10.6711 |
0.500 |
10.6425 |
0.382 |
10.6138 |
LOW |
10.5209 |
0.618 |
10.3707 |
1.000 |
10.2778 |
1.618 |
10.1276 |
2.618 |
9.8845 |
4.250 |
9.4877 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.6425 |
10.7790 |
PP |
10.6351 |
10.7261 |
S1 |
10.6278 |
10.6733 |
|