Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10.5315 |
10.6204 |
0.0889 |
0.8% |
10.3481 |
High |
10.7640 |
10.6984 |
-0.0656 |
-0.6% |
11.2175 |
Low |
10.5209 |
10.3336 |
-0.1873 |
-1.8% |
10.3117 |
Close |
10.6204 |
10.4278 |
-0.1926 |
-1.8% |
10.6204 |
Range |
0.2431 |
0.3648 |
0.1217 |
50.1% |
0.9058 |
ATR |
0.6157 |
0.5977 |
-0.0179 |
-2.9% |
0.0000 |
Volume |
377,593 |
188,931 |
-188,662 |
-50.0% |
2,410,084 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.5810 |
11.3692 |
10.6284 |
|
R3 |
11.2162 |
11.0044 |
10.5281 |
|
R2 |
10.8514 |
10.8514 |
10.4947 |
|
R1 |
10.6396 |
10.6396 |
10.4612 |
10.5631 |
PP |
10.4866 |
10.4866 |
10.4866 |
10.4484 |
S1 |
10.2748 |
10.2748 |
10.3944 |
10.1983 |
S2 |
10.1218 |
10.1218 |
10.3609 |
|
S3 |
9.7570 |
9.9100 |
10.3275 |
|
S4 |
9.3922 |
9.5452 |
10.2272 |
|
|
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 |
11.2035 |
10.3336 |
0.8699 |
8.3% |
0.4698 |
4.5% |
11% |
False |
True |
434,324 |
10 |
11.2880 |
10.2075 |
1.0805 |
10.4% |
0.5912 |
5.7% |
20% |
False |
False |
516,131 |
20 |
11.2880 |
9.3309 |
1.9571 |
18.8% |
0.5773 |
5.5% |
56% |
False |
False |
433,760 |
40 |
13.1493 |
9.3309 |
3.8184 |
36.6% |
0.6700 |
6.4% |
29% |
False |
False |
508,005 |
60 |
13.1493 |
8.2591 |
4.8902 |
46.9% |
0.7014 |
6.7% |
44% |
False |
False |
513,335 |
80 |
13.1493 |
6.4165 |
6.7328 |
64.6% |
0.6601 |
6.3% |
60% |
False |
False |
500,076 |
100 |
13.1493 |
4.0141 |
9.1352 |
87.6% |
0.7423 |
7.1% |
70% |
False |
False |
509,685 |
120 |
16.7241 |
4.0141 |
12.7100 |
121.9% |
0.8400 |
8.1% |
50% |
False |
False |
641,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.2488 |
2.618 |
11.6534 |
1.618 |
11.2886 |
1.000 |
11.0632 |
0.618 |
10.9238 |
HIGH |
10.6984 |
0.618 |
10.5590 |
0.500 |
10.5160 |
0.382 |
10.4730 |
LOW |
10.3336 |
0.618 |
10.1082 |
1.000 |
9.9688 |
1.618 |
9.7434 |
2.618 |
9.3786 |
4.250 |
8.7832 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10.5160 |
10.7085 |
PP |
10.4866 |
10.6149 |
S1 |
10.4572 |
10.5214 |
|