| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
11.3506 |
11.1873 |
-0.1633 |
-1.4% |
10.6204 |
| High |
11.5196 |
11.9147 |
0.3951 |
3.4% |
11.7076 |
| Low |
11.0188 |
10.7814 |
-0.2374 |
-2.2% |
10.3336 |
| Close |
11.1876 |
11.3664 |
0.1788 |
1.6% |
11.1876 |
| Range |
0.5008 |
1.1333 |
0.6325 |
126.3% |
1.3740 |
| ATR |
0.5968 |
0.6351 |
0.0383 |
6.4% |
0.0000 |
| Volume |
364,278 |
934,559 |
570,281 |
156.6% |
2,043,870 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14.7541 |
14.1935 |
11.9897 |
|
| R3 |
13.6208 |
13.0602 |
11.6781 |
|
| R2 |
12.4875 |
12.4875 |
11.5742 |
|
| R1 |
11.9269 |
11.9269 |
11.4703 |
12.2072 |
| PP |
11.3542 |
11.3542 |
11.3542 |
11.4943 |
| S1 |
10.7936 |
10.7936 |
11.2625 |
11.0739 |
| S2 |
10.2209 |
10.2209 |
11.1586 |
|
| S3 |
9.0876 |
9.6603 |
11.0547 |
|
| S4 |
7.9543 |
8.5270 |
10.7431 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15.1983 |
14.5669 |
11.9433 |
|
| R3 |
13.8243 |
13.1929 |
11.5655 |
|
| R2 |
12.4503 |
12.4503 |
11.4395 |
|
| R1 |
11.8189 |
11.8189 |
11.3136 |
12.1346 |
| PP |
11.0763 |
11.0763 |
11.0763 |
11.2341 |
| S1 |
10.4449 |
10.4449 |
11.0617 |
10.7606 |
| S2 |
9.7023 |
9.7023 |
10.9357 |
|
| S3 |
8.3283 |
9.0709 |
10.8098 |
|
| S4 |
6.9543 |
7.6969 |
10.4319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11.9147 |
10.3413 |
1.5734 |
13.8% |
0.7143 |
6.3% |
65% |
True |
False |
557,899 |
| 10 |
11.9147 |
10.3336 |
1.5811 |
13.9% |
0.5921 |
5.2% |
65% |
True |
False |
496,112 |
| 20 |
11.9147 |
9.6443 |
2.2704 |
20.0% |
0.5797 |
5.1% |
76% |
True |
False |
462,432 |
| 40 |
13.1493 |
9.3309 |
3.8184 |
33.6% |
0.6540 |
5.8% |
53% |
False |
False |
496,004 |
| 60 |
13.1493 |
8.8739 |
4.2754 |
37.6% |
0.7030 |
6.2% |
58% |
False |
False |
519,530 |
| 80 |
13.1493 |
6.8303 |
6.3190 |
55.6% |
0.6684 |
5.9% |
72% |
False |
False |
502,451 |
| 100 |
13.1493 |
4.0141 |
9.1352 |
80.4% |
0.7236 |
6.4% |
80% |
False |
False |
510,066 |
| 120 |
16.7241 |
4.0141 |
12.7100 |
111.8% |
0.8276 |
7.3% |
58% |
False |
False |
606,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16.7312 |
|
2.618 |
14.8817 |
|
1.618 |
13.7484 |
|
1.000 |
13.0480 |
|
0.618 |
12.6151 |
|
HIGH |
11.9147 |
|
0.618 |
11.4818 |
|
0.500 |
11.3481 |
|
0.382 |
11.2143 |
|
LOW |
10.7814 |
|
0.618 |
10.0810 |
|
1.000 |
9.6481 |
|
1.618 |
8.9477 |
|
2.618 |
7.8144 |
|
4.250 |
5.9649 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11.3603 |
11.3603 |
| PP |
11.3542 |
11.3542 |
| S1 |
11.3481 |
11.3481 |
|