Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11.1873 |
11.3510 |
0.1637 |
1.5% |
10.6204 |
High |
11.9147 |
12.0393 |
0.1246 |
1.0% |
11.7076 |
Low |
10.7814 |
11.1558 |
0.3744 |
3.5% |
10.3336 |
Close |
11.3664 |
11.8167 |
0.4503 |
4.0% |
11.1876 |
Range |
1.1333 |
0.8835 |
-0.2498 |
-22.0% |
1.3740 |
ATR |
0.6351 |
0.6528 |
0.0177 |
2.8% |
0.0000 |
Volume |
934,559 |
990,538 |
55,979 |
6.0% |
2,043,870 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.3211 |
13.9524 |
12.3026 |
|
R3 |
13.4376 |
13.0689 |
12.0597 |
|
R2 |
12.5541 |
12.5541 |
11.9787 |
|
R1 |
12.1854 |
12.1854 |
11.8977 |
12.3698 |
PP |
11.6706 |
11.6706 |
11.6706 |
11.7628 |
S1 |
11.3019 |
11.3019 |
11.7357 |
11.4863 |
S2 |
10.7871 |
10.7871 |
11.6547 |
|
S3 |
9.9036 |
10.4184 |
11.5737 |
|
S4 |
9.0201 |
9.5349 |
11.3308 |
|
|
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 |
12.0393 |
10.7814 |
1.2579 |
10.6% |
0.6678 |
5.7% |
82% |
True |
False |
645,112 |
10 |
12.0393 |
10.3336 |
1.7057 |
14.4% |
0.6136 |
5.2% |
87% |
True |
False |
542,791 |
20 |
12.0393 |
9.6443 |
2.3950 |
20.3% |
0.6100 |
5.2% |
91% |
True |
False |
500,523 |
40 |
12.5196 |
9.3309 |
3.1887 |
27.0% |
0.6331 |
5.4% |
78% |
False |
False |
483,715 |
60 |
13.1493 |
8.9954 |
4.1539 |
35.2% |
0.7129 |
6.0% |
68% |
False |
False |
529,521 |
80 |
13.1493 |
6.8303 |
6.3190 |
53.5% |
0.6711 |
5.7% |
79% |
False |
False |
507,361 |
100 |
13.1493 |
4.0141 |
9.1352 |
77.3% |
0.7267 |
6.2% |
85% |
False |
False |
513,523 |
120 |
16.7241 |
4.0141 |
12.7100 |
107.6% |
0.8266 |
7.0% |
61% |
False |
False |
600,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.7942 |
2.618 |
14.3523 |
1.618 |
13.4688 |
1.000 |
12.9228 |
0.618 |
12.5853 |
HIGH |
12.0393 |
0.618 |
11.7018 |
0.500 |
11.5976 |
0.382 |
11.4933 |
LOW |
11.1558 |
0.618 |
10.6098 |
1.000 |
10.2723 |
1.618 |
9.7263 |
2.618 |
8.8428 |
4.250 |
7.4009 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
11.7437 |
11.6813 |
PP |
11.6706 |
11.5458 |
S1 |
11.5976 |
11.4104 |
|