Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11.3510 |
11.8164 |
0.4654 |
4.1% |
10.6204 |
High |
12.0393 |
12.2547 |
0.2154 |
1.8% |
11.7076 |
Low |
11.1558 |
11.6386 |
0.4828 |
4.3% |
10.3336 |
Close |
11.8167 |
11.8198 |
0.0031 |
0.0% |
11.1876 |
Range |
0.8835 |
0.6161 |
-0.2674 |
-30.3% |
1.3740 |
ATR |
0.6528 |
0.6502 |
-0.0026 |
-0.4% |
0.0000 |
Volume |
990,538 |
811,516 |
-179,022 |
-18.1% |
2,043,870 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.7527 |
13.4023 |
12.1587 |
|
R3 |
13.1366 |
12.7862 |
11.9892 |
|
R2 |
12.5205 |
12.5205 |
11.9328 |
|
R1 |
12.1701 |
12.1701 |
11.8763 |
12.3453 |
PP |
11.9044 |
11.9044 |
11.9044 |
11.9920 |
S1 |
11.5540 |
11.5540 |
11.7633 |
11.7292 |
S2 |
11.2883 |
11.2883 |
11.7068 |
|
S3 |
10.6722 |
10.9379 |
11.6504 |
|
S4 |
10.0561 |
10.3218 |
11.4809 |
|
|
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 |
12.2547 |
10.7814 |
1.4733 |
12.5% |
0.7178 |
6.1% |
70% |
True |
False |
708,969 |
10 |
12.2547 |
10.3336 |
1.9211 |
16.3% |
0.6408 |
5.4% |
77% |
True |
False |
569,981 |
20 |
12.2547 |
9.6443 |
2.6104 |
22.1% |
0.6245 |
5.3% |
83% |
True |
False |
529,674 |
40 |
12.4636 |
9.3309 |
3.1327 |
26.5% |
0.6295 |
5.3% |
79% |
False |
False |
478,308 |
60 |
13.1493 |
9.0624 |
4.0869 |
34.6% |
0.7151 |
6.1% |
67% |
False |
False |
534,991 |
80 |
13.1493 |
6.8303 |
6.3190 |
53.5% |
0.6722 |
5.7% |
79% |
False |
False |
510,867 |
100 |
13.1493 |
4.0141 |
9.1352 |
77.3% |
0.7209 |
6.1% |
85% |
False |
False |
516,843 |
120 |
16.7241 |
4.0141 |
12.7100 |
107.5% |
0.8188 |
6.9% |
61% |
False |
False |
591,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.8731 |
2.618 |
13.8676 |
1.618 |
13.2515 |
1.000 |
12.8708 |
0.618 |
12.6354 |
HIGH |
12.2547 |
0.618 |
12.0193 |
0.500 |
11.9467 |
0.382 |
11.8740 |
LOW |
11.6386 |
0.618 |
11.2579 |
1.000 |
11.0225 |
1.618 |
10.6418 |
2.618 |
10.0257 |
4.250 |
9.0202 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
11.9467 |
11.7192 |
PP |
11.9044 |
11.6186 |
S1 |
11.8621 |
11.5181 |
|