Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11.8198 |
11.8561 |
0.0363 |
0.3% |
11.1873 |
High |
11.8864 |
12.0791 |
0.1927 |
1.6% |
12.2547 |
Low |
11.4937 |
11.6100 |
0.1163 |
1.0% |
10.7814 |
Close |
11.8561 |
11.9902 |
0.1341 |
1.1% |
11.9902 |
Range |
0.3927 |
0.4691 |
0.0764 |
19.5% |
1.4733 |
ATR |
0.6318 |
0.6202 |
-0.0116 |
-1.8% |
0.0000 |
Volume |
401,653 |
477,322 |
75,669 |
18.8% |
3,615,588 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.3004 |
13.1144 |
12.2482 |
|
R3 |
12.8313 |
12.6453 |
12.1192 |
|
R2 |
12.3622 |
12.3622 |
12.0762 |
|
R1 |
12.1762 |
12.1762 |
12.0332 |
12.2692 |
PP |
11.8931 |
11.8931 |
11.8931 |
11.9396 |
S1 |
11.7071 |
11.7071 |
11.9472 |
11.8001 |
S2 |
11.4240 |
11.4240 |
11.9042 |
|
S3 |
10.9549 |
11.2380 |
11.8612 |
|
S4 |
10.4858 |
10.7689 |
11.7322 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.0953 |
15.5161 |
12.8005 |
|
R3 |
14.6220 |
14.0428 |
12.3954 |
|
R2 |
13.1487 |
13.1487 |
12.2603 |
|
R1 |
12.5695 |
12.5695 |
12.1253 |
12.8591 |
PP |
11.6754 |
11.6754 |
11.6754 |
11.8203 |
S1 |
11.0962 |
11.0962 |
11.8551 |
11.3858 |
S2 |
10.2021 |
10.2021 |
11.7201 |
|
S3 |
8.7288 |
9.6229 |
11.5850 |
|
S4 |
7.2555 |
8.1496 |
11.1799 |
|
|
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 |
12.3% |
0.6989 |
5.8% |
82% |
False |
False |
723,117 |
10 |
12.2547 |
10.3336 |
1.9211 |
16.0% |
0.6298 |
5.3% |
86% |
False |
False |
565,945 |
20 |
12.2547 |
9.6443 |
2.6104 |
21.8% |
0.6296 |
5.3% |
90% |
False |
False |
552,634 |
40 |
12.2760 |
9.3309 |
2.9451 |
24.6% |
0.6243 |
5.2% |
90% |
False |
False |
471,769 |
60 |
13.1493 |
9.2147 |
3.9346 |
32.8% |
0.7003 |
5.8% |
71% |
False |
False |
527,664 |
80 |
13.1493 |
6.8303 |
6.3190 |
52.7% |
0.6670 |
5.6% |
82% |
False |
False |
509,502 |
100 |
13.1493 |
4.9261 |
8.2232 |
68.6% |
0.6681 |
5.6% |
86% |
False |
False |
500,415 |
120 |
16.7241 |
4.0141 |
12.7100 |
106.0% |
0.7997 |
6.7% |
63% |
False |
False |
565,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.0728 |
2.618 |
13.3072 |
1.618 |
12.8381 |
1.000 |
12.5482 |
0.618 |
12.3690 |
HIGH |
12.0791 |
0.618 |
11.8999 |
0.500 |
11.8446 |
0.382 |
11.7892 |
LOW |
11.6100 |
0.618 |
11.3201 |
1.000 |
11.1409 |
1.618 |
10.8510 |
2.618 |
10.3819 |
4.250 |
9.6163 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
11.9417 |
11.9515 |
PP |
11.8931 |
11.9129 |
S1 |
11.8446 |
11.8742 |
|