Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,025 |
25,986 |
-39 |
-0.1% |
25,723 |
High |
26,524 |
26,575 |
51 |
0.2% |
26,280 |
Low |
25,914 |
25,874 |
-40 |
-0.2% |
25,293 |
Close |
25,968 |
26,491 |
523 |
2.0% |
25,977 |
Range |
610 |
701 |
91 |
14.9% |
987 |
ATR |
676 |
678 |
2 |
0.3% |
0 |
Volume |
265,051 |
296,495 |
31,444 |
11.9% |
1,127,106 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,416 |
28,155 |
26,877 |
|
R3 |
27,715 |
27,454 |
26,684 |
|
R2 |
27,014 |
27,014 |
26,620 |
|
R1 |
26,753 |
26,753 |
26,555 |
26,884 |
PP |
26,313 |
26,313 |
26,313 |
26,379 |
S1 |
26,052 |
26,052 |
26,427 |
26,183 |
S2 |
25,612 |
25,612 |
26,363 |
|
S3 |
24,911 |
25,351 |
26,298 |
|
S4 |
24,210 |
24,650 |
26,106 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,811 |
28,381 |
26,520 |
|
R3 |
27,824 |
27,394 |
26,249 |
|
R2 |
26,837 |
26,837 |
26,158 |
|
R1 |
26,407 |
26,407 |
26,068 |
26,622 |
PP |
25,850 |
25,850 |
25,850 |
25,958 |
S1 |
25,420 |
25,420 |
25,887 |
25,635 |
S2 |
24,863 |
24,863 |
25,796 |
|
S3 |
23,876 |
24,433 |
25,706 |
|
S4 |
22,889 |
23,446 |
25,434 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,575 |
25,293 |
1,282 |
4.8% |
598 |
2.3% |
93% |
True |
False |
248,155 |
10 |
26,575 |
25,293 |
1,282 |
4.8% |
585 |
2.2% |
93% |
True |
False |
230,883 |
20 |
26,658 |
24,743 |
1,915 |
7.2% |
677 |
2.6% |
91% |
False |
False |
237,826 |
40 |
27,491 |
23,559 |
3,932 |
14.8% |
682 |
2.6% |
75% |
False |
False |
131,611 |
60 |
27,491 |
22,629 |
4,862 |
18.4% |
652 |
2.5% |
79% |
False |
False |
87,782 |
80 |
27,491 |
17,992 |
9,499 |
35.9% |
778 |
2.9% |
89% |
False |
False |
65,906 |
100 |
29,069 |
17,992 |
11,077 |
41.8% |
895 |
3.4% |
77% |
False |
False |
52,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,554 |
2.618 |
28,410 |
1.618 |
27,709 |
1.000 |
27,276 |
0.618 |
27,008 |
HIGH |
26,575 |
0.618 |
26,307 |
0.500 |
26,225 |
0.382 |
26,142 |
LOW |
25,874 |
0.618 |
25,441 |
1.000 |
25,173 |
1.618 |
24,740 |
2.618 |
24,039 |
4.250 |
22,895 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,402 |
26,305 |
PP |
26,313 |
26,120 |
S1 |
26,225 |
25,934 |
|