Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,986 |
26,644 |
658 |
2.5% |
25,723 |
High |
26,575 |
27,063 |
488 |
1.8% |
26,280 |
Low |
25,874 |
26,571 |
697 |
2.7% |
25,293 |
Close |
26,491 |
26,765 |
274 |
1.0% |
25,977 |
Range |
701 |
492 |
-209 |
-29.8% |
987 |
ATR |
678 |
670 |
-8 |
-1.1% |
0 |
Volume |
296,495 |
242,949 |
-53,546 |
-18.1% |
1,127,106 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,276 |
28,012 |
27,036 |
|
R3 |
27,784 |
27,520 |
26,900 |
|
R2 |
27,292 |
27,292 |
26,855 |
|
R1 |
27,028 |
27,028 |
26,810 |
27,160 |
PP |
26,800 |
26,800 |
26,800 |
26,866 |
S1 |
26,536 |
26,536 |
26,720 |
26,668 |
S2 |
26,308 |
26,308 |
26,675 |
|
S3 |
25,816 |
26,044 |
26,630 |
|
S4 |
25,324 |
25,552 |
26,495 |
|
|
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 |
27,063 |
25,293 |
1,770 |
6.6% |
629 |
2.4% |
83% |
True |
False |
254,813 |
10 |
27,063 |
25,293 |
1,770 |
6.6% |
587 |
2.2% |
83% |
True |
False |
235,146 |
20 |
27,063 |
24,743 |
2,320 |
8.7% |
652 |
2.4% |
87% |
True |
False |
232,973 |
40 |
27,491 |
23,986 |
3,505 |
13.1% |
670 |
2.5% |
79% |
False |
False |
137,677 |
60 |
27,491 |
22,629 |
4,862 |
18.2% |
648 |
2.4% |
85% |
False |
False |
91,829 |
80 |
27,491 |
17,992 |
9,499 |
35.5% |
759 |
2.8% |
92% |
False |
False |
68,937 |
100 |
28,573 |
17,992 |
10,581 |
39.5% |
898 |
3.4% |
83% |
False |
False |
55,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,154 |
2.618 |
28,351 |
1.618 |
27,859 |
1.000 |
27,555 |
0.618 |
27,367 |
HIGH |
27,063 |
0.618 |
26,875 |
0.500 |
26,817 |
0.382 |
26,759 |
LOW |
26,571 |
0.618 |
26,267 |
1.000 |
26,079 |
1.618 |
25,775 |
2.618 |
25,283 |
4.250 |
24,480 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,817 |
26,666 |
PP |
26,800 |
26,567 |
S1 |
26,782 |
26,469 |
|