Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,548 |
26,275 |
-273 |
-1.0% |
26,541 |
High |
26,615 |
26,523 |
-92 |
-0.3% |
27,057 |
Low |
26,290 |
26,232 |
-58 |
-0.2% |
26,290 |
Close |
26,322 |
26,484 |
162 |
0.6% |
26,322 |
Range |
325 |
291 |
-34 |
-10.5% |
767 |
ATR |
553 |
534 |
-19 |
-3.4% |
0 |
Volume |
179,326 |
141,718 |
-37,608 |
-21.0% |
877,534 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,286 |
27,176 |
26,644 |
|
R3 |
26,995 |
26,885 |
26,564 |
|
R2 |
26,704 |
26,704 |
26,537 |
|
R1 |
26,594 |
26,594 |
26,511 |
26,649 |
PP |
26,413 |
26,413 |
26,413 |
26,441 |
S1 |
26,303 |
26,303 |
26,457 |
26,358 |
S2 |
26,122 |
26,122 |
26,431 |
|
S3 |
25,831 |
26,012 |
26,404 |
|
S4 |
25,540 |
25,721 |
26,324 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,857 |
28,357 |
26,744 |
|
R3 |
28,090 |
27,590 |
26,533 |
|
R2 |
27,323 |
27,323 |
26,463 |
|
R1 |
26,823 |
26,823 |
26,392 |
26,690 |
PP |
26,556 |
26,556 |
26,556 |
26,490 |
S1 |
26,056 |
26,056 |
26,252 |
25,923 |
S2 |
25,789 |
25,789 |
26,182 |
|
S3 |
25,022 |
25,289 |
26,111 |
|
S4 |
24,255 |
24,522 |
25,900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,057 |
26,232 |
825 |
3.1% |
392 |
1.5% |
31% |
False |
True |
170,188 |
10 |
27,063 |
25,874 |
1,189 |
4.5% |
410 |
1.5% |
51% |
False |
False |
190,873 |
20 |
27,063 |
24,743 |
2,320 |
8.8% |
502 |
1.9% |
75% |
False |
False |
207,338 |
40 |
27,491 |
24,409 |
3,082 |
11.6% |
639 |
2.4% |
67% |
False |
False |
171,854 |
60 |
27,491 |
22,629 |
4,862 |
18.4% |
613 |
2.3% |
79% |
False |
False |
114,636 |
80 |
27,491 |
20,466 |
7,025 |
26.5% |
652 |
2.5% |
86% |
False |
False |
86,020 |
100 |
27,491 |
17,992 |
9,499 |
35.9% |
835 |
3.2% |
89% |
False |
False |
68,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,760 |
2.618 |
27,285 |
1.618 |
26,994 |
1.000 |
26,814 |
0.618 |
26,703 |
HIGH |
26,523 |
0.618 |
26,412 |
0.500 |
26,378 |
0.382 |
26,343 |
LOW |
26,232 |
0.618 |
26,052 |
1.000 |
25,941 |
1.618 |
25,761 |
2.618 |
25,470 |
4.250 |
24,995 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,449 |
26,645 |
PP |
26,413 |
26,591 |
S1 |
26,378 |
26,538 |
|