Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,275 |
26,512 |
237 |
0.9% |
26,541 |
High |
26,523 |
26,599 |
76 |
0.3% |
27,057 |
Low |
26,232 |
26,252 |
20 |
0.1% |
26,290 |
Close |
26,484 |
26,297 |
-187 |
-0.7% |
26,322 |
Range |
291 |
347 |
56 |
19.2% |
767 |
ATR |
534 |
521 |
-13 |
-2.5% |
0 |
Volume |
141,718 |
147,516 |
5,798 |
4.1% |
877,534 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,424 |
27,207 |
26,488 |
|
R3 |
27,077 |
26,860 |
26,393 |
|
R2 |
26,730 |
26,730 |
26,361 |
|
R1 |
26,513 |
26,513 |
26,329 |
26,448 |
PP |
26,383 |
26,383 |
26,383 |
26,350 |
S1 |
26,166 |
26,166 |
26,265 |
26,101 |
S2 |
26,036 |
26,036 |
26,234 |
|
S3 |
25,689 |
25,819 |
26,202 |
|
S4 |
25,342 |
25,472 |
26,106 |
|
|
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% |
395 |
1.5% |
8% |
False |
False |
164,928 |
10 |
27,063 |
26,232 |
831 |
3.2% |
374 |
1.4% |
8% |
False |
False |
175,975 |
20 |
27,063 |
25,293 |
1,770 |
6.7% |
479 |
1.8% |
57% |
False |
False |
203,429 |
40 |
27,491 |
24,409 |
3,082 |
11.7% |
637 |
2.4% |
61% |
False |
False |
175,536 |
60 |
27,491 |
22,629 |
4,862 |
18.5% |
610 |
2.3% |
75% |
False |
False |
117,094 |
80 |
27,491 |
20,696 |
6,795 |
25.8% |
646 |
2.5% |
82% |
False |
False |
87,863 |
100 |
27,491 |
17,992 |
9,499 |
36.1% |
829 |
3.2% |
87% |
False |
False |
70,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,074 |
2.618 |
27,508 |
1.618 |
27,161 |
1.000 |
26,946 |
0.618 |
26,814 |
HIGH |
26,599 |
0.618 |
26,467 |
0.500 |
26,426 |
0.382 |
26,385 |
LOW |
26,252 |
0.618 |
26,038 |
1.000 |
25,905 |
1.618 |
25,691 |
2.618 |
25,344 |
4.250 |
24,777 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,426 |
26,424 |
PP |
26,383 |
26,381 |
S1 |
26,340 |
26,339 |
|