Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,295 |
26,454 |
159 |
0.6% |
26,541 |
High |
26,500 |
26,477 |
-23 |
-0.1% |
27,057 |
Low |
26,187 |
25,881 |
-306 |
-1.2% |
26,290 |
Close |
26,440 |
26,218 |
-222 |
-0.8% |
26,322 |
Range |
313 |
596 |
283 |
90.4% |
767 |
ATR |
506 |
512 |
6 |
1.3% |
0 |
Volume |
138,125 |
214,147 |
76,022 |
55.0% |
877,534 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,980 |
27,695 |
26,546 |
|
R3 |
27,384 |
27,099 |
26,382 |
|
R2 |
26,788 |
26,788 |
26,327 |
|
R1 |
26,503 |
26,503 |
26,273 |
26,348 |
PP |
26,192 |
26,192 |
26,192 |
26,114 |
S1 |
25,907 |
25,907 |
26,163 |
25,752 |
S2 |
25,596 |
25,596 |
26,109 |
|
S3 |
25,000 |
25,311 |
26,054 |
|
S4 |
24,404 |
24,715 |
25,890 |
|
|
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 |
26,615 |
25,881 |
734 |
2.8% |
375 |
1.4% |
46% |
False |
True |
164,166 |
10 |
27,057 |
25,881 |
1,176 |
4.5% |
377 |
1.4% |
29% |
False |
True |
167,076 |
20 |
27,063 |
25,293 |
1,770 |
6.8% |
476 |
1.8% |
52% |
False |
False |
200,108 |
40 |
27,491 |
24,409 |
3,082 |
11.8% |
634 |
2.4% |
59% |
False |
False |
184,312 |
60 |
27,491 |
22,629 |
4,862 |
18.5% |
611 |
2.3% |
74% |
False |
False |
122,960 |
80 |
27,491 |
22,194 |
5,297 |
20.2% |
631 |
2.4% |
76% |
False |
False |
92,263 |
100 |
27,491 |
17,992 |
9,499 |
36.2% |
818 |
3.1% |
87% |
False |
False |
73,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,010 |
2.618 |
28,037 |
1.618 |
27,441 |
1.000 |
27,073 |
0.618 |
26,845 |
HIGH |
26,477 |
0.618 |
26,249 |
0.500 |
26,179 |
0.382 |
26,109 |
LOW |
25,881 |
0.618 |
25,513 |
1.000 |
25,285 |
1.618 |
24,917 |
2.618 |
24,321 |
4.250 |
23,348 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,205 |
26,240 |
PP |
26,192 |
26,233 |
S1 |
26,179 |
26,225 |
|