Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,222.0 |
3,321.0 |
99.0 |
3.1% |
3,338.0 |
High |
3,294.0 |
3,331.0 |
37.0 |
1.1% |
3,345.0 |
Low |
3,213.0 |
3,267.0 |
54.0 |
1.7% |
3,213.0 |
Close |
3,272.0 |
3,330.0 |
58.0 |
1.8% |
3,272.0 |
Range |
81.0 |
64.0 |
-17.0 |
-21.0% |
132.0 |
ATR |
68.2 |
67.9 |
-0.3 |
-0.4% |
0.0 |
Volume |
239 |
148 |
-91 |
-38.1% |
13,984 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,501.3 |
3,479.7 |
3,365.2 |
|
R3 |
3,437.3 |
3,415.7 |
3,347.6 |
|
R2 |
3,373.3 |
3,373.3 |
3,341.7 |
|
R1 |
3,351.7 |
3,351.7 |
3,335.9 |
3,362.5 |
PP |
3,309.3 |
3,309.3 |
3,309.3 |
3,314.8 |
S1 |
3,287.7 |
3,287.7 |
3,324.1 |
3,298.5 |
S2 |
3,245.3 |
3,245.3 |
3,318.3 |
|
S3 |
3,181.3 |
3,223.7 |
3,312.4 |
|
S4 |
3,117.3 |
3,159.7 |
3,294.8 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,672.7 |
3,604.3 |
3,344.6 |
|
R3 |
3,540.7 |
3,472.3 |
3,308.3 |
|
R2 |
3,408.7 |
3,408.7 |
3,296.2 |
|
R1 |
3,340.3 |
3,340.3 |
3,284.1 |
3,308.5 |
PP |
3,276.7 |
3,276.7 |
3,276.7 |
3,260.8 |
S1 |
3,208.3 |
3,208.3 |
3,259.9 |
3,176.5 |
S2 |
3,144.7 |
3,144.7 |
3,247.8 |
|
S3 |
3,012.7 |
3,076.3 |
3,235.7 |
|
S4 |
2,880.7 |
2,944.3 |
3,199.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,331.0 |
3,213.0 |
118.0 |
3.5% |
58.2 |
1.7% |
99% |
True |
False |
2,548 |
10 |
3,345.0 |
3,155.0 |
190.0 |
5.7% |
54.6 |
1.6% |
92% |
False |
False |
1,854 |
20 |
3,345.0 |
3,131.0 |
214.0 |
6.4% |
57.0 |
1.7% |
93% |
False |
False |
4,948 |
40 |
3,345.0 |
2,826.0 |
519.0 |
15.6% |
48.6 |
1.5% |
97% |
False |
False |
7,858 |
60 |
3,345.0 |
2,665.0 |
680.0 |
20.4% |
41.5 |
1.2% |
98% |
False |
False |
8,336 |
80 |
3,345.0 |
2,360.0 |
985.0 |
29.6% |
34.0 |
1.0% |
98% |
False |
False |
10,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,603.0 |
2.618 |
3,498.6 |
1.618 |
3,434.6 |
1.000 |
3,395.0 |
0.618 |
3,370.6 |
HIGH |
3,331.0 |
0.618 |
3,306.6 |
0.500 |
3,299.0 |
0.382 |
3,291.4 |
LOW |
3,267.0 |
0.618 |
3,227.4 |
1.000 |
3,203.0 |
1.618 |
3,163.4 |
2.618 |
3,099.4 |
4.250 |
2,995.0 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,319.7 |
3,310.7 |
PP |
3,309.3 |
3,291.3 |
S1 |
3,299.0 |
3,272.0 |
|