Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,378.0 |
58.0 |
1.7% |
3,321.0 |
High |
3,375.0 |
3,430.0 |
55.0 |
1.6% |
3,377.0 |
Low |
3,315.0 |
3,365.0 |
50.0 |
1.5% |
3,260.0 |
Close |
3,371.0 |
3,384.0 |
13.0 |
0.4% |
3,346.0 |
Range |
60.0 |
65.0 |
5.0 |
8.3% |
117.0 |
ATR |
63.5 |
63.6 |
0.1 |
0.2% |
0.0 |
Volume |
33 |
541 |
508 |
1,539.4% |
1,322 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,588.0 |
3,551.0 |
3,419.8 |
|
R3 |
3,523.0 |
3,486.0 |
3,401.9 |
|
R2 |
3,458.0 |
3,458.0 |
3,395.9 |
|
R1 |
3,421.0 |
3,421.0 |
3,390.0 |
3,439.5 |
PP |
3,393.0 |
3,393.0 |
3,393.0 |
3,402.3 |
S1 |
3,356.0 |
3,356.0 |
3,378.0 |
3,374.5 |
S2 |
3,328.0 |
3,328.0 |
3,372.1 |
|
S3 |
3,263.0 |
3,291.0 |
3,366.1 |
|
S4 |
3,198.0 |
3,226.0 |
3,348.3 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.7 |
3,629.3 |
3,410.4 |
|
R3 |
3,561.7 |
3,512.3 |
3,378.2 |
|
R2 |
3,444.7 |
3,444.7 |
3,367.5 |
|
R1 |
3,395.3 |
3,395.3 |
3,356.7 |
3,420.0 |
PP |
3,327.7 |
3,327.7 |
3,327.7 |
3,340.0 |
S1 |
3,278.3 |
3,278.3 |
3,335.3 |
3,303.0 |
S2 |
3,210.7 |
3,210.7 |
3,324.6 |
|
S3 |
3,093.7 |
3,161.3 |
3,313.8 |
|
S4 |
2,976.7 |
3,044.3 |
3,281.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,430.0 |
3,315.0 |
115.0 |
3.4% |
46.0 |
1.4% |
60% |
True |
False |
235 |
10 |
3,430.0 |
3,213.0 |
217.0 |
6.4% |
53.5 |
1.6% |
79% |
True |
False |
1,437 |
20 |
3,430.0 |
3,131.0 |
299.0 |
8.8% |
55.8 |
1.6% |
85% |
True |
False |
1,797 |
40 |
3,430.0 |
2,960.0 |
470.0 |
13.9% |
51.1 |
1.5% |
90% |
True |
False |
6,129 |
60 |
3,430.0 |
2,665.0 |
765.0 |
22.6% |
44.1 |
1.3% |
94% |
True |
False |
7,761 |
80 |
3,430.0 |
2,612.0 |
818.0 |
24.2% |
36.9 |
1.1% |
94% |
True |
False |
10,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,706.3 |
2.618 |
3,600.2 |
1.618 |
3,535.2 |
1.000 |
3,495.0 |
0.618 |
3,470.2 |
HIGH |
3,430.0 |
0.618 |
3,405.2 |
0.500 |
3,397.5 |
0.382 |
3,389.8 |
LOW |
3,365.0 |
0.618 |
3,324.8 |
1.000 |
3,300.0 |
1.618 |
3,259.8 |
2.618 |
3,194.8 |
4.250 |
3,088.8 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,397.5 |
3,380.2 |
PP |
3,393.0 |
3,376.3 |
S1 |
3,388.5 |
3,372.5 |
|