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 |
3,291.0 |
3,296.0 |
5.0 |
0.2% |
3,320.0 |
High |
3,306.0 |
3,296.0 |
-10.0 |
-0.3% |
3,430.0 |
Low |
3,280.0 |
3,282.0 |
2.0 |
0.1% |
3,280.0 |
Close |
3,290.0 |
3,286.0 |
-4.0 |
-0.1% |
3,290.0 |
Range |
26.0 |
14.0 |
-12.0 |
-46.2% |
150.0 |
ATR |
62.5 |
59.0 |
-3.5 |
-5.5% |
0.0 |
Volume |
6,517 |
548 |
-5,969 |
-91.6% |
8,161 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,330.0 |
3,322.0 |
3,293.7 |
|
R3 |
3,316.0 |
3,308.0 |
3,289.9 |
|
R2 |
3,302.0 |
3,302.0 |
3,288.6 |
|
R1 |
3,294.0 |
3,294.0 |
3,287.3 |
3,291.0 |
PP |
3,288.0 |
3,288.0 |
3,288.0 |
3,286.5 |
S1 |
3,280.0 |
3,280.0 |
3,284.7 |
3,277.0 |
S2 |
3,274.0 |
3,274.0 |
3,283.4 |
|
S3 |
3,260.0 |
3,266.0 |
3,282.2 |
|
S4 |
3,246.0 |
3,252.0 |
3,278.3 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,783.3 |
3,686.7 |
3,372.5 |
|
R3 |
3,633.3 |
3,536.7 |
3,331.3 |
|
R2 |
3,483.3 |
3,483.3 |
3,317.5 |
|
R1 |
3,386.7 |
3,386.7 |
3,303.8 |
3,360.0 |
PP |
3,333.3 |
3,333.3 |
3,333.3 |
3,320.0 |
S1 |
3,236.7 |
3,236.7 |
3,276.3 |
3,210.0 |
S2 |
3,183.3 |
3,183.3 |
3,262.5 |
|
S3 |
3,033.3 |
3,086.7 |
3,248.8 |
|
S4 |
2,883.3 |
2,936.7 |
3,207.5 |
|
|
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 |
3,280.0 |
150.0 |
4.6% |
40.8 |
1.2% |
4% |
False |
False |
1,735 |
10 |
3,430.0 |
3,260.0 |
170.0 |
5.2% |
41.9 |
1.3% |
15% |
False |
False |
988 |
20 |
3,430.0 |
3,155.0 |
275.0 |
8.4% |
48.3 |
1.5% |
48% |
False |
False |
1,421 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.3% |
52.5 |
1.6% |
64% |
False |
False |
5,168 |
60 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
43.9 |
1.3% |
81% |
False |
False |
6,560 |
80 |
3,430.0 |
2,616.0 |
814.0 |
24.8% |
38.5 |
1.2% |
82% |
False |
False |
9,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,355.5 |
2.618 |
3,332.7 |
1.618 |
3,318.7 |
1.000 |
3,310.0 |
0.618 |
3,304.7 |
HIGH |
3,296.0 |
0.618 |
3,290.7 |
0.500 |
3,289.0 |
0.382 |
3,287.3 |
LOW |
3,282.0 |
0.618 |
3,273.3 |
1.000 |
3,268.0 |
1.618 |
3,259.3 |
2.618 |
3,245.3 |
4.250 |
3,222.5 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,289.0 |
3,328.5 |
PP |
3,288.0 |
3,314.3 |
S1 |
3,287.0 |
3,300.2 |
|