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 |
3,296.0 |
3,295.0 |
-1.0 |
0.0% |
3,320.0 |
High |
3,296.0 |
3,295.0 |
-1.0 |
0.0% |
3,430.0 |
Low |
3,282.0 |
3,265.0 |
-17.0 |
-0.5% |
3,280.0 |
Close |
3,286.0 |
3,289.0 |
3.0 |
0.1% |
3,290.0 |
Range |
14.0 |
30.0 |
16.0 |
114.3% |
150.0 |
ATR |
59.0 |
57.0 |
-2.1 |
-3.5% |
0.0 |
Volume |
548 |
2,596 |
2,048 |
373.7% |
8,161 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,373.0 |
3,361.0 |
3,305.5 |
|
R3 |
3,343.0 |
3,331.0 |
3,297.3 |
|
R2 |
3,313.0 |
3,313.0 |
3,294.5 |
|
R1 |
3,301.0 |
3,301.0 |
3,291.8 |
3,292.0 |
PP |
3,283.0 |
3,283.0 |
3,283.0 |
3,278.5 |
S1 |
3,271.0 |
3,271.0 |
3,286.3 |
3,262.0 |
S2 |
3,253.0 |
3,253.0 |
3,283.5 |
|
S3 |
3,223.0 |
3,241.0 |
3,280.8 |
|
S4 |
3,193.0 |
3,211.0 |
3,272.5 |
|
|
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 |
3,387.0 |
3,265.0 |
122.0 |
3.7% |
33.8 |
1.0% |
20% |
False |
True |
2,146 |
10 |
3,430.0 |
3,265.0 |
165.0 |
5.0% |
39.9 |
1.2% |
15% |
False |
True |
1,190 |
20 |
3,430.0 |
3,155.0 |
275.0 |
8.4% |
47.9 |
1.5% |
49% |
False |
False |
1,521 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.3% |
52.7 |
1.6% |
65% |
False |
False |
5,181 |
60 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
44.2 |
1.3% |
82% |
False |
False |
6,210 |
80 |
3,430.0 |
2,616.0 |
814.0 |
24.7% |
38.9 |
1.2% |
83% |
False |
False |
9,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,422.5 |
2.618 |
3,373.5 |
1.618 |
3,343.5 |
1.000 |
3,325.0 |
0.618 |
3,313.5 |
HIGH |
3,295.0 |
0.618 |
3,283.5 |
0.500 |
3,280.0 |
0.382 |
3,276.5 |
LOW |
3,265.0 |
0.618 |
3,246.5 |
1.000 |
3,235.0 |
1.618 |
3,216.5 |
2.618 |
3,186.5 |
4.250 |
3,137.5 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,286.0 |
3,287.8 |
PP |
3,283.0 |
3,286.7 |
S1 |
3,280.0 |
3,285.5 |
|