Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,295.0 |
3,279.0 |
-16.0 |
-0.5% |
3,320.0 |
High |
3,295.0 |
3,294.0 |
-1.0 |
0.0% |
3,430.0 |
Low |
3,265.0 |
3,279.0 |
14.0 |
0.4% |
3,280.0 |
Close |
3,289.0 |
3,286.0 |
-3.0 |
-0.1% |
3,290.0 |
Range |
30.0 |
15.0 |
-15.0 |
-50.0% |
150.0 |
ATR |
57.0 |
54.0 |
-3.0 |
-5.3% |
0.0 |
Volume |
2,596 |
330 |
-2,266 |
-87.3% |
8,161 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,331.3 |
3,323.7 |
3,294.3 |
|
R3 |
3,316.3 |
3,308.7 |
3,290.1 |
|
R2 |
3,301.3 |
3,301.3 |
3,288.8 |
|
R1 |
3,293.7 |
3,293.7 |
3,287.4 |
3,297.5 |
PP |
3,286.3 |
3,286.3 |
3,286.3 |
3,288.3 |
S1 |
3,278.7 |
3,278.7 |
3,284.6 |
3,282.5 |
S2 |
3,271.3 |
3,271.3 |
3,283.3 |
|
S3 |
3,256.3 |
3,263.7 |
3,281.9 |
|
S4 |
3,241.3 |
3,248.7 |
3,277.8 |
|
|
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 |
3,377.0 |
3,265.0 |
112.0 |
3.4% |
28.4 |
0.9% |
19% |
False |
False |
2,032 |
10 |
3,430.0 |
3,265.0 |
165.0 |
5.0% |
35.7 |
1.1% |
13% |
False |
False |
1,191 |
20 |
3,430.0 |
3,213.0 |
217.0 |
6.6% |
45.7 |
1.4% |
34% |
False |
False |
1,535 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.3% |
51.3 |
1.6% |
64% |
False |
False |
4,875 |
60 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
44.2 |
1.3% |
81% |
False |
False |
5,915 |
80 |
3,430.0 |
2,665.0 |
765.0 |
23.3% |
39.1 |
1.2% |
81% |
False |
False |
9,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,357.8 |
2.618 |
3,333.3 |
1.618 |
3,318.3 |
1.000 |
3,309.0 |
0.618 |
3,303.3 |
HIGH |
3,294.0 |
0.618 |
3,288.3 |
0.500 |
3,286.5 |
0.382 |
3,284.7 |
LOW |
3,279.0 |
0.618 |
3,269.7 |
1.000 |
3,264.0 |
1.618 |
3,254.7 |
2.618 |
3,239.7 |
4.250 |
3,215.3 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,286.5 |
3,284.2 |
PP |
3,286.3 |
3,282.3 |
S1 |
3,286.2 |
3,280.5 |
|