Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,279.0 |
3,289.0 |
10.0 |
0.3% |
3,320.0 |
High |
3,294.0 |
3,290.0 |
-4.0 |
-0.1% |
3,430.0 |
Low |
3,279.0 |
3,159.0 |
-120.0 |
-3.7% |
3,280.0 |
Close |
3,286.0 |
3,179.0 |
-107.0 |
-3.3% |
3,290.0 |
Range |
15.0 |
131.0 |
116.0 |
773.3% |
150.0 |
ATR |
54.0 |
59.5 |
5.5 |
10.2% |
0.0 |
Volume |
330 |
190 |
-140 |
-42.4% |
8,161 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,602.3 |
3,521.7 |
3,251.1 |
|
R3 |
3,471.3 |
3,390.7 |
3,215.0 |
|
R2 |
3,340.3 |
3,340.3 |
3,203.0 |
|
R1 |
3,259.7 |
3,259.7 |
3,191.0 |
3,234.5 |
PP |
3,209.3 |
3,209.3 |
3,209.3 |
3,196.8 |
S1 |
3,128.7 |
3,128.7 |
3,167.0 |
3,103.5 |
S2 |
3,078.3 |
3,078.3 |
3,155.0 |
|
S3 |
2,947.3 |
2,997.7 |
3,143.0 |
|
S4 |
2,816.3 |
2,866.7 |
3,107.0 |
|
|
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 |
3,306.0 |
3,159.0 |
147.0 |
4.6% |
43.2 |
1.4% |
14% |
False |
True |
2,036 |
10 |
3,430.0 |
3,159.0 |
271.0 |
8.5% |
45.7 |
1.4% |
7% |
False |
True |
1,184 |
20 |
3,430.0 |
3,159.0 |
271.0 |
8.5% |
48.4 |
1.5% |
7% |
False |
True |
1,356 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
54.0 |
1.7% |
38% |
False |
False |
4,568 |
60 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
45.5 |
1.4% |
67% |
False |
False |
5,868 |
80 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
40.7 |
1.3% |
67% |
False |
False |
8,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,846.8 |
2.618 |
3,633.0 |
1.618 |
3,502.0 |
1.000 |
3,421.0 |
0.618 |
3,371.0 |
HIGH |
3,290.0 |
0.618 |
3,240.0 |
0.500 |
3,224.5 |
0.382 |
3,209.0 |
LOW |
3,159.0 |
0.618 |
3,078.0 |
1.000 |
3,028.0 |
1.618 |
2,947.0 |
2.618 |
2,816.0 |
4.250 |
2,602.3 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,224.5 |
3,227.0 |
PP |
3,209.3 |
3,211.0 |
S1 |
3,194.2 |
3,195.0 |
|