Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,289.0 |
3,200.0 |
-89.0 |
-2.7% |
3,296.0 |
High |
3,290.0 |
3,225.0 |
-65.0 |
-2.0% |
3,296.0 |
Low |
3,159.0 |
3,127.0 |
-32.0 |
-1.0% |
3,127.0 |
Close |
3,179.0 |
3,170.0 |
-9.0 |
-0.3% |
3,170.0 |
Range |
131.0 |
98.0 |
-33.0 |
-25.2% |
169.0 |
ATR |
59.5 |
62.2 |
2.8 |
4.6% |
0.0 |
Volume |
190 |
258 |
68 |
35.8% |
3,922 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,468.0 |
3,417.0 |
3,223.9 |
|
R3 |
3,370.0 |
3,319.0 |
3,197.0 |
|
R2 |
3,272.0 |
3,272.0 |
3,188.0 |
|
R1 |
3,221.0 |
3,221.0 |
3,179.0 |
3,197.5 |
PP |
3,174.0 |
3,174.0 |
3,174.0 |
3,162.3 |
S1 |
3,123.0 |
3,123.0 |
3,161.0 |
3,099.5 |
S2 |
3,076.0 |
3,076.0 |
3,152.0 |
|
S3 |
2,978.0 |
3,025.0 |
3,143.1 |
|
S4 |
2,880.0 |
2,927.0 |
3,116.1 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,704.7 |
3,606.3 |
3,263.0 |
|
R3 |
3,535.7 |
3,437.3 |
3,216.5 |
|
R2 |
3,366.7 |
3,366.7 |
3,201.0 |
|
R1 |
3,268.3 |
3,268.3 |
3,185.5 |
3,233.0 |
PP |
3,197.7 |
3,197.7 |
3,197.7 |
3,180.0 |
S1 |
3,099.3 |
3,099.3 |
3,154.5 |
3,064.0 |
S2 |
3,028.7 |
3,028.7 |
3,139.0 |
|
S3 |
2,859.7 |
2,930.3 |
3,123.5 |
|
S4 |
2,690.7 |
2,761.3 |
3,077.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,296.0 |
3,127.0 |
169.0 |
5.3% |
57.6 |
1.8% |
25% |
False |
True |
784 |
10 |
3,430.0 |
3,127.0 |
303.0 |
9.6% |
53.8 |
1.7% |
14% |
False |
True |
1,208 |
20 |
3,430.0 |
3,127.0 |
303.0 |
9.6% |
51.3 |
1.6% |
14% |
False |
True |
1,369 |
40 |
3,430.0 |
3,026.0 |
404.0 |
12.7% |
55.8 |
1.8% |
36% |
False |
False |
4,437 |
60 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
47.1 |
1.5% |
66% |
False |
False |
5,865 |
80 |
3,430.0 |
2,665.0 |
765.0 |
24.1% |
41.9 |
1.3% |
66% |
False |
False |
7,971 |
100 |
3,430.0 |
2,293.0 |
1,137.0 |
35.9% |
34.2 |
1.1% |
77% |
False |
False |
9,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,641.5 |
2.618 |
3,481.6 |
1.618 |
3,383.6 |
1.000 |
3,323.0 |
0.618 |
3,285.6 |
HIGH |
3,225.0 |
0.618 |
3,187.6 |
0.500 |
3,176.0 |
0.382 |
3,164.4 |
LOW |
3,127.0 |
0.618 |
3,066.4 |
1.000 |
3,029.0 |
1.618 |
2,968.4 |
2.618 |
2,870.4 |
4.250 |
2,710.5 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,176.0 |
3,210.5 |
PP |
3,174.0 |
3,197.0 |
S1 |
3,172.0 |
3,183.5 |
|