Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,849.8 |
1,837.0 |
-12.8 |
-0.7% |
1,807.3 |
High |
1,854.6 |
1,846.3 |
-8.3 |
-0.4% |
1,857.0 |
Low |
1,829.6 |
1,825.5 |
-4.1 |
-0.2% |
1,801.6 |
Close |
1,833.5 |
1,831.3 |
-2.2 |
-0.1% |
1,831.3 |
Range |
25.0 |
20.8 |
-4.2 |
-16.8% |
55.4 |
ATR |
27.5 |
27.0 |
-0.5 |
-1.7% |
0.0 |
Volume |
48,718 |
40,131 |
-8,587 |
-17.6% |
176,268 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.8 |
1,884.8 |
1,842.7 |
|
R3 |
1,876.0 |
1,864.0 |
1,837.0 |
|
R2 |
1,855.2 |
1,855.2 |
1,835.1 |
|
R1 |
1,843.2 |
1,843.2 |
1,833.2 |
1,838.8 |
PP |
1,834.4 |
1,834.4 |
1,834.4 |
1,832.2 |
S1 |
1,822.4 |
1,822.4 |
1,829.4 |
1,818.0 |
S2 |
1,813.6 |
1,813.6 |
1,827.5 |
|
S3 |
1,792.8 |
1,801.6 |
1,825.6 |
|
S4 |
1,772.0 |
1,780.8 |
1,819.9 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.2 |
1,969.1 |
1,861.8 |
|
R3 |
1,940.8 |
1,913.7 |
1,846.5 |
|
R2 |
1,885.4 |
1,885.4 |
1,841.5 |
|
R1 |
1,858.3 |
1,858.3 |
1,836.4 |
1,871.9 |
PP |
1,830.0 |
1,830.0 |
1,830.0 |
1,836.7 |
S1 |
1,802.9 |
1,802.9 |
1,826.2 |
1,816.5 |
S2 |
1,774.6 |
1,774.6 |
1,821.1 |
|
S3 |
1,719.2 |
1,747.5 |
1,816.1 |
|
S4 |
1,663.8 |
1,692.1 |
1,800.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,857.0 |
1,801.6 |
55.4 |
3.0% |
24.7 |
1.3% |
54% |
False |
False |
35,253 |
10 |
1,857.0 |
1,772.0 |
85.0 |
4.6% |
26.1 |
1.4% |
70% |
False |
False |
22,083 |
20 |
1,857.0 |
1,724.6 |
132.4 |
7.2% |
25.3 |
1.4% |
81% |
False |
False |
13,751 |
40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
27.6 |
1.5% |
85% |
False |
False |
9,799 |
60 |
1,857.0 |
1,670.3 |
186.7 |
10.2% |
29.5 |
1.6% |
86% |
False |
False |
8,004 |
80 |
1,857.0 |
1,468.0 |
389.0 |
21.2% |
35.7 |
1.9% |
93% |
False |
False |
7,198 |
100 |
1,857.0 |
1,458.8 |
398.2 |
21.7% |
37.9 |
2.1% |
94% |
False |
False |
6,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.7 |
2.618 |
1,900.8 |
1.618 |
1,880.0 |
1.000 |
1,867.1 |
0.618 |
1,859.2 |
HIGH |
1,846.3 |
0.618 |
1,838.4 |
0.500 |
1,835.9 |
0.382 |
1,833.4 |
LOW |
1,825.5 |
0.618 |
1,812.6 |
1.000 |
1,804.7 |
1.618 |
1,791.8 |
2.618 |
1,771.0 |
4.250 |
1,737.1 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,835.9 |
1,841.3 |
PP |
1,834.4 |
1,837.9 |
S1 |
1,832.8 |
1,834.6 |
|