Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,837.0 |
1,831.6 |
-5.4 |
-0.3% |
1,807.3 |
High |
1,846.3 |
1,847.7 |
1.4 |
0.1% |
1,857.0 |
Low |
1,825.5 |
1,831.6 |
6.1 |
0.3% |
1,801.6 |
Close |
1,831.3 |
1,843.7 |
12.4 |
0.7% |
1,831.3 |
Range |
20.8 |
16.1 |
-4.7 |
-22.6% |
55.4 |
ATR |
27.0 |
26.2 |
-0.8 |
-2.8% |
0.0 |
Volume |
40,131 |
36,089 |
-4,042 |
-10.1% |
176,268 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.3 |
1,882.6 |
1,852.6 |
|
R3 |
1,873.2 |
1,866.5 |
1,848.1 |
|
R2 |
1,857.1 |
1,857.1 |
1,846.7 |
|
R1 |
1,850.4 |
1,850.4 |
1,845.2 |
1,853.8 |
PP |
1,841.0 |
1,841.0 |
1,841.0 |
1,842.7 |
S1 |
1,834.3 |
1,834.3 |
1,842.2 |
1,837.7 |
S2 |
1,824.9 |
1,824.9 |
1,840.7 |
|
S3 |
1,808.8 |
1,818.2 |
1,839.3 |
|
S4 |
1,792.7 |
1,802.1 |
1,834.8 |
|
|
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 |
1,804.8 |
52.2 |
2.8% |
24.0 |
1.3% |
75% |
False |
False |
40,372 |
10 |
1,857.0 |
1,788.3 |
68.7 |
3.7% |
24.6 |
1.3% |
81% |
False |
False |
25,217 |
20 |
1,857.0 |
1,724.6 |
132.4 |
7.2% |
24.9 |
1.4% |
90% |
False |
False |
15,375 |
40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
27.2 |
1.5% |
92% |
False |
False |
10,600 |
60 |
1,857.0 |
1,670.3 |
186.7 |
10.1% |
29.0 |
1.6% |
93% |
False |
False |
8,542 |
80 |
1,857.0 |
1,468.0 |
389.0 |
21.1% |
35.0 |
1.9% |
97% |
False |
False |
7,618 |
100 |
1,857.0 |
1,458.8 |
398.2 |
21.6% |
38.0 |
2.1% |
97% |
False |
False |
6,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.1 |
2.618 |
1,889.8 |
1.618 |
1,873.7 |
1.000 |
1,863.8 |
0.618 |
1,857.6 |
HIGH |
1,847.7 |
0.618 |
1,841.5 |
0.500 |
1,839.7 |
0.382 |
1,837.8 |
LOW |
1,831.6 |
0.618 |
1,821.7 |
1.000 |
1,815.5 |
1.618 |
1,805.6 |
2.618 |
1,789.5 |
4.250 |
1,763.2 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,842.4 |
1,842.5 |
PP |
1,841.0 |
1,841.3 |
S1 |
1,839.7 |
1,840.1 |
|