Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,831.6 |
1,834.2 |
2.6 |
0.1% |
1,807.3 |
High |
1,847.7 |
1,843.0 |
-4.7 |
-0.3% |
1,857.0 |
Low |
1,831.6 |
1,819.3 |
-12.3 |
-0.7% |
1,801.6 |
Close |
1,843.7 |
1,841.5 |
-2.2 |
-0.1% |
1,831.3 |
Range |
16.1 |
23.7 |
7.6 |
47.2% |
55.4 |
ATR |
26.2 |
26.1 |
-0.1 |
-0.5% |
0.0 |
Volume |
36,089 |
40,627 |
4,538 |
12.6% |
176,268 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.7 |
1,897.3 |
1,854.5 |
|
R3 |
1,882.0 |
1,873.6 |
1,848.0 |
|
R2 |
1,858.3 |
1,858.3 |
1,845.8 |
|
R1 |
1,849.9 |
1,849.9 |
1,843.7 |
1,854.1 |
PP |
1,834.6 |
1,834.6 |
1,834.6 |
1,836.7 |
S1 |
1,826.2 |
1,826.2 |
1,839.3 |
1,830.4 |
S2 |
1,810.9 |
1,810.9 |
1,837.2 |
|
S3 |
1,787.2 |
1,802.5 |
1,835.0 |
|
S4 |
1,763.5 |
1,778.8 |
1,828.5 |
|
|
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 |
1,819.3 |
37.7 |
2.0% |
22.7 |
1.2% |
59% |
False |
True |
44,796 |
10 |
1,857.0 |
1,788.3 |
68.7 |
3.7% |
25.6 |
1.4% |
77% |
False |
False |
28,863 |
20 |
1,857.0 |
1,735.6 |
121.4 |
6.6% |
24.3 |
1.3% |
87% |
False |
False |
17,185 |
40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
27.2 |
1.5% |
91% |
False |
False |
11,477 |
60 |
1,857.0 |
1,670.3 |
186.7 |
10.1% |
28.7 |
1.6% |
92% |
False |
False |
9,145 |
80 |
1,857.0 |
1,468.0 |
389.0 |
21.1% |
34.9 |
1.9% |
96% |
False |
False |
8,098 |
100 |
1,857.0 |
1,458.8 |
398.2 |
21.6% |
38.0 |
2.1% |
96% |
False |
False |
7,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,943.7 |
2.618 |
1,905.0 |
1.618 |
1,881.3 |
1.000 |
1,866.7 |
0.618 |
1,857.6 |
HIGH |
1,843.0 |
0.618 |
1,833.9 |
0.500 |
1,831.2 |
0.382 |
1,828.4 |
LOW |
1,819.3 |
0.618 |
1,804.7 |
1.000 |
1,795.6 |
1.618 |
1,781.0 |
2.618 |
1,757.3 |
4.250 |
1,718.6 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,838.1 |
1,838.8 |
PP |
1,834.6 |
1,836.2 |
S1 |
1,831.2 |
1,833.5 |
|