Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,839.7 |
1,840.7 |
1.0 |
0.1% |
1,807.3 |
High |
1,847.2 |
1,843.7 |
-3.5 |
-0.2% |
1,857.0 |
Low |
1,831.9 |
1,819.9 |
-12.0 |
-0.7% |
1,801.6 |
Close |
1,841.6 |
1,826.5 |
-15.1 |
-0.8% |
1,831.3 |
Range |
15.3 |
23.8 |
8.5 |
55.6% |
55.4 |
ATR |
25.3 |
25.2 |
-0.1 |
-0.4% |
0.0 |
Volume |
13,324 |
18,231 |
4,907 |
36.8% |
176,268 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.4 |
1,887.8 |
1,839.6 |
|
R3 |
1,877.6 |
1,864.0 |
1,833.0 |
|
R2 |
1,853.8 |
1,853.8 |
1,830.9 |
|
R1 |
1,840.2 |
1,840.2 |
1,828.7 |
1,835.1 |
PP |
1,830.0 |
1,830.0 |
1,830.0 |
1,827.5 |
S1 |
1,816.4 |
1,816.4 |
1,824.3 |
1,811.3 |
S2 |
1,806.2 |
1,806.2 |
1,822.1 |
|
S3 |
1,782.4 |
1,792.6 |
1,820.0 |
|
S4 |
1,758.6 |
1,768.8 |
1,813.4 |
|
|
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 |
1,847.7 |
1,819.3 |
28.4 |
1.6% |
19.9 |
1.1% |
25% |
False |
False |
29,680 |
10 |
1,857.0 |
1,788.3 |
68.7 |
3.8% |
22.8 |
1.2% |
56% |
False |
False |
29,606 |
20 |
1,857.0 |
1,739.6 |
117.4 |
6.4% |
24.3 |
1.3% |
74% |
False |
False |
18,360 |
40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
26.5 |
1.4% |
82% |
False |
False |
12,056 |
60 |
1,857.0 |
1,687.8 |
169.2 |
9.3% |
27.9 |
1.5% |
82% |
False |
False |
9,584 |
80 |
1,857.0 |
1,577.7 |
279.3 |
15.3% |
33.6 |
1.8% |
89% |
False |
False |
8,402 |
100 |
1,857.0 |
1,458.8 |
398.2 |
21.8% |
37.8 |
2.1% |
92% |
False |
False |
7,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.9 |
2.618 |
1,906.0 |
1.618 |
1,882.2 |
1.000 |
1,867.5 |
0.618 |
1,858.4 |
HIGH |
1,843.7 |
0.618 |
1,834.6 |
0.500 |
1,831.8 |
0.382 |
1,829.0 |
LOW |
1,819.9 |
0.618 |
1,805.2 |
1.000 |
1,796.1 |
1.618 |
1,781.4 |
2.618 |
1,757.6 |
4.250 |
1,718.8 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,831.8 |
1,833.3 |
PP |
1,830.0 |
1,831.0 |
S1 |
1,828.3 |
1,828.8 |
|