Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,840.7 |
1,822.9 |
-17.8 |
-1.0% |
1,831.6 |
High |
1,843.7 |
1,837.6 |
-6.1 |
-0.3% |
1,847.7 |
Low |
1,819.9 |
1,821.0 |
1.1 |
0.1% |
1,819.3 |
Close |
1,826.5 |
1,833.7 |
7.2 |
0.4% |
1,833.7 |
Range |
23.8 |
16.6 |
-7.2 |
-30.3% |
28.4 |
ATR |
25.2 |
24.6 |
-0.6 |
-2.4% |
0.0 |
Volume |
18,231 |
16,392 |
-1,839 |
-10.1% |
124,663 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.6 |
1,873.7 |
1,842.8 |
|
R3 |
1,864.0 |
1,857.1 |
1,838.3 |
|
R2 |
1,847.4 |
1,847.4 |
1,836.7 |
|
R1 |
1,840.5 |
1,840.5 |
1,835.2 |
1,844.0 |
PP |
1,830.8 |
1,830.8 |
1,830.8 |
1,832.5 |
S1 |
1,823.9 |
1,823.9 |
1,832.2 |
1,827.4 |
S2 |
1,814.2 |
1,814.2 |
1,830.7 |
|
S3 |
1,797.6 |
1,807.3 |
1,829.1 |
|
S4 |
1,781.0 |
1,790.7 |
1,824.6 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.8 |
1,904.6 |
1,849.3 |
|
R3 |
1,890.4 |
1,876.2 |
1,841.5 |
|
R2 |
1,862.0 |
1,862.0 |
1,838.9 |
|
R1 |
1,847.8 |
1,847.8 |
1,836.3 |
1,854.9 |
PP |
1,833.6 |
1,833.6 |
1,833.6 |
1,837.1 |
S1 |
1,819.4 |
1,819.4 |
1,831.1 |
1,826.5 |
S2 |
1,805.2 |
1,805.2 |
1,828.5 |
|
S3 |
1,776.8 |
1,791.0 |
1,825.9 |
|
S4 |
1,748.4 |
1,762.6 |
1,818.1 |
|
|
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 |
1.5% |
19.1 |
1.0% |
51% |
False |
False |
24,932 |
10 |
1,857.0 |
1,801.6 |
55.4 |
3.0% |
21.9 |
1.2% |
58% |
False |
False |
30,093 |
20 |
1,857.0 |
1,745.5 |
111.5 |
6.1% |
23.9 |
1.3% |
79% |
False |
False |
18,941 |
40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
26.6 |
1.4% |
86% |
False |
False |
12,361 |
60 |
1,857.0 |
1,687.8 |
169.2 |
9.2% |
27.4 |
1.5% |
86% |
False |
False |
9,815 |
80 |
1,857.0 |
1,577.7 |
279.3 |
15.2% |
32.4 |
1.8% |
92% |
False |
False |
8,487 |
100 |
1,857.0 |
1,458.8 |
398.2 |
21.7% |
37.6 |
2.1% |
94% |
False |
False |
7,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.2 |
2.618 |
1,881.1 |
1.618 |
1,864.5 |
1.000 |
1,854.2 |
0.618 |
1,847.9 |
HIGH |
1,837.6 |
0.618 |
1,831.3 |
0.500 |
1,829.3 |
0.382 |
1,827.3 |
LOW |
1,821.0 |
0.618 |
1,810.7 |
1.000 |
1,804.4 |
1.618 |
1,794.1 |
2.618 |
1,777.5 |
4.250 |
1,750.5 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,832.2 |
1,833.7 |
PP |
1,830.8 |
1,833.6 |
S1 |
1,829.3 |
1,833.6 |
|