Trading Metrics calculated at close of trading on 22-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,842.5 |
1,867.8 |
25.3 |
1.4% |
1,831.6 |
High |
1,870.5 |
1,899.0 |
28.5 |
1.5% |
1,847.7 |
Low |
1,839.9 |
1,867.8 |
27.9 |
1.5% |
1,819.3 |
Close |
1,869.6 |
1,892.6 |
23.0 |
1.2% |
1,833.7 |
Range |
30.6 |
31.2 |
0.6 |
2.0% |
28.4 |
ATR |
24.4 |
24.9 |
0.5 |
2.0% |
0.0 |
Volume |
31,693 |
49,858 |
18,165 |
57.3% |
124,663 |
|
Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.1 |
1,967.5 |
1,909.8 |
|
R3 |
1,948.9 |
1,936.3 |
1,901.2 |
|
R2 |
1,917.7 |
1,917.7 |
1,898.3 |
|
R1 |
1,905.1 |
1,905.1 |
1,895.5 |
1,911.4 |
PP |
1,886.5 |
1,886.5 |
1,886.5 |
1,889.6 |
S1 |
1,873.9 |
1,873.9 |
1,889.7 |
1,880.2 |
S2 |
1,855.3 |
1,855.3 |
1,886.9 |
|
S3 |
1,824.1 |
1,842.7 |
1,884.0 |
|
S4 |
1,792.9 |
1,811.5 |
1,875.4 |
|
|
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 |
1,899.0 |
1,819.9 |
79.1 |
4.2% |
23.5 |
1.2% |
92% |
True |
False |
27,073 |
10 |
1,899.0 |
1,819.3 |
79.7 |
4.2% |
21.9 |
1.2% |
92% |
True |
False |
31,425 |
20 |
1,899.0 |
1,772.0 |
127.0 |
6.7% |
23.6 |
1.2% |
95% |
True |
False |
23,063 |
40 |
1,899.0 |
1,690.1 |
208.9 |
11.0% |
26.3 |
1.4% |
97% |
True |
False |
14,373 |
60 |
1,899.0 |
1,687.8 |
211.2 |
11.2% |
27.2 |
1.4% |
97% |
True |
False |
11,345 |
80 |
1,899.0 |
1,577.7 |
321.3 |
17.0% |
31.1 |
1.6% |
98% |
True |
False |
9,505 |
100 |
1,899.0 |
1,458.8 |
440.2 |
23.3% |
37.0 |
2.0% |
99% |
True |
False |
8,407 |
120 |
1,899.0 |
1,458.8 |
440.2 |
23.3% |
34.5 |
1.8% |
99% |
True |
False |
7,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.6 |
2.618 |
1,980.7 |
1.618 |
1,949.5 |
1.000 |
1,930.2 |
0.618 |
1,918.3 |
HIGH |
1,899.0 |
0.618 |
1,887.1 |
0.500 |
1,883.4 |
0.382 |
1,879.7 |
LOW |
1,867.8 |
0.618 |
1,848.5 |
1.000 |
1,836.6 |
1.618 |
1,817.3 |
2.618 |
1,786.1 |
4.250 |
1,735.2 |
|
|
Fisher Pivots for day following 22-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,889.5 |
1,883.4 |
PP |
1,886.5 |
1,874.1 |
S1 |
1,883.4 |
1,864.9 |
|