Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,900.0 |
1,912.3 |
12.3 |
0.6% |
1,835.5 |
High |
1,927.1 |
1,933.6 |
6.5 |
0.3% |
1,933.6 |
Low |
1,890.4 |
1,908.0 |
17.6 |
0.9% |
1,830.7 |
Close |
1,917.4 |
1,925.2 |
7.8 |
0.4% |
1,925.2 |
Range |
36.7 |
25.6 |
-11.1 |
-30.2% |
102.9 |
ATR |
25.7 |
25.7 |
0.0 |
0.0% |
0.0 |
Volume |
72,360 |
66,449 |
-5,911 |
-8.2% |
239,554 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.1 |
1,987.7 |
1,939.3 |
|
R3 |
1,973.5 |
1,962.1 |
1,932.2 |
|
R2 |
1,947.9 |
1,947.9 |
1,929.9 |
|
R1 |
1,936.5 |
1,936.5 |
1,927.5 |
1,942.2 |
PP |
1,922.3 |
1,922.3 |
1,922.3 |
1,925.1 |
S1 |
1,910.9 |
1,910.9 |
1,922.9 |
1,916.6 |
S2 |
1,896.7 |
1,896.7 |
1,920.5 |
|
S3 |
1,871.1 |
1,885.3 |
1,918.2 |
|
S4 |
1,845.5 |
1,859.7 |
1,911.1 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,205.2 |
2,168.1 |
1,981.8 |
|
R3 |
2,102.3 |
2,065.2 |
1,953.5 |
|
R2 |
1,999.4 |
1,999.4 |
1,944.1 |
|
R1 |
1,962.3 |
1,962.3 |
1,934.6 |
1,980.9 |
PP |
1,896.5 |
1,896.5 |
1,896.5 |
1,905.8 |
S1 |
1,859.4 |
1,859.4 |
1,915.8 |
1,878.0 |
S2 |
1,793.6 |
1,793.6 |
1,906.3 |
|
S3 |
1,690.7 |
1,756.5 |
1,896.9 |
|
S4 |
1,587.8 |
1,653.6 |
1,868.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,933.6 |
1,830.7 |
102.9 |
5.3% |
27.9 |
1.5% |
92% |
True |
False |
47,910 |
10 |
1,933.6 |
1,819.3 |
114.3 |
5.9% |
23.5 |
1.2% |
93% |
True |
False |
36,421 |
20 |
1,933.6 |
1,772.0 |
161.6 |
8.4% |
24.8 |
1.3% |
95% |
True |
False |
29,252 |
40 |
1,933.6 |
1,690.1 |
243.5 |
12.6% |
26.6 |
1.4% |
97% |
True |
False |
17,587 |
60 |
1,933.6 |
1,687.8 |
245.8 |
12.8% |
27.4 |
1.4% |
97% |
True |
False |
13,576 |
80 |
1,933.6 |
1,577.7 |
355.9 |
18.5% |
30.8 |
1.6% |
98% |
True |
False |
11,162 |
100 |
1,933.6 |
1,458.8 |
474.8 |
24.7% |
36.7 |
1.9% |
98% |
True |
False |
9,740 |
120 |
1,933.6 |
1,458.8 |
474.8 |
24.7% |
34.7 |
1.8% |
98% |
True |
False |
8,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.4 |
2.618 |
2,000.6 |
1.618 |
1,975.0 |
1.000 |
1,959.2 |
0.618 |
1,949.4 |
HIGH |
1,933.6 |
0.618 |
1,923.8 |
0.500 |
1,920.8 |
0.382 |
1,917.8 |
LOW |
1,908.0 |
0.618 |
1,892.2 |
1.000 |
1,882.4 |
1.618 |
1,866.6 |
2.618 |
1,841.0 |
4.250 |
1,799.2 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,923.7 |
1,917.0 |
PP |
1,922.3 |
1,908.9 |
S1 |
1,920.8 |
1,900.7 |
|