Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,929.0 |
1,963.2 |
34.2 |
1.8% |
1,835.5 |
High |
1,971.3 |
2,000.0 |
28.7 |
1.5% |
1,933.6 |
Low |
1,926.8 |
1,927.5 |
0.7 |
0.0% |
1,830.7 |
Close |
1,955.4 |
1,963.9 |
8.5 |
0.4% |
1,925.2 |
Range |
44.5 |
72.5 |
28.0 |
62.9% |
102.9 |
ATR |
27.2 |
30.4 |
3.2 |
11.9% |
0.0 |
Volume |
137,849 |
161,576 |
23,727 |
17.2% |
239,554 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,181.3 |
2,145.1 |
2,003.8 |
|
R3 |
2,108.8 |
2,072.6 |
1,983.8 |
|
R2 |
2,036.3 |
2,036.3 |
1,977.2 |
|
R1 |
2,000.1 |
2,000.1 |
1,970.5 |
2,018.2 |
PP |
1,963.8 |
1,963.8 |
1,963.8 |
1,972.9 |
S1 |
1,927.6 |
1,927.6 |
1,957.3 |
1,945.7 |
S2 |
1,891.3 |
1,891.3 |
1,950.6 |
|
S3 |
1,818.8 |
1,855.1 |
1,944.0 |
|
S4 |
1,746.3 |
1,782.6 |
1,924.0 |
|
|
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 |
2,000.0 |
1,867.8 |
132.2 |
6.7% |
42.1 |
2.1% |
73% |
True |
False |
97,618 |
10 |
2,000.0 |
1,819.9 |
180.1 |
9.2% |
31.2 |
1.6% |
80% |
True |
False |
58,692 |
20 |
2,000.0 |
1,788.3 |
211.7 |
10.8% |
28.4 |
1.4% |
83% |
True |
False |
43,778 |
40 |
2,000.0 |
1,690.1 |
309.9 |
15.8% |
28.3 |
1.4% |
88% |
True |
False |
24,830 |
60 |
2,000.0 |
1,690.1 |
309.9 |
15.8% |
27.9 |
1.4% |
88% |
True |
False |
18,465 |
80 |
2,000.0 |
1,625.3 |
374.7 |
19.1% |
31.2 |
1.6% |
90% |
True |
False |
14,822 |
100 |
2,000.0 |
1,458.8 |
541.2 |
27.6% |
37.4 |
1.9% |
93% |
True |
False |
12,671 |
120 |
2,000.0 |
1,458.8 |
541.2 |
27.6% |
35.3 |
1.8% |
93% |
True |
False |
11,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,308.1 |
2.618 |
2,189.8 |
1.618 |
2,117.3 |
1.000 |
2,072.5 |
0.618 |
2,044.8 |
HIGH |
2,000.0 |
0.618 |
1,972.3 |
0.500 |
1,963.8 |
0.382 |
1,955.2 |
LOW |
1,927.5 |
0.618 |
1,882.7 |
1.000 |
1,855.0 |
1.618 |
1,810.2 |
2.618 |
1,737.7 |
4.250 |
1,619.4 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,963.9 |
1,960.6 |
PP |
1,963.8 |
1,957.3 |
S1 |
1,963.8 |
1,954.0 |
|