Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,986.4 |
1,973.6 |
-12.8 |
-0.6% |
1,929.0 |
High |
1,987.3 |
2,005.4 |
18.1 |
0.9% |
2,005.4 |
Low |
1,952.3 |
1,971.4 |
19.1 |
1.0% |
1,926.8 |
Close |
1,966.8 |
1,985.9 |
19.1 |
1.0% |
1,985.9 |
Range |
35.0 |
34.0 |
-1.0 |
-2.9% |
78.6 |
ATR |
31.6 |
32.1 |
0.5 |
1.6% |
0.0 |
Volume |
271,380 |
279,319 |
7,939 |
2.9% |
1,047,947 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,089.6 |
2,071.7 |
2,004.6 |
|
R3 |
2,055.6 |
2,037.7 |
1,995.3 |
|
R2 |
2,021.6 |
2,021.6 |
1,992.1 |
|
R1 |
2,003.7 |
2,003.7 |
1,989.0 |
2,012.7 |
PP |
1,987.6 |
1,987.6 |
1,987.6 |
1,992.0 |
S1 |
1,969.7 |
1,969.7 |
1,982.8 |
1,978.7 |
S2 |
1,953.6 |
1,953.6 |
1,979.7 |
|
S3 |
1,919.6 |
1,935.7 |
1,976.6 |
|
S4 |
1,885.6 |
1,901.7 |
1,967.2 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,208.5 |
2,175.8 |
2,029.1 |
|
R3 |
2,129.9 |
2,097.2 |
2,007.5 |
|
R2 |
2,051.3 |
2,051.3 |
2,000.3 |
|
R1 |
2,018.6 |
2,018.6 |
1,993.1 |
2,035.0 |
PP |
1,972.7 |
1,972.7 |
1,972.7 |
1,980.9 |
S1 |
1,940.0 |
1,940.0 |
1,978.7 |
1,956.4 |
S2 |
1,894.1 |
1,894.1 |
1,971.5 |
|
S3 |
1,815.5 |
1,861.4 |
1,964.3 |
|
S4 |
1,736.9 |
1,782.8 |
1,942.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,005.4 |
1,926.8 |
78.6 |
4.0% |
45.7 |
2.3% |
75% |
True |
False |
209,589 |
10 |
2,005.4 |
1,830.7 |
174.7 |
8.8% |
36.8 |
1.9% |
89% |
True |
False |
128,750 |
20 |
2,005.4 |
1,801.6 |
203.8 |
10.3% |
29.4 |
1.5% |
90% |
True |
False |
79,421 |
40 |
2,005.4 |
1,690.1 |
315.3 |
15.9% |
28.5 |
1.4% |
94% |
True |
False |
43,084 |
60 |
2,005.4 |
1,690.1 |
315.3 |
15.9% |
28.4 |
1.4% |
94% |
True |
False |
30,648 |
80 |
2,005.4 |
1,670.3 |
335.1 |
16.9% |
30.5 |
1.5% |
94% |
True |
False |
24,002 |
100 |
2,005.4 |
1,458.8 |
546.6 |
27.5% |
37.3 |
1.9% |
96% |
True |
False |
20,039 |
120 |
2,005.4 |
1,458.8 |
546.6 |
27.5% |
36.0 |
1.8% |
96% |
True |
False |
17,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,149.9 |
2.618 |
2,094.4 |
1.618 |
2,060.4 |
1.000 |
2,039.4 |
0.618 |
2,026.4 |
HIGH |
2,005.4 |
0.618 |
1,992.4 |
0.500 |
1,988.4 |
0.382 |
1,984.4 |
LOW |
1,971.4 |
0.618 |
1,950.4 |
1.000 |
1,937.4 |
1.618 |
1,916.4 |
2.618 |
1,882.4 |
4.250 |
1,826.9 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,988.4 |
1,983.6 |
PP |
1,987.6 |
1,981.2 |
S1 |
1,986.7 |
1,978.9 |
|