Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1.27389 |
1.27931 |
0.00542 |
0.4% |
1.25654 |
High |
1.28029 |
1.29017 |
0.00988 |
0.8% |
1.28029 |
Low |
1.27171 |
1.27781 |
0.00610 |
0.5% |
1.25171 |
Close |
1.27922 |
1.28804 |
0.00882 |
0.7% |
1.27922 |
Range |
0.00858 |
0.01236 |
0.00378 |
44.1% |
0.02858 |
ATR |
0.01041 |
0.01055 |
0.00014 |
1.3% |
0.00000 |
Volume |
188,693 |
191,134 |
2,441 |
1.3% |
932,389 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.32242 |
1.31759 |
1.29484 |
|
R3 |
1.31006 |
1.30523 |
1.29144 |
|
R2 |
1.29770 |
1.29770 |
1.29031 |
|
R1 |
1.29287 |
1.29287 |
1.28917 |
1.29529 |
PP |
1.28534 |
1.28534 |
1.28534 |
1.28655 |
S1 |
1.28051 |
1.28051 |
1.28691 |
1.28293 |
S2 |
1.27298 |
1.27298 |
1.28577 |
|
S3 |
1.26062 |
1.26815 |
1.28464 |
|
S4 |
1.24826 |
1.25579 |
1.28124 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.35615 |
1.34626 |
1.29494 |
|
R3 |
1.32757 |
1.31768 |
1.28708 |
|
R2 |
1.29899 |
1.29899 |
1.28446 |
|
R1 |
1.28910 |
1.28910 |
1.28184 |
1.29405 |
PP |
1.27041 |
1.27041 |
1.27041 |
1.27288 |
S1 |
1.26052 |
1.26052 |
1.27660 |
1.26547 |
S2 |
1.24183 |
1.24183 |
1.27398 |
|
S3 |
1.21325 |
1.23194 |
1.27136 |
|
S4 |
1.18467 |
1.20336 |
1.26350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.29017 |
1.26437 |
0.02580 |
2.0% |
0.01024 |
0.8% |
92% |
True |
False |
194,349 |
10 |
1.29017 |
1.24799 |
0.04218 |
3.3% |
0.01010 |
0.8% |
95% |
True |
False |
183,333 |
20 |
1.29017 |
1.22576 |
0.06441 |
5.0% |
0.00992 |
0.8% |
97% |
True |
False |
177,564 |
40 |
1.29017 |
1.22517 |
0.06500 |
5.0% |
0.01115 |
0.9% |
97% |
True |
False |
203,503 |
60 |
1.29017 |
1.20744 |
0.08273 |
6.4% |
0.01126 |
0.9% |
97% |
True |
False |
202,089 |
80 |
1.29017 |
1.20744 |
0.08273 |
6.4% |
0.01153 |
0.9% |
97% |
True |
False |
197,627 |
100 |
1.31252 |
1.14106 |
0.17146 |
13.3% |
0.01497 |
1.2% |
86% |
False |
False |
224,078 |
120 |
1.31990 |
1.14106 |
0.17884 |
13.9% |
0.01413 |
1.1% |
82% |
False |
False |
214,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.34270 |
2.618 |
1.32253 |
1.618 |
1.31017 |
1.000 |
1.30253 |
0.618 |
1.29781 |
HIGH |
1.29017 |
0.618 |
1.28545 |
0.500 |
1.28399 |
0.382 |
1.28253 |
LOW |
1.27781 |
0.618 |
1.27017 |
1.000 |
1.26545 |
1.618 |
1.25781 |
2.618 |
1.24545 |
4.250 |
1.22528 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1.28669 |
1.28494 |
PP |
1.28534 |
1.28183 |
S1 |
1.28399 |
1.27873 |
|