Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,808.25 |
1,802.68 |
-5.57 |
-0.3% |
1,774.46 |
High |
1,815.34 |
1,809.29 |
-6.05 |
-0.3% |
1,815.35 |
Low |
1,798.03 |
1,794.14 |
-3.89 |
-0.2% |
1,770.76 |
Close |
1,802.72 |
1,798.03 |
-4.69 |
-0.3% |
1,798.03 |
Range |
17.31 |
15.15 |
-2.16 |
-12.5% |
44.59 |
ATR |
19.65 |
19.33 |
-0.32 |
-1.6% |
0.00 |
Volume |
6,784 |
6,754 |
-30 |
-0.4% |
34,631 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.94 |
1,837.13 |
1,806.36 |
|
R3 |
1,830.79 |
1,821.98 |
1,802.20 |
|
R2 |
1,815.64 |
1,815.64 |
1,800.81 |
|
R1 |
1,806.83 |
1,806.83 |
1,799.42 |
1,803.66 |
PP |
1,800.49 |
1,800.49 |
1,800.49 |
1,798.90 |
S1 |
1,791.68 |
1,791.68 |
1,796.64 |
1,788.51 |
S2 |
1,785.34 |
1,785.34 |
1,795.25 |
|
S3 |
1,770.19 |
1,776.53 |
1,793.86 |
|
S4 |
1,755.04 |
1,761.38 |
1,789.70 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.48 |
1,907.85 |
1,822.55 |
|
R3 |
1,883.89 |
1,863.26 |
1,810.29 |
|
R2 |
1,839.30 |
1,839.30 |
1,806.20 |
|
R1 |
1,818.67 |
1,818.67 |
1,802.12 |
1,828.99 |
PP |
1,794.71 |
1,794.71 |
1,794.71 |
1,799.87 |
S1 |
1,774.08 |
1,774.08 |
1,793.94 |
1,784.40 |
S2 |
1,750.12 |
1,750.12 |
1,789.86 |
|
S3 |
1,705.53 |
1,729.49 |
1,785.77 |
|
S4 |
1,660.94 |
1,684.90 |
1,773.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.35 |
1,770.76 |
44.59 |
2.5% |
18.68 |
1.0% |
61% |
False |
False |
6,926 |
10 |
1,815.35 |
1,759.10 |
56.25 |
3.1% |
16.98 |
0.9% |
69% |
False |
False |
6,490 |
20 |
1,815.35 |
1,705.53 |
109.82 |
6.1% |
18.46 |
1.0% |
84% |
False |
False |
6,117 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
20.68 |
1.1% |
88% |
False |
False |
5,885 |
60 |
1,815.35 |
1,663.76 |
151.59 |
8.4% |
21.85 |
1.2% |
89% |
False |
False |
5,949 |
80 |
1,815.35 |
1,486.21 |
329.14 |
18.3% |
25.03 |
1.4% |
95% |
False |
False |
5,766 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.1% |
30.01 |
1.7% |
95% |
False |
False |
5,798 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.1% |
27.48 |
1.5% |
95% |
False |
False |
6,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,873.68 |
2.618 |
1,848.95 |
1.618 |
1,833.80 |
1.000 |
1,824.44 |
0.618 |
1,818.65 |
HIGH |
1,809.29 |
0.618 |
1,803.50 |
0.500 |
1,801.72 |
0.382 |
1,799.93 |
LOW |
1,794.14 |
0.618 |
1,784.78 |
1.000 |
1,778.99 |
1.618 |
1,769.63 |
2.618 |
1,754.48 |
4.250 |
1,729.75 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,801.72 |
1,803.72 |
PP |
1,800.49 |
1,801.82 |
S1 |
1,799.26 |
1,799.93 |
|