Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,802.68 |
1,797.97 |
-4.71 |
-0.3% |
1,774.46 |
High |
1,809.29 |
1,812.09 |
2.80 |
0.2% |
1,815.35 |
Low |
1,794.14 |
1,797.83 |
3.69 |
0.2% |
1,770.76 |
Close |
1,798.03 |
1,801.89 |
3.86 |
0.2% |
1,798.03 |
Range |
15.15 |
14.26 |
-0.89 |
-5.9% |
44.59 |
ATR |
19.33 |
18.97 |
-0.36 |
-1.9% |
0.00 |
Volume |
6,754 |
6,832 |
78 |
1.2% |
34,631 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.72 |
1,838.56 |
1,809.73 |
|
R3 |
1,832.46 |
1,824.30 |
1,805.81 |
|
R2 |
1,818.20 |
1,818.20 |
1,804.50 |
|
R1 |
1,810.04 |
1,810.04 |
1,803.20 |
1,814.12 |
PP |
1,803.94 |
1,803.94 |
1,803.94 |
1,805.98 |
S1 |
1,795.78 |
1,795.78 |
1,800.58 |
1,799.86 |
S2 |
1,789.68 |
1,789.68 |
1,799.28 |
|
S3 |
1,775.42 |
1,781.52 |
1,797.97 |
|
S4 |
1,761.16 |
1,767.26 |
1,794.05 |
|
|
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 |
1,774.87 |
40.48 |
2.2% |
18.38 |
1.0% |
67% |
False |
False |
6,825 |
10 |
1,815.35 |
1,759.10 |
56.25 |
3.1% |
17.63 |
1.0% |
76% |
False |
False |
6,545 |
20 |
1,815.35 |
1,708.37 |
106.98 |
5.9% |
17.77 |
1.0% |
87% |
False |
False |
6,191 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
20.15 |
1.1% |
91% |
False |
False |
5,881 |
60 |
1,815.35 |
1,663.76 |
151.59 |
8.4% |
21.62 |
1.2% |
91% |
False |
False |
5,962 |
80 |
1,815.35 |
1,549.70 |
265.65 |
14.7% |
24.30 |
1.3% |
95% |
False |
False |
5,784 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.1% |
29.70 |
1.6% |
96% |
False |
False |
5,806 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.1% |
27.48 |
1.5% |
96% |
False |
False |
6,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.70 |
2.618 |
1,849.42 |
1.618 |
1,835.16 |
1.000 |
1,826.35 |
0.618 |
1,820.90 |
HIGH |
1,812.09 |
0.618 |
1,806.64 |
0.500 |
1,804.96 |
0.382 |
1,803.28 |
LOW |
1,797.83 |
0.618 |
1,789.02 |
1.000 |
1,783.57 |
1.618 |
1,774.76 |
2.618 |
1,760.50 |
4.250 |
1,737.23 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,804.96 |
1,804.74 |
PP |
1,803.94 |
1,803.79 |
S1 |
1,802.91 |
1,802.84 |
|