Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,797.97 |
1,801.78 |
3.81 |
0.2% |
1,774.46 |
High |
1,812.09 |
1,810.10 |
-1.99 |
-0.1% |
1,815.35 |
Low |
1,797.83 |
1,792.78 |
-5.05 |
-0.3% |
1,770.76 |
Close |
1,801.89 |
1,809.06 |
7.17 |
0.4% |
1,798.03 |
Range |
14.26 |
17.32 |
3.06 |
21.5% |
44.59 |
ATR |
18.97 |
18.85 |
-0.12 |
-0.6% |
0.00 |
Volume |
6,832 |
6,732 |
-100 |
-1.5% |
34,631 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.94 |
1,849.82 |
1,818.59 |
|
R3 |
1,838.62 |
1,832.50 |
1,813.82 |
|
R2 |
1,821.30 |
1,821.30 |
1,812.24 |
|
R1 |
1,815.18 |
1,815.18 |
1,810.65 |
1,818.24 |
PP |
1,803.98 |
1,803.98 |
1,803.98 |
1,805.51 |
S1 |
1,797.86 |
1,797.86 |
1,807.47 |
1,800.92 |
S2 |
1,786.66 |
1,786.66 |
1,805.88 |
|
S3 |
1,769.34 |
1,780.54 |
1,804.30 |
|
S4 |
1,752.02 |
1,763.22 |
1,799.53 |
|
|
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 |
1,792.09 |
23.26 |
1.3% |
17.46 |
1.0% |
73% |
False |
False |
6,714 |
10 |
1,815.35 |
1,759.10 |
56.25 |
3.1% |
17.53 |
1.0% |
89% |
False |
False |
6,617 |
20 |
1,815.35 |
1,713.58 |
101.77 |
5.6% |
17.46 |
1.0% |
94% |
False |
False |
6,261 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
20.10 |
1.1% |
96% |
False |
False |
5,902 |
60 |
1,815.35 |
1,671.36 |
143.99 |
8.0% |
21.38 |
1.2% |
96% |
False |
False |
5,976 |
80 |
1,815.35 |
1,564.96 |
250.39 |
13.8% |
23.54 |
1.3% |
97% |
False |
False |
5,819 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
29.62 |
1.6% |
98% |
False |
False |
5,817 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
27.49 |
1.5% |
98% |
False |
False |
5,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.71 |
2.618 |
1,855.44 |
1.618 |
1,838.12 |
1.000 |
1,827.42 |
0.618 |
1,820.80 |
HIGH |
1,810.10 |
0.618 |
1,803.48 |
0.500 |
1,801.44 |
0.382 |
1,799.40 |
LOW |
1,792.78 |
0.618 |
1,782.08 |
1.000 |
1,775.46 |
1.618 |
1,764.76 |
2.618 |
1,747.44 |
4.250 |
1,719.17 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,806.52 |
1,806.85 |
PP |
1,803.98 |
1,804.64 |
S1 |
1,801.44 |
1,802.44 |
|