Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,801.78 |
1,809.00 |
7.22 |
0.4% |
1,774.46 |
High |
1,810.10 |
1,813.49 |
3.39 |
0.2% |
1,815.35 |
Low |
1,792.78 |
1,803.53 |
10.75 |
0.6% |
1,770.76 |
Close |
1,809.06 |
1,810.19 |
1.13 |
0.1% |
1,798.03 |
Range |
17.32 |
9.96 |
-7.36 |
-42.5% |
44.59 |
ATR |
18.85 |
18.21 |
-0.63 |
-3.4% |
0.00 |
Volume |
6,732 |
6,602 |
-130 |
-1.9% |
34,631 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.95 |
1,834.53 |
1,815.67 |
|
R3 |
1,828.99 |
1,824.57 |
1,812.93 |
|
R2 |
1,819.03 |
1,819.03 |
1,812.02 |
|
R1 |
1,814.61 |
1,814.61 |
1,811.10 |
1,816.82 |
PP |
1,809.07 |
1,809.07 |
1,809.07 |
1,810.18 |
S1 |
1,804.65 |
1,804.65 |
1,809.28 |
1,806.86 |
S2 |
1,799.11 |
1,799.11 |
1,808.36 |
|
S3 |
1,789.15 |
1,794.69 |
1,807.45 |
|
S4 |
1,779.19 |
1,784.73 |
1,804.71 |
|
|
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 |
1,815.34 |
1,792.78 |
22.56 |
1.2% |
14.80 |
0.8% |
77% |
False |
False |
6,740 |
10 |
1,815.35 |
1,759.10 |
56.25 |
3.1% |
15.80 |
0.9% |
91% |
False |
False |
6,696 |
20 |
1,815.35 |
1,717.60 |
97.75 |
5.4% |
17.21 |
1.0% |
95% |
False |
False |
6,318 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
20.13 |
1.1% |
96% |
False |
False |
5,932 |
60 |
1,815.35 |
1,671.36 |
143.99 |
8.0% |
20.94 |
1.2% |
96% |
False |
False |
5,978 |
80 |
1,815.35 |
1,564.96 |
250.39 |
13.8% |
23.22 |
1.3% |
98% |
False |
False |
5,849 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
29.45 |
1.6% |
99% |
False |
False |
5,832 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
27.46 |
1.5% |
99% |
False |
False |
5,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.82 |
2.618 |
1,839.57 |
1.618 |
1,829.61 |
1.000 |
1,823.45 |
0.618 |
1,819.65 |
HIGH |
1,813.49 |
0.618 |
1,809.69 |
0.500 |
1,808.51 |
0.382 |
1,807.33 |
LOW |
1,803.53 |
0.618 |
1,797.37 |
1.000 |
1,793.57 |
1.618 |
1,787.41 |
2.618 |
1,777.45 |
4.250 |
1,761.20 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,809.63 |
1,807.84 |
PP |
1,809.07 |
1,805.49 |
S1 |
1,808.51 |
1,803.14 |
|