Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,809.00 |
1,809.91 |
0.91 |
0.1% |
1,774.46 |
High |
1,813.49 |
1,812.79 |
-0.70 |
0.0% |
1,815.35 |
Low |
1,803.53 |
1,795.06 |
-8.47 |
-0.5% |
1,770.76 |
Close |
1,810.19 |
1,796.39 |
-13.80 |
-0.8% |
1,798.03 |
Range |
9.96 |
17.73 |
7.77 |
78.0% |
44.59 |
ATR |
18.21 |
18.18 |
-0.03 |
-0.2% |
0.00 |
Volume |
6,602 |
6,897 |
295 |
4.5% |
34,631 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.60 |
1,843.23 |
1,806.14 |
|
R3 |
1,836.87 |
1,825.50 |
1,801.27 |
|
R2 |
1,819.14 |
1,819.14 |
1,799.64 |
|
R1 |
1,807.77 |
1,807.77 |
1,798.02 |
1,804.59 |
PP |
1,801.41 |
1,801.41 |
1,801.41 |
1,799.83 |
S1 |
1,790.04 |
1,790.04 |
1,794.76 |
1,786.86 |
S2 |
1,783.68 |
1,783.68 |
1,793.14 |
|
S3 |
1,765.95 |
1,772.31 |
1,791.51 |
|
S4 |
1,748.22 |
1,754.58 |
1,786.64 |
|
|
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 |
1,813.49 |
1,792.78 |
20.71 |
1.2% |
14.88 |
0.8% |
17% |
False |
False |
6,763 |
10 |
1,815.35 |
1,770.76 |
44.59 |
2.5% |
15.64 |
0.9% |
57% |
False |
False |
6,798 |
20 |
1,815.35 |
1,721.33 |
94.02 |
5.2% |
17.23 |
1.0% |
80% |
False |
False |
6,387 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
19.86 |
1.1% |
87% |
False |
False |
5,970 |
60 |
1,815.35 |
1,671.36 |
143.99 |
8.0% |
20.75 |
1.2% |
87% |
False |
False |
5,994 |
80 |
1,815.35 |
1,564.96 |
250.39 |
13.9% |
22.93 |
1.3% |
92% |
False |
False |
5,879 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.2% |
29.42 |
1.6% |
95% |
False |
False |
5,850 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.2% |
27.51 |
1.5% |
95% |
False |
False |
5,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.14 |
2.618 |
1,859.21 |
1.618 |
1,841.48 |
1.000 |
1,830.52 |
0.618 |
1,823.75 |
HIGH |
1,812.79 |
0.618 |
1,806.02 |
0.500 |
1,803.93 |
0.382 |
1,801.83 |
LOW |
1,795.06 |
0.618 |
1,784.10 |
1.000 |
1,777.33 |
1.618 |
1,766.37 |
2.618 |
1,748.64 |
4.250 |
1,719.71 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,803.93 |
1,803.14 |
PP |
1,801.41 |
1,800.89 |
S1 |
1,798.90 |
1,798.64 |
|