Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,809.91 |
1,796.53 |
-13.38 |
-0.7% |
1,797.97 |
High |
1,812.79 |
1,810.92 |
-1.87 |
-0.1% |
1,813.49 |
Low |
1,795.06 |
1,796.06 |
1.00 |
0.1% |
1,792.78 |
Close |
1,796.39 |
1,809.33 |
12.94 |
0.7% |
1,809.33 |
Range |
17.73 |
14.86 |
-2.87 |
-16.2% |
20.71 |
ATR |
18.18 |
17.94 |
-0.24 |
-1.3% |
0.00 |
Volume |
6,897 |
6,776 |
-121 |
-1.8% |
33,839 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.02 |
1,844.53 |
1,817.50 |
|
R3 |
1,835.16 |
1,829.67 |
1,813.42 |
|
R2 |
1,820.30 |
1,820.30 |
1,812.05 |
|
R1 |
1,814.81 |
1,814.81 |
1,810.69 |
1,817.56 |
PP |
1,805.44 |
1,805.44 |
1,805.44 |
1,806.81 |
S1 |
1,799.95 |
1,799.95 |
1,807.97 |
1,802.70 |
S2 |
1,790.58 |
1,790.58 |
1,806.61 |
|
S3 |
1,775.72 |
1,785.09 |
1,805.24 |
|
S4 |
1,760.86 |
1,770.23 |
1,801.16 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.33 |
1,859.04 |
1,820.72 |
|
R3 |
1,846.62 |
1,838.33 |
1,815.03 |
|
R2 |
1,825.91 |
1,825.91 |
1,813.13 |
|
R1 |
1,817.62 |
1,817.62 |
1,811.23 |
1,821.77 |
PP |
1,805.20 |
1,805.20 |
1,805.20 |
1,807.27 |
S1 |
1,796.91 |
1,796.91 |
1,807.43 |
1,801.06 |
S2 |
1,784.49 |
1,784.49 |
1,805.53 |
|
S3 |
1,763.78 |
1,776.20 |
1,803.63 |
|
S4 |
1,743.07 |
1,755.49 |
1,797.94 |
|
|
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 |
1.1% |
14.83 |
0.8% |
80% |
False |
False |
6,767 |
10 |
1,815.35 |
1,770.76 |
44.59 |
2.5% |
16.75 |
0.9% |
86% |
False |
False |
6,847 |
20 |
1,815.35 |
1,742.29 |
73.06 |
4.0% |
16.85 |
0.9% |
92% |
False |
False |
6,444 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
19.88 |
1.1% |
96% |
False |
False |
6,003 |
60 |
1,815.35 |
1,671.36 |
143.99 |
8.0% |
20.59 |
1.1% |
96% |
False |
False |
6,002 |
80 |
1,815.35 |
1,564.96 |
250.39 |
13.8% |
22.92 |
1.3% |
98% |
False |
False |
5,904 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
28.76 |
1.6% |
98% |
False |
False |
5,872 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
27.47 |
1.5% |
98% |
False |
False |
5,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.08 |
2.618 |
1,849.82 |
1.618 |
1,834.96 |
1.000 |
1,825.78 |
0.618 |
1,820.10 |
HIGH |
1,810.92 |
0.618 |
1,805.24 |
0.500 |
1,803.49 |
0.382 |
1,801.74 |
LOW |
1,796.06 |
0.618 |
1,786.88 |
1.000 |
1,781.20 |
1.618 |
1,772.02 |
2.618 |
1,757.16 |
4.250 |
1,732.91 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,807.38 |
1,807.65 |
PP |
1,805.44 |
1,805.96 |
S1 |
1,803.49 |
1,804.28 |
|