Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,796.53 |
1,809.34 |
12.81 |
0.7% |
1,797.97 |
High |
1,810.92 |
1,819.09 |
8.17 |
0.5% |
1,813.49 |
Low |
1,796.06 |
1,805.91 |
9.85 |
0.5% |
1,792.78 |
Close |
1,809.33 |
1,816.78 |
7.45 |
0.4% |
1,809.33 |
Range |
14.86 |
13.18 |
-1.68 |
-11.3% |
20.71 |
ATR |
17.94 |
17.60 |
-0.34 |
-1.9% |
0.00 |
Volume |
6,776 |
6,842 |
66 |
1.0% |
33,839 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.47 |
1,848.30 |
1,824.03 |
|
R3 |
1,840.29 |
1,835.12 |
1,820.40 |
|
R2 |
1,827.11 |
1,827.11 |
1,819.20 |
|
R1 |
1,821.94 |
1,821.94 |
1,817.99 |
1,824.53 |
PP |
1,813.93 |
1,813.93 |
1,813.93 |
1,815.22 |
S1 |
1,808.76 |
1,808.76 |
1,815.57 |
1,811.35 |
S2 |
1,800.75 |
1,800.75 |
1,814.36 |
|
S3 |
1,787.57 |
1,795.58 |
1,813.16 |
|
S4 |
1,774.39 |
1,782.40 |
1,809.53 |
|
|
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 |
1,819.09 |
1,792.78 |
26.31 |
1.4% |
14.61 |
0.8% |
91% |
True |
False |
6,769 |
10 |
1,819.09 |
1,774.87 |
44.22 |
2.4% |
16.49 |
0.9% |
95% |
True |
False |
6,797 |
20 |
1,819.09 |
1,747.87 |
71.22 |
3.9% |
16.52 |
0.9% |
97% |
True |
False |
6,482 |
40 |
1,819.09 |
1,672.80 |
146.29 |
8.1% |
19.95 |
1.1% |
98% |
True |
False |
6,048 |
60 |
1,819.09 |
1,671.36 |
147.73 |
8.1% |
20.52 |
1.1% |
98% |
True |
False |
6,017 |
80 |
1,819.09 |
1,564.96 |
254.13 |
14.0% |
22.87 |
1.3% |
99% |
True |
False |
5,923 |
100 |
1,819.09 |
1,453.26 |
365.83 |
20.1% |
28.58 |
1.6% |
99% |
True |
False |
5,895 |
120 |
1,819.09 |
1,453.26 |
365.83 |
20.1% |
27.43 |
1.5% |
99% |
True |
False |
5,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,875.11 |
2.618 |
1,853.60 |
1.618 |
1,840.42 |
1.000 |
1,832.27 |
0.618 |
1,827.24 |
HIGH |
1,819.09 |
0.618 |
1,814.06 |
0.500 |
1,812.50 |
0.382 |
1,810.94 |
LOW |
1,805.91 |
0.618 |
1,797.76 |
1.000 |
1,792.73 |
1.618 |
1,784.58 |
2.618 |
1,771.40 |
4.250 |
1,749.90 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,815.35 |
1,813.55 |
PP |
1,813.93 |
1,810.31 |
S1 |
1,812.50 |
1,807.08 |
|