Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,809.34 |
1,816.85 |
7.51 |
0.4% |
1,797.97 |
High |
1,819.09 |
1,842.90 |
23.81 |
1.3% |
1,813.49 |
Low |
1,805.91 |
1,815.94 |
10.03 |
0.6% |
1,792.78 |
Close |
1,816.78 |
1,841.25 |
24.47 |
1.3% |
1,809.33 |
Range |
13.18 |
26.96 |
13.78 |
104.6% |
20.71 |
ATR |
17.60 |
18.27 |
0.67 |
3.8% |
0.00 |
Volume |
6,842 |
6,887 |
45 |
0.7% |
33,839 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.24 |
1,904.71 |
1,856.08 |
|
R3 |
1,887.28 |
1,877.75 |
1,848.66 |
|
R2 |
1,860.32 |
1,860.32 |
1,846.19 |
|
R1 |
1,850.79 |
1,850.79 |
1,843.72 |
1,855.56 |
PP |
1,833.36 |
1,833.36 |
1,833.36 |
1,835.75 |
S1 |
1,823.83 |
1,823.83 |
1,838.78 |
1,828.60 |
S2 |
1,806.40 |
1,806.40 |
1,836.31 |
|
S3 |
1,779.44 |
1,796.87 |
1,833.84 |
|
S4 |
1,752.48 |
1,769.91 |
1,826.42 |
|
|
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 |
1,842.90 |
1,795.06 |
47.84 |
2.6% |
16.54 |
0.9% |
97% |
True |
False |
6,800 |
10 |
1,842.90 |
1,792.09 |
50.81 |
2.8% |
17.00 |
0.9% |
97% |
True |
False |
6,757 |
20 |
1,842.90 |
1,748.41 |
94.49 |
5.1% |
16.76 |
0.9% |
98% |
True |
False |
6,547 |
40 |
1,842.90 |
1,672.80 |
170.10 |
9.2% |
19.99 |
1.1% |
99% |
True |
False |
6,088 |
60 |
1,842.90 |
1,671.36 |
171.54 |
9.3% |
20.61 |
1.1% |
99% |
True |
False |
6,028 |
80 |
1,842.90 |
1,564.96 |
277.94 |
15.1% |
22.58 |
1.2% |
99% |
True |
False |
5,930 |
100 |
1,842.90 |
1,453.26 |
389.64 |
21.2% |
28.27 |
1.5% |
100% |
True |
False |
5,913 |
120 |
1,842.90 |
1,453.26 |
389.64 |
21.2% |
27.41 |
1.5% |
100% |
True |
False |
5,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.48 |
2.618 |
1,913.48 |
1.618 |
1,886.52 |
1.000 |
1,869.86 |
0.618 |
1,859.56 |
HIGH |
1,842.90 |
0.618 |
1,832.60 |
0.500 |
1,829.42 |
0.382 |
1,826.24 |
LOW |
1,815.94 |
0.618 |
1,799.28 |
1.000 |
1,788.98 |
1.618 |
1,772.32 |
2.618 |
1,745.36 |
4.250 |
1,701.36 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,837.31 |
1,833.99 |
PP |
1,833.36 |
1,826.74 |
S1 |
1,829.42 |
1,819.48 |
|