Trading Metrics calculated at close of trading on 22-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,816.85 |
1,841.39 |
24.54 |
1.4% |
1,797.97 |
High |
1,842.90 |
1,871.43 |
28.53 |
1.5% |
1,813.49 |
Low |
1,815.94 |
1,840.66 |
24.72 |
1.4% |
1,792.78 |
Close |
1,841.25 |
1,871.43 |
30.18 |
1.6% |
1,809.33 |
Range |
26.96 |
30.77 |
3.81 |
14.1% |
20.71 |
ATR |
18.27 |
19.16 |
0.89 |
4.9% |
0.00 |
Volume |
6,887 |
6,765 |
-122 |
-1.8% |
33,839 |
|
Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.48 |
1,943.23 |
1,888.35 |
|
R3 |
1,922.71 |
1,912.46 |
1,879.89 |
|
R2 |
1,891.94 |
1,891.94 |
1,877.07 |
|
R1 |
1,881.69 |
1,881.69 |
1,874.25 |
1,886.82 |
PP |
1,861.17 |
1,861.17 |
1,861.17 |
1,863.74 |
S1 |
1,850.92 |
1,850.92 |
1,868.61 |
1,856.05 |
S2 |
1,830.40 |
1,830.40 |
1,865.79 |
|
S3 |
1,799.63 |
1,820.15 |
1,862.97 |
|
S4 |
1,768.86 |
1,789.38 |
1,854.51 |
|
|
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 |
1,871.43 |
1,795.06 |
76.37 |
4.1% |
20.70 |
1.1% |
100% |
True |
False |
6,833 |
10 |
1,871.43 |
1,792.78 |
78.65 |
4.2% |
17.75 |
0.9% |
100% |
True |
False |
6,787 |
20 |
1,871.43 |
1,748.41 |
123.02 |
6.6% |
17.42 |
0.9% |
100% |
True |
False |
6,572 |
40 |
1,871.43 |
1,672.80 |
198.63 |
10.6% |
20.25 |
1.1% |
100% |
True |
False |
6,121 |
60 |
1,871.43 |
1,671.36 |
200.07 |
10.7% |
20.85 |
1.1% |
100% |
True |
False |
6,040 |
80 |
1,871.43 |
1,581.02 |
290.41 |
15.5% |
22.56 |
1.2% |
100% |
True |
False |
5,946 |
100 |
1,871.43 |
1,453.26 |
418.17 |
22.3% |
28.44 |
1.5% |
100% |
True |
False |
5,925 |
120 |
1,871.43 |
1,453.26 |
418.17 |
22.3% |
27.55 |
1.5% |
100% |
True |
False |
5,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.20 |
2.618 |
1,951.99 |
1.618 |
1,921.22 |
1.000 |
1,902.20 |
0.618 |
1,890.45 |
HIGH |
1,871.43 |
0.618 |
1,859.68 |
0.500 |
1,856.05 |
0.382 |
1,852.41 |
LOW |
1,840.66 |
0.618 |
1,821.64 |
1.000 |
1,809.89 |
1.618 |
1,790.87 |
2.618 |
1,760.10 |
4.250 |
1,709.89 |
|
|
Fisher Pivots for day following 22-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,866.30 |
1,860.51 |
PP |
1,861.17 |
1,849.59 |
S1 |
1,856.05 |
1,838.67 |
|