Trading Metrics calculated at close of trading on 23-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,841.39 |
1,871.46 |
30.07 |
1.6% |
1,797.97 |
High |
1,871.43 |
1,897.08 |
25.65 |
1.4% |
1,813.49 |
Low |
1,840.66 |
1,864.64 |
23.98 |
1.3% |
1,792.78 |
Close |
1,871.43 |
1,886.49 |
15.06 |
0.8% |
1,809.33 |
Range |
30.77 |
32.44 |
1.67 |
5.4% |
20.71 |
ATR |
19.16 |
20.11 |
0.95 |
4.9% |
0.00 |
Volume |
6,765 |
6,716 |
-49 |
-0.7% |
33,839 |
|
Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.06 |
1,965.71 |
1,904.33 |
|
R3 |
1,947.62 |
1,933.27 |
1,895.41 |
|
R2 |
1,915.18 |
1,915.18 |
1,892.44 |
|
R1 |
1,900.83 |
1,900.83 |
1,889.46 |
1,908.01 |
PP |
1,882.74 |
1,882.74 |
1,882.74 |
1,886.32 |
S1 |
1,868.39 |
1,868.39 |
1,883.52 |
1,875.57 |
S2 |
1,850.30 |
1,850.30 |
1,880.54 |
|
S3 |
1,817.86 |
1,835.95 |
1,877.57 |
|
S4 |
1,785.42 |
1,803.51 |
1,868.65 |
|
|
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 |
1,897.08 |
1,796.06 |
101.02 |
5.4% |
23.64 |
1.3% |
90% |
True |
False |
6,797 |
10 |
1,897.08 |
1,792.78 |
104.30 |
5.5% |
19.26 |
1.0% |
90% |
True |
False |
6,780 |
20 |
1,897.08 |
1,748.41 |
148.67 |
7.9% |
18.49 |
1.0% |
93% |
True |
False |
6,608 |
40 |
1,897.08 |
1,672.80 |
224.28 |
11.9% |
20.60 |
1.1% |
95% |
True |
False |
6,153 |
60 |
1,897.08 |
1,671.36 |
225.72 |
12.0% |
20.76 |
1.1% |
95% |
True |
False |
6,052 |
80 |
1,897.08 |
1,607.57 |
289.51 |
15.3% |
22.51 |
1.2% |
96% |
True |
False |
5,952 |
100 |
1,897.08 |
1,453.26 |
443.82 |
23.5% |
28.38 |
1.5% |
98% |
True |
False |
5,934 |
120 |
1,897.08 |
1,453.26 |
443.82 |
23.5% |
27.70 |
1.5% |
98% |
True |
False |
5,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.95 |
2.618 |
1,982.01 |
1.618 |
1,949.57 |
1.000 |
1,929.52 |
0.618 |
1,917.13 |
HIGH |
1,897.08 |
0.618 |
1,884.69 |
0.500 |
1,880.86 |
0.382 |
1,877.03 |
LOW |
1,864.64 |
0.618 |
1,844.59 |
1.000 |
1,832.20 |
1.618 |
1,812.15 |
2.618 |
1,779.71 |
4.250 |
1,726.77 |
|
|
Fisher Pivots for day following 23-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,884.61 |
1,876.50 |
PP |
1,882.74 |
1,866.50 |
S1 |
1,880.86 |
1,856.51 |
|