Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,871.46 |
1,886.53 |
15.07 |
0.8% |
1,809.34 |
High |
1,897.08 |
1,904.74 |
7.66 |
0.4% |
1,904.74 |
Low |
1,864.64 |
1,883.00 |
18.36 |
1.0% |
1,805.91 |
Close |
1,886.49 |
1,900.88 |
14.39 |
0.8% |
1,900.88 |
Range |
32.44 |
21.74 |
-10.70 |
-33.0% |
98.83 |
ATR |
20.11 |
20.23 |
0.12 |
0.6% |
0.00 |
Volume |
6,716 |
6,937 |
221 |
3.3% |
34,147 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.43 |
1,952.89 |
1,912.84 |
|
R3 |
1,939.69 |
1,931.15 |
1,906.86 |
|
R2 |
1,917.95 |
1,917.95 |
1,904.87 |
|
R1 |
1,909.41 |
1,909.41 |
1,902.87 |
1,913.68 |
PP |
1,896.21 |
1,896.21 |
1,896.21 |
1,898.34 |
S1 |
1,887.67 |
1,887.67 |
1,898.89 |
1,891.94 |
S2 |
1,874.47 |
1,874.47 |
1,896.89 |
|
S3 |
1,852.73 |
1,865.93 |
1,894.90 |
|
S4 |
1,830.99 |
1,844.19 |
1,888.92 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,167.00 |
2,132.77 |
1,955.24 |
|
R3 |
2,068.17 |
2,033.94 |
1,928.06 |
|
R2 |
1,969.34 |
1,969.34 |
1,919.00 |
|
R1 |
1,935.11 |
1,935.11 |
1,909.94 |
1,952.23 |
PP |
1,870.51 |
1,870.51 |
1,870.51 |
1,879.07 |
S1 |
1,836.28 |
1,836.28 |
1,891.82 |
1,853.40 |
S2 |
1,771.68 |
1,771.68 |
1,882.76 |
|
S3 |
1,672.85 |
1,737.45 |
1,873.70 |
|
S4 |
1,574.02 |
1,638.62 |
1,846.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,904.74 |
1,805.91 |
98.83 |
5.2% |
25.02 |
1.3% |
96% |
True |
False |
6,829 |
10 |
1,904.74 |
1,792.78 |
111.96 |
5.9% |
19.92 |
1.0% |
97% |
True |
False |
6,798 |
20 |
1,904.74 |
1,759.10 |
145.64 |
7.7% |
18.45 |
1.0% |
97% |
True |
False |
6,644 |
40 |
1,904.74 |
1,672.80 |
231.94 |
12.2% |
20.61 |
1.1% |
98% |
True |
False |
6,189 |
60 |
1,904.74 |
1,672.80 |
231.94 |
12.2% |
20.59 |
1.1% |
98% |
True |
False |
6,068 |
80 |
1,904.74 |
1,611.27 |
293.47 |
15.4% |
22.59 |
1.2% |
99% |
True |
False |
5,965 |
100 |
1,904.74 |
1,453.26 |
451.48 |
23.8% |
28.22 |
1.5% |
99% |
True |
False |
5,953 |
120 |
1,904.74 |
1,453.26 |
451.48 |
23.8% |
27.80 |
1.5% |
99% |
True |
False |
5,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,997.14 |
2.618 |
1,961.66 |
1.618 |
1,939.92 |
1.000 |
1,926.48 |
0.618 |
1,918.18 |
HIGH |
1,904.74 |
0.618 |
1,896.44 |
0.500 |
1,893.87 |
0.382 |
1,891.30 |
LOW |
1,883.00 |
0.618 |
1,869.56 |
1.000 |
1,861.26 |
1.618 |
1,847.82 |
2.618 |
1,826.08 |
4.250 |
1,790.61 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,898.54 |
1,891.49 |
PP |
1,896.21 |
1,882.09 |
S1 |
1,893.87 |
1,872.70 |
|