Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,886.53 |
1,900.83 |
14.30 |
0.8% |
1,809.34 |
High |
1,904.74 |
1,945.13 |
40.39 |
2.1% |
1,904.74 |
Low |
1,883.00 |
1,900.38 |
17.38 |
0.9% |
1,805.91 |
Close |
1,900.88 |
1,941.21 |
40.33 |
2.1% |
1,900.88 |
Range |
21.74 |
44.75 |
23.01 |
105.8% |
98.83 |
ATR |
20.23 |
21.98 |
1.75 |
8.7% |
0.00 |
Volume |
6,937 |
6,615 |
-322 |
-4.6% |
34,147 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.16 |
2,046.93 |
1,965.82 |
|
R3 |
2,018.41 |
2,002.18 |
1,953.52 |
|
R2 |
1,973.66 |
1,973.66 |
1,949.41 |
|
R1 |
1,957.43 |
1,957.43 |
1,945.31 |
1,965.55 |
PP |
1,928.91 |
1,928.91 |
1,928.91 |
1,932.96 |
S1 |
1,912.68 |
1,912.68 |
1,937.11 |
1,920.80 |
S2 |
1,884.16 |
1,884.16 |
1,933.01 |
|
S3 |
1,839.41 |
1,867.93 |
1,928.90 |
|
S4 |
1,794.66 |
1,823.18 |
1,916.60 |
|
|
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 |
1,945.13 |
1,815.94 |
129.19 |
6.7% |
31.33 |
1.6% |
97% |
True |
False |
6,784 |
10 |
1,945.13 |
1,792.78 |
152.35 |
7.8% |
22.97 |
1.2% |
97% |
True |
False |
6,776 |
20 |
1,945.13 |
1,759.10 |
186.03 |
9.6% |
20.30 |
1.0% |
98% |
True |
False |
6,661 |
40 |
1,945.13 |
1,672.80 |
272.33 |
14.0% |
21.35 |
1.1% |
99% |
True |
False |
6,186 |
60 |
1,945.13 |
1,672.80 |
272.33 |
14.0% |
21.07 |
1.1% |
99% |
True |
False |
6,071 |
80 |
1,945.13 |
1,643.69 |
301.44 |
15.5% |
22.46 |
1.2% |
99% |
True |
False |
5,976 |
100 |
1,945.13 |
1,453.26 |
491.87 |
25.3% |
28.25 |
1.5% |
99% |
True |
False |
5,961 |
120 |
1,945.13 |
1,453.26 |
491.87 |
25.3% |
28.11 |
1.4% |
99% |
True |
False |
5,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,135.32 |
2.618 |
2,062.29 |
1.618 |
2,017.54 |
1.000 |
1,989.88 |
0.618 |
1,972.79 |
HIGH |
1,945.13 |
0.618 |
1,928.04 |
0.500 |
1,922.76 |
0.382 |
1,917.47 |
LOW |
1,900.38 |
0.618 |
1,872.72 |
1.000 |
1,855.63 |
1.618 |
1,827.97 |
2.618 |
1,783.22 |
4.250 |
1,710.19 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,935.06 |
1,929.10 |
PP |
1,928.91 |
1,916.99 |
S1 |
1,922.76 |
1,904.89 |
|