Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,900.83 |
1,941.29 |
40.46 |
2.1% |
1,809.34 |
High |
1,945.13 |
1,976.81 |
31.68 |
1.6% |
1,904.74 |
Low |
1,900.38 |
1,911.71 |
11.33 |
0.6% |
1,805.91 |
Close |
1,941.21 |
1,959.07 |
17.86 |
0.9% |
1,900.88 |
Range |
44.75 |
65.10 |
20.35 |
45.5% |
98.83 |
ATR |
21.98 |
25.06 |
3.08 |
14.0% |
0.00 |
Volume |
6,615 |
6,530 |
-85 |
-1.3% |
34,147 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,144.50 |
2,116.88 |
1,994.88 |
|
R3 |
2,079.40 |
2,051.78 |
1,976.97 |
|
R2 |
2,014.30 |
2,014.30 |
1,971.01 |
|
R1 |
1,986.68 |
1,986.68 |
1,965.04 |
2,000.49 |
PP |
1,949.20 |
1,949.20 |
1,949.20 |
1,956.10 |
S1 |
1,921.58 |
1,921.58 |
1,953.10 |
1,935.39 |
S2 |
1,884.10 |
1,884.10 |
1,947.14 |
|
S3 |
1,819.00 |
1,856.48 |
1,941.17 |
|
S4 |
1,753.90 |
1,791.38 |
1,923.27 |
|
|
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 |
1,976.81 |
1,840.66 |
136.15 |
6.9% |
38.96 |
2.0% |
87% |
True |
False |
6,712 |
10 |
1,976.81 |
1,795.06 |
181.75 |
9.3% |
27.75 |
1.4% |
90% |
True |
False |
6,756 |
20 |
1,976.81 |
1,759.10 |
217.71 |
11.1% |
22.64 |
1.2% |
92% |
True |
False |
6,686 |
40 |
1,976.81 |
1,672.80 |
304.01 |
15.5% |
22.47 |
1.1% |
94% |
True |
False |
6,203 |
60 |
1,976.81 |
1,672.80 |
304.01 |
15.5% |
21.87 |
1.1% |
94% |
True |
False |
6,075 |
80 |
1,976.81 |
1,643.69 |
333.12 |
17.0% |
23.00 |
1.2% |
95% |
True |
False |
5,995 |
100 |
1,976.81 |
1,453.26 |
523.55 |
26.7% |
28.56 |
1.5% |
97% |
True |
False |
5,970 |
120 |
1,976.81 |
1,453.26 |
523.55 |
26.7% |
28.56 |
1.5% |
97% |
True |
False |
5,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,253.49 |
2.618 |
2,147.24 |
1.618 |
2,082.14 |
1.000 |
2,041.91 |
0.618 |
2,017.04 |
HIGH |
1,976.81 |
0.618 |
1,951.94 |
0.500 |
1,944.26 |
0.382 |
1,936.58 |
LOW |
1,911.71 |
0.618 |
1,871.48 |
1.000 |
1,846.61 |
1.618 |
1,806.38 |
2.618 |
1,741.28 |
4.250 |
1,635.04 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,954.13 |
1,949.35 |
PP |
1,949.20 |
1,939.63 |
S1 |
1,944.26 |
1,929.91 |
|