Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,941.29 |
1,958.91 |
17.62 |
0.9% |
1,809.34 |
High |
1,976.81 |
1,977.40 |
0.59 |
0.0% |
1,904.74 |
Low |
1,911.71 |
1,946.74 |
35.03 |
1.8% |
1,805.91 |
Close |
1,959.07 |
1,970.20 |
11.13 |
0.6% |
1,900.88 |
Range |
65.10 |
30.66 |
-34.44 |
-52.9% |
98.83 |
ATR |
25.06 |
25.46 |
0.40 |
1.6% |
0.00 |
Volume |
6,530 |
6,588 |
58 |
0.9% |
34,147 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.76 |
2,044.14 |
1,987.06 |
|
R3 |
2,026.10 |
2,013.48 |
1,978.63 |
|
R2 |
1,995.44 |
1,995.44 |
1,975.82 |
|
R1 |
1,982.82 |
1,982.82 |
1,973.01 |
1,989.13 |
PP |
1,964.78 |
1,964.78 |
1,964.78 |
1,967.94 |
S1 |
1,952.16 |
1,952.16 |
1,967.39 |
1,958.47 |
S2 |
1,934.12 |
1,934.12 |
1,964.58 |
|
S3 |
1,903.46 |
1,921.50 |
1,961.77 |
|
S4 |
1,872.80 |
1,890.84 |
1,953.34 |
|
|
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 |
1,977.40 |
1,864.64 |
112.76 |
5.7% |
38.94 |
2.0% |
94% |
True |
False |
6,677 |
10 |
1,977.40 |
1,795.06 |
182.34 |
9.3% |
29.82 |
1.5% |
96% |
True |
False |
6,755 |
20 |
1,977.40 |
1,759.10 |
218.30 |
11.1% |
22.81 |
1.2% |
97% |
True |
False |
6,725 |
40 |
1,977.40 |
1,672.80 |
304.60 |
15.5% |
22.21 |
1.1% |
98% |
True |
False |
6,227 |
60 |
1,977.40 |
1,672.80 |
304.60 |
15.5% |
21.98 |
1.1% |
98% |
True |
False |
6,083 |
80 |
1,977.40 |
1,643.69 |
333.71 |
16.9% |
23.26 |
1.2% |
98% |
True |
False |
6,005 |
100 |
1,977.40 |
1,453.26 |
524.14 |
26.6% |
28.51 |
1.4% |
99% |
True |
False |
5,972 |
120 |
1,977.40 |
1,453.26 |
524.14 |
26.6% |
28.76 |
1.5% |
99% |
True |
False |
5,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,107.71 |
2.618 |
2,057.67 |
1.618 |
2,027.01 |
1.000 |
2,008.06 |
0.618 |
1,996.35 |
HIGH |
1,977.40 |
0.618 |
1,965.69 |
0.500 |
1,962.07 |
0.382 |
1,958.45 |
LOW |
1,946.74 |
0.618 |
1,927.79 |
1.000 |
1,916.08 |
1.618 |
1,897.13 |
2.618 |
1,866.47 |
4.250 |
1,816.44 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,967.49 |
1,959.76 |
PP |
1,964.78 |
1,949.33 |
S1 |
1,962.07 |
1,938.89 |
|