Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,958.91 |
1,970.18 |
11.27 |
0.6% |
1,809.34 |
High |
1,977.40 |
1,970.73 |
-6.67 |
-0.3% |
1,904.74 |
Low |
1,946.74 |
1,940.70 |
-6.04 |
-0.3% |
1,805.91 |
Close |
1,970.20 |
1,955.81 |
-14.39 |
-0.7% |
1,900.88 |
Range |
30.66 |
30.03 |
-0.63 |
-2.1% |
98.83 |
ATR |
25.46 |
25.79 |
0.33 |
1.3% |
0.00 |
Volume |
6,588 |
6,895 |
307 |
4.7% |
34,147 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.84 |
2,030.85 |
1,972.33 |
|
R3 |
2,015.81 |
2,000.82 |
1,964.07 |
|
R2 |
1,985.78 |
1,985.78 |
1,961.32 |
|
R1 |
1,970.79 |
1,970.79 |
1,958.56 |
1,963.27 |
PP |
1,955.75 |
1,955.75 |
1,955.75 |
1,951.99 |
S1 |
1,940.76 |
1,940.76 |
1,953.06 |
1,933.24 |
S2 |
1,925.72 |
1,925.72 |
1,950.30 |
|
S3 |
1,895.69 |
1,910.73 |
1,947.55 |
|
S4 |
1,865.66 |
1,880.70 |
1,939.29 |
|
|
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 |
1,883.00 |
94.40 |
4.8% |
38.46 |
2.0% |
77% |
False |
False |
6,713 |
10 |
1,977.40 |
1,796.06 |
181.34 |
9.3% |
31.05 |
1.6% |
88% |
False |
False |
6,755 |
20 |
1,977.40 |
1,770.76 |
206.64 |
10.6% |
23.34 |
1.2% |
90% |
False |
False |
6,776 |
40 |
1,977.40 |
1,672.80 |
304.60 |
15.6% |
22.38 |
1.1% |
93% |
False |
False |
6,255 |
60 |
1,977.40 |
1,672.80 |
304.60 |
15.6% |
21.86 |
1.1% |
93% |
False |
False |
6,097 |
80 |
1,977.40 |
1,663.76 |
313.64 |
16.0% |
23.09 |
1.2% |
93% |
False |
False |
6,020 |
100 |
1,977.40 |
1,453.26 |
524.14 |
26.8% |
27.97 |
1.4% |
96% |
False |
False |
5,978 |
120 |
1,977.40 |
1,453.26 |
524.14 |
26.8% |
28.91 |
1.5% |
96% |
False |
False |
5,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.36 |
2.618 |
2,049.35 |
1.618 |
2,019.32 |
1.000 |
2,000.76 |
0.618 |
1,989.29 |
HIGH |
1,970.73 |
0.618 |
1,959.26 |
0.500 |
1,955.72 |
0.382 |
1,952.17 |
LOW |
1,940.70 |
0.618 |
1,922.14 |
1.000 |
1,910.67 |
1.618 |
1,892.11 |
2.618 |
1,862.08 |
4.250 |
1,813.07 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,955.78 |
1,952.06 |
PP |
1,955.75 |
1,948.31 |
S1 |
1,955.72 |
1,944.56 |
|