Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,970.18 |
1,955.68 |
-14.50 |
-0.7% |
1,900.83 |
High |
1,970.73 |
1,976.77 |
6.04 |
0.3% |
1,977.40 |
Low |
1,940.70 |
1,955.30 |
14.60 |
0.8% |
1,900.38 |
Close |
1,955.81 |
1,974.68 |
18.87 |
1.0% |
1,974.68 |
Range |
30.03 |
21.47 |
-8.56 |
-28.5% |
77.02 |
ATR |
25.79 |
25.48 |
-0.31 |
-1.2% |
0.00 |
Volume |
6,895 |
6,991 |
96 |
1.4% |
33,619 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.33 |
2,025.47 |
1,986.49 |
|
R3 |
2,011.86 |
2,004.00 |
1,980.58 |
|
R2 |
1,990.39 |
1,990.39 |
1,978.62 |
|
R1 |
1,982.53 |
1,982.53 |
1,976.65 |
1,986.46 |
PP |
1,968.92 |
1,968.92 |
1,968.92 |
1,970.88 |
S1 |
1,961.06 |
1,961.06 |
1,972.71 |
1,964.99 |
S2 |
1,947.45 |
1,947.45 |
1,970.74 |
|
S3 |
1,925.98 |
1,939.59 |
1,968.78 |
|
S4 |
1,904.51 |
1,918.12 |
1,962.87 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,181.88 |
2,155.30 |
2,017.04 |
|
R3 |
2,104.86 |
2,078.28 |
1,995.86 |
|
R2 |
2,027.84 |
2,027.84 |
1,988.80 |
|
R1 |
2,001.26 |
2,001.26 |
1,981.74 |
2,014.55 |
PP |
1,950.82 |
1,950.82 |
1,950.82 |
1,957.47 |
S1 |
1,924.24 |
1,924.24 |
1,967.62 |
1,937.53 |
S2 |
1,873.80 |
1,873.80 |
1,960.56 |
|
S3 |
1,796.78 |
1,847.22 |
1,953.50 |
|
S4 |
1,719.76 |
1,770.20 |
1,932.32 |
|
|
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 |
1,900.38 |
77.02 |
3.9% |
38.40 |
1.9% |
96% |
False |
False |
6,723 |
10 |
1,977.40 |
1,805.91 |
171.49 |
8.7% |
31.71 |
1.6% |
98% |
False |
False |
6,776 |
20 |
1,977.40 |
1,770.76 |
206.64 |
10.5% |
24.23 |
1.2% |
99% |
False |
False |
6,811 |
40 |
1,977.40 |
1,678.27 |
299.13 |
15.1% |
21.86 |
1.1% |
99% |
False |
False |
6,291 |
60 |
1,977.40 |
1,672.80 |
304.60 |
15.4% |
21.87 |
1.1% |
99% |
False |
False |
6,113 |
80 |
1,977.40 |
1,663.76 |
313.64 |
15.9% |
23.28 |
1.2% |
99% |
False |
False |
6,094 |
100 |
1,977.40 |
1,453.26 |
524.14 |
26.5% |
27.36 |
1.4% |
99% |
False |
False |
5,984 |
120 |
1,977.40 |
1,453.26 |
524.14 |
26.5% |
29.00 |
1.5% |
99% |
False |
False |
5,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.02 |
2.618 |
2,032.98 |
1.618 |
2,011.51 |
1.000 |
1,998.24 |
0.618 |
1,990.04 |
HIGH |
1,976.77 |
0.618 |
1,968.57 |
0.500 |
1,966.04 |
0.382 |
1,963.50 |
LOW |
1,955.30 |
0.618 |
1,942.03 |
1.000 |
1,933.83 |
1.618 |
1,920.56 |
2.618 |
1,899.09 |
4.250 |
1,864.05 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,971.80 |
1,969.47 |
PP |
1,968.92 |
1,964.26 |
S1 |
1,966.04 |
1,959.05 |
|