Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,860.4 |
1,844.1 |
-16.3 |
-0.9% |
1,811.2 |
High |
1,863.0 |
1,854.7 |
-8.3 |
-0.4% |
1,865.2 |
Low |
1,840.8 |
1,836.0 |
-4.8 |
-0.3% |
1,809.3 |
Close |
1,843.2 |
1,840.8 |
-2.4 |
-0.1% |
1,840.8 |
Range |
22.2 |
18.7 |
-3.5 |
-15.8% |
55.9 |
ATR |
25.4 |
24.9 |
-0.5 |
-1.9% |
0.0 |
Volume |
1,478 |
2,680 |
1,202 |
81.3% |
9,919 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.9 |
1,889.1 |
1,851.1 |
|
R3 |
1,881.2 |
1,870.4 |
1,845.9 |
|
R2 |
1,862.5 |
1,862.5 |
1,844.2 |
|
R1 |
1,851.7 |
1,851.7 |
1,842.5 |
1,847.8 |
PP |
1,843.8 |
1,843.8 |
1,843.8 |
1,841.9 |
S1 |
1,833.0 |
1,833.0 |
1,839.1 |
1,829.1 |
S2 |
1,825.1 |
1,825.1 |
1,837.4 |
|
S3 |
1,806.4 |
1,814.3 |
1,835.7 |
|
S4 |
1,787.7 |
1,795.6 |
1,830.5 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.1 |
1,979.4 |
1,871.5 |
|
R3 |
1,950.2 |
1,923.5 |
1,856.2 |
|
R2 |
1,894.3 |
1,894.3 |
1,851.0 |
|
R1 |
1,867.6 |
1,867.6 |
1,845.9 |
1,881.0 |
PP |
1,838.4 |
1,838.4 |
1,838.4 |
1,845.1 |
S1 |
1,811.7 |
1,811.7 |
1,835.7 |
1,825.1 |
S2 |
1,782.5 |
1,782.5 |
1,830.6 |
|
S3 |
1,726.6 |
1,755.8 |
1,825.4 |
|
S4 |
1,670.7 |
1,699.9 |
1,810.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,865.2 |
1,809.3 |
55.9 |
3.0% |
23.2 |
1.3% |
56% |
False |
False |
1,983 |
10 |
1,865.2 |
1,778.8 |
86.4 |
4.7% |
25.0 |
1.4% |
72% |
False |
False |
1,665 |
20 |
1,865.2 |
1,732.9 |
132.3 |
7.2% |
23.9 |
1.3% |
82% |
False |
False |
1,427 |
40 |
1,865.2 |
1,698.4 |
166.8 |
9.1% |
24.1 |
1.3% |
85% |
False |
False |
1,565 |
60 |
1,865.2 |
1,684.7 |
180.5 |
9.8% |
22.8 |
1.2% |
86% |
False |
False |
1,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.2 |
2.618 |
1,903.7 |
1.618 |
1,885.0 |
1.000 |
1,873.4 |
0.618 |
1,866.3 |
HIGH |
1,854.7 |
0.618 |
1,847.6 |
0.500 |
1,845.4 |
0.382 |
1,843.1 |
LOW |
1,836.0 |
0.618 |
1,824.4 |
1.000 |
1,817.3 |
1.618 |
1,805.7 |
2.618 |
1,787.0 |
4.250 |
1,756.5 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,845.4 |
1,850.6 |
PP |
1,843.8 |
1,847.3 |
S1 |
1,842.3 |
1,844.1 |
|