Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,851.5 |
1,832.7 |
-18.8 |
-1.0% |
1,844.3 |
High |
1,851.5 |
1,845.1 |
-6.4 |
-0.3% |
1,856.4 |
Low |
1,828.9 |
1,829.7 |
0.8 |
0.0% |
1,828.8 |
Close |
1,835.3 |
1,842.4 |
7.1 |
0.4% |
1,842.4 |
Range |
22.6 |
15.4 |
-7.2 |
-31.9% |
27.6 |
ATR |
23.4 |
22.9 |
-0.6 |
-2.4% |
0.0 |
Volume |
1,758 |
1,011 |
-747 |
-42.5% |
9,594 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.3 |
1,879.2 |
1,850.9 |
|
R3 |
1,869.9 |
1,863.8 |
1,846.6 |
|
R2 |
1,854.5 |
1,854.5 |
1,845.2 |
|
R1 |
1,848.4 |
1,848.4 |
1,843.8 |
1,851.5 |
PP |
1,839.1 |
1,839.1 |
1,839.1 |
1,840.6 |
S1 |
1,833.0 |
1,833.0 |
1,841.0 |
1,836.1 |
S2 |
1,823.7 |
1,823.7 |
1,839.6 |
|
S3 |
1,808.3 |
1,817.6 |
1,838.2 |
|
S4 |
1,792.9 |
1,802.2 |
1,833.9 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.3 |
1,911.5 |
1,857.6 |
|
R3 |
1,897.7 |
1,883.9 |
1,850.0 |
|
R2 |
1,870.1 |
1,870.1 |
1,847.5 |
|
R1 |
1,856.3 |
1,856.3 |
1,844.9 |
1,849.4 |
PP |
1,842.5 |
1,842.5 |
1,842.5 |
1,839.1 |
S1 |
1,828.7 |
1,828.7 |
1,839.9 |
1,821.8 |
S2 |
1,814.9 |
1,814.9 |
1,837.3 |
|
S3 |
1,787.3 |
1,801.1 |
1,834.8 |
|
S4 |
1,759.7 |
1,773.5 |
1,827.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,856.4 |
1,828.8 |
27.6 |
1.5% |
17.9 |
1.0% |
49% |
False |
False |
1,918 |
10 |
1,865.2 |
1,809.3 |
55.9 |
3.0% |
20.5 |
1.1% |
59% |
False |
False |
1,951 |
20 |
1,865.2 |
1,755.2 |
110.0 |
6.0% |
22.5 |
1.2% |
79% |
False |
False |
1,669 |
40 |
1,865.2 |
1,698.4 |
166.8 |
9.1% |
24.3 |
1.3% |
86% |
False |
False |
1,727 |
60 |
1,865.2 |
1,689.2 |
176.0 |
9.6% |
22.5 |
1.2% |
87% |
False |
False |
1,381 |
80 |
1,865.2 |
1,587.6 |
277.6 |
15.1% |
24.0 |
1.3% |
92% |
False |
False |
1,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.6 |
2.618 |
1,885.4 |
1.618 |
1,870.0 |
1.000 |
1,860.5 |
0.618 |
1,854.6 |
HIGH |
1,845.1 |
0.618 |
1,839.2 |
0.500 |
1,837.4 |
0.382 |
1,835.6 |
LOW |
1,829.7 |
0.618 |
1,820.2 |
1.000 |
1,814.3 |
1.618 |
1,804.8 |
2.618 |
1,789.4 |
4.250 |
1,764.3 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,840.7 |
1,842.5 |
PP |
1,839.1 |
1,842.4 |
S1 |
1,837.4 |
1,842.4 |
|