Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,751.77 |
10,951.54 |
199.77 |
1.9% |
10,487.70 |
High |
10,842.78 |
11,069.26 |
226.48 |
2.1% |
10,842.78 |
Low |
10,639.48 |
10,574.56 |
-64.92 |
-0.6% |
10,485.81 |
Close |
10,836.33 |
10,602.21 |
-234.12 |
-2.2% |
10,836.33 |
Range |
203.30 |
494.70 |
291.40 |
143.3% |
356.97 |
ATR |
205.24 |
225.91 |
20.68 |
10.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,232.78 |
11,912.19 |
10,874.30 |
|
R3 |
11,738.08 |
11,417.49 |
10,738.25 |
|
R2 |
11,243.38 |
11,243.38 |
10,692.91 |
|
R1 |
10,922.79 |
10,922.79 |
10,647.56 |
10,835.74 |
PP |
10,748.68 |
10,748.68 |
10,748.68 |
10,705.15 |
S1 |
10,428.09 |
10,428.09 |
10,556.86 |
10,341.04 |
S2 |
10,253.98 |
10,253.98 |
10,511.52 |
|
S3 |
9,759.28 |
9,933.39 |
10,466.17 |
|
S4 |
9,264.58 |
9,438.69 |
10,330.13 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,792.55 |
11,671.41 |
11,032.66 |
|
R3 |
11,435.58 |
11,314.44 |
10,934.50 |
|
R2 |
11,078.61 |
11,078.61 |
10,901.77 |
|
R1 |
10,957.47 |
10,957.47 |
10,869.05 |
11,018.04 |
PP |
10,721.64 |
10,721.64 |
10,721.64 |
10,751.93 |
S1 |
10,600.50 |
10,600.50 |
10,803.61 |
10,661.07 |
S2 |
10,364.67 |
10,364.67 |
10,770.89 |
|
S3 |
10,007.70 |
10,243.53 |
10,738.16 |
|
S4 |
9,650.73 |
9,886.56 |
10,640.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,069.26 |
10,516.63 |
552.63 |
5.2% |
247.52 |
2.3% |
15% |
True |
False |
|
10 |
11,069.26 |
9,742.89 |
1,326.37 |
12.5% |
211.04 |
2.0% |
65% |
True |
False |
|
20 |
11,069.26 |
9,489.58 |
1,579.68 |
14.9% |
201.53 |
1.9% |
70% |
True |
False |
|
40 |
11,069.26 |
8,958.08 |
2,111.18 |
19.9% |
186.97 |
1.8% |
78% |
True |
False |
|
60 |
11,069.26 |
8,359.84 |
2,709.42 |
25.6% |
183.96 |
1.7% |
83% |
True |
False |
|
80 |
11,069.26 |
6,771.91 |
4,297.35 |
40.5% |
207.55 |
2.0% |
89% |
True |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.5% |
241.43 |
2.3% |
89% |
True |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.5% |
218.59 |
2.1% |
89% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,171.74 |
2.618 |
12,364.38 |
1.618 |
11,869.68 |
1.000 |
11,563.96 |
0.618 |
11,374.98 |
HIGH |
11,069.26 |
0.618 |
10,880.28 |
0.500 |
10,821.91 |
0.382 |
10,763.54 |
LOW |
10,574.56 |
0.618 |
10,268.84 |
1.000 |
10,079.86 |
1.618 |
9,774.14 |
2.618 |
9,279.44 |
4.250 |
8,472.09 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,821.91 |
10,821.91 |
PP |
10,748.68 |
10,748.68 |
S1 |
10,675.44 |
10,675.44 |
|