Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,502.85 |
10,752.11 |
249.26 |
2.4% |
10,487.70 |
High |
10,701.88 |
10,780.40 |
78.52 |
0.7% |
10,842.78 |
Low |
10,370.79 |
10,570.96 |
200.17 |
1.9% |
10,485.81 |
Close |
10,689.52 |
10,701.68 |
12.16 |
0.1% |
10,836.33 |
Range |
331.09 |
209.44 |
-121.65 |
-36.7% |
356.97 |
ATR |
233.43 |
231.71 |
-1.71 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,312.67 |
11,216.61 |
10,816.87 |
|
R3 |
11,103.23 |
11,007.17 |
10,759.28 |
|
R2 |
10,893.79 |
10,893.79 |
10,740.08 |
|
R1 |
10,797.73 |
10,797.73 |
10,720.88 |
10,741.04 |
PP |
10,684.35 |
10,684.35 |
10,684.35 |
10,656.00 |
S1 |
10,588.29 |
10,588.29 |
10,682.48 |
10,531.60 |
S2 |
10,474.91 |
10,474.91 |
10,663.28 |
|
S3 |
10,265.47 |
10,378.85 |
10,644.08 |
|
S4 |
10,056.03 |
10,169.41 |
10,586.49 |
|
|
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 |
10,370.79 |
698.47 |
6.5% |
289.90 |
2.7% |
47% |
False |
False |
|
10 |
11,069.26 |
10,142.75 |
926.51 |
8.7% |
220.02 |
2.1% |
60% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.4% |
202.36 |
1.9% |
72% |
False |
False |
|
40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.6% |
192.53 |
1.8% |
81% |
False |
False |
|
60 |
11,069.26 |
8,359.84 |
2,709.42 |
25.3% |
187.89 |
1.8% |
86% |
False |
False |
|
80 |
11,069.26 |
6,771.91 |
4,297.35 |
40.2% |
201.91 |
1.9% |
91% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.2% |
242.95 |
2.3% |
91% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.2% |
221.94 |
2.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,670.52 |
2.618 |
11,328.71 |
1.618 |
11,119.27 |
1.000 |
10,989.84 |
0.618 |
10,909.83 |
HIGH |
10,780.40 |
0.618 |
10,700.39 |
0.500 |
10,675.68 |
0.382 |
10,650.97 |
LOW |
10,570.96 |
0.618 |
10,441.53 |
1.000 |
10,361.52 |
1.618 |
10,232.09 |
2.618 |
10,022.65 |
4.250 |
9,680.84 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,693.01 |
10,720.03 |
PP |
10,684.35 |
10,713.91 |
S1 |
10,675.68 |
10,707.80 |
|