Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,752.11 |
10,589.86 |
-162.25 |
-1.5% |
10,487.70 |
High |
10,780.40 |
10,658.90 |
-121.50 |
-1.1% |
10,842.78 |
Low |
10,570.96 |
10,495.09 |
-75.87 |
-0.7% |
10,485.81 |
Close |
10,701.68 |
10,626.46 |
-75.22 |
-0.7% |
10,836.33 |
Range |
209.44 |
163.81 |
-45.63 |
-21.8% |
356.97 |
ATR |
231.71 |
229.92 |
-1.79 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,084.91 |
11,019.50 |
10,716.56 |
|
R3 |
10,921.10 |
10,855.69 |
10,671.51 |
|
R2 |
10,757.29 |
10,757.29 |
10,656.49 |
|
R1 |
10,691.88 |
10,691.88 |
10,641.48 |
10,724.59 |
PP |
10,593.48 |
10,593.48 |
10,593.48 |
10,609.84 |
S1 |
10,528.07 |
10,528.07 |
10,611.44 |
10,560.78 |
S2 |
10,429.67 |
10,429.67 |
10,596.43 |
|
S3 |
10,265.86 |
10,364.26 |
10,581.41 |
|
S4 |
10,102.05 |
10,200.45 |
10,536.36 |
|
|
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 |
6.6% |
280.47 |
2.6% |
37% |
False |
False |
|
10 |
11,069.26 |
10,328.78 |
740.48 |
7.0% |
218.50 |
2.1% |
40% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.5% |
205.29 |
1.9% |
67% |
False |
False |
|
40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.8% |
193.47 |
1.8% |
77% |
False |
False |
|
60 |
11,069.26 |
8,550.61 |
2,518.65 |
23.7% |
185.57 |
1.7% |
82% |
False |
False |
|
80 |
11,069.26 |
7,304.39 |
3,764.87 |
35.4% |
199.29 |
1.9% |
88% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.4% |
242.98 |
2.3% |
90% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.4% |
221.88 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,355.09 |
2.618 |
11,087.75 |
1.618 |
10,923.94 |
1.000 |
10,822.71 |
0.618 |
10,760.13 |
HIGH |
10,658.90 |
0.618 |
10,596.32 |
0.500 |
10,577.00 |
0.382 |
10,557.67 |
LOW |
10,495.09 |
0.618 |
10,393.86 |
1.000 |
10,331.28 |
1.618 |
10,230.05 |
2.618 |
10,066.24 |
4.250 |
9,798.90 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,609.97 |
10,609.51 |
PP |
10,593.48 |
10,592.55 |
S1 |
10,577.00 |
10,575.60 |
|