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 |
10,589.86 |
10,651.59 |
61.73 |
0.6% |
10,951.54 |
High |
10,658.90 |
10,680.70 |
21.80 |
0.2% |
11,069.26 |
Low |
10,495.09 |
10,558.78 |
63.69 |
0.6% |
10,370.79 |
Close |
10,626.46 |
10,645.22 |
18.76 |
0.2% |
10,645.22 |
Range |
163.81 |
121.92 |
-41.89 |
-25.6% |
698.47 |
ATR |
229.92 |
222.21 |
-7.71 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,993.99 |
10,941.53 |
10,712.28 |
|
R3 |
10,872.07 |
10,819.61 |
10,678.75 |
|
R2 |
10,750.15 |
10,750.15 |
10,667.57 |
|
R1 |
10,697.69 |
10,697.69 |
10,656.40 |
10,662.96 |
PP |
10,628.23 |
10,628.23 |
10,628.23 |
10,610.87 |
S1 |
10,575.77 |
10,575.77 |
10,634.04 |
10,541.04 |
S2 |
10,506.31 |
10,506.31 |
10,622.87 |
|
S3 |
10,384.39 |
10,453.85 |
10,611.69 |
|
S4 |
10,262.47 |
10,331.93 |
10,578.16 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,790.50 |
12,416.33 |
11,029.38 |
|
R3 |
12,092.03 |
11,717.86 |
10,837.30 |
|
R2 |
11,393.56 |
11,393.56 |
10,773.27 |
|
R1 |
11,019.39 |
11,019.39 |
10,709.25 |
10,857.24 |
PP |
10,695.09 |
10,695.09 |
10,695.09 |
10,614.02 |
S1 |
10,320.92 |
10,320.92 |
10,581.19 |
10,158.77 |
S2 |
9,996.62 |
9,996.62 |
10,517.17 |
|
S3 |
9,298.15 |
9,622.45 |
10,453.14 |
|
S4 |
8,599.68 |
8,923.98 |
10,261.06 |
|
|
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% |
264.19 |
2.5% |
39% |
False |
False |
|
10 |
11,069.26 |
10,370.79 |
698.47 |
6.6% |
220.32 |
2.1% |
39% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.5% |
207.56 |
1.9% |
68% |
False |
False |
|
40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.7% |
194.38 |
1.8% |
78% |
False |
False |
|
60 |
11,069.26 |
8,599.99 |
2,469.27 |
23.2% |
184.97 |
1.7% |
83% |
False |
False |
|
80 |
11,069.26 |
7,390.41 |
3,678.85 |
34.6% |
197.67 |
1.9% |
88% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.4% |
240.48 |
2.3% |
90% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.4% |
222.14 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,198.86 |
2.618 |
10,999.89 |
1.618 |
10,877.97 |
1.000 |
10,802.62 |
0.618 |
10,756.05 |
HIGH |
10,680.70 |
0.618 |
10,634.13 |
0.500 |
10,619.74 |
0.382 |
10,605.35 |
LOW |
10,558.78 |
0.618 |
10,483.43 |
1.000 |
10,436.86 |
1.618 |
10,361.51 |
2.618 |
10,239.59 |
4.250 |
10,040.62 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,636.73 |
10,642.73 |
PP |
10,628.23 |
10,640.24 |
S1 |
10,619.74 |
10,637.75 |
|