Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,651.59 |
10,672.96 |
21.37 |
0.2% |
10,951.54 |
High |
10,680.70 |
10,971.52 |
290.82 |
2.7% |
11,069.26 |
Low |
10,558.78 |
10,621.90 |
63.12 |
0.6% |
10,370.79 |
Close |
10,645.22 |
10,952.08 |
306.86 |
2.9% |
10,645.22 |
Range |
121.92 |
349.62 |
227.70 |
186.8% |
698.47 |
ATR |
222.21 |
231.31 |
9.10 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,897.36 |
11,774.34 |
11,144.37 |
|
R3 |
11,547.74 |
11,424.72 |
11,048.23 |
|
R2 |
11,198.12 |
11,198.12 |
11,016.18 |
|
R1 |
11,075.10 |
11,075.10 |
10,984.13 |
11,136.61 |
PP |
10,848.50 |
10,848.50 |
10,848.50 |
10,879.26 |
S1 |
10,725.48 |
10,725.48 |
10,920.03 |
10,786.99 |
S2 |
10,498.88 |
10,498.88 |
10,887.98 |
|
S3 |
10,149.26 |
10,375.86 |
10,855.93 |
|
S4 |
9,799.64 |
10,026.24 |
10,759.79 |
|
|
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 |
10,971.52 |
10,370.79 |
600.73 |
5.5% |
235.18 |
2.1% |
97% |
True |
False |
|
10 |
11,069.26 |
10,370.79 |
698.47 |
6.4% |
241.35 |
2.2% |
83% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.1% |
215.85 |
2.0% |
91% |
False |
False |
|
40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.2% |
199.29 |
1.8% |
94% |
False |
False |
|
60 |
11,069.26 |
8,599.99 |
2,469.27 |
22.5% |
187.93 |
1.7% |
95% |
False |
False |
|
80 |
11,069.26 |
7,423.97 |
3,645.29 |
33.3% |
197.20 |
1.8% |
97% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
39.2% |
241.79 |
2.2% |
97% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
39.2% |
224.08 |
2.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,457.41 |
2.618 |
11,886.83 |
1.618 |
11,537.21 |
1.000 |
11,321.14 |
0.618 |
11,187.59 |
HIGH |
10,971.52 |
0.618 |
10,837.97 |
0.500 |
10,796.71 |
0.382 |
10,755.45 |
LOW |
10,621.90 |
0.618 |
10,405.83 |
1.000 |
10,272.28 |
1.618 |
10,056.21 |
2.618 |
9,706.59 |
4.250 |
9,136.02 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,900.29 |
10,879.16 |
PP |
10,848.50 |
10,806.23 |
S1 |
10,796.71 |
10,733.31 |
|