Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,672.96 |
11,015.54 |
342.58 |
3.2% |
10,951.54 |
High |
10,971.52 |
11,017.43 |
45.91 |
0.4% |
11,069.26 |
Low |
10,621.90 |
10,800.87 |
178.97 |
1.7% |
10,370.79 |
Close |
10,952.08 |
10,833.07 |
-119.01 |
-1.1% |
10,645.22 |
Range |
349.62 |
216.56 |
-133.06 |
-38.1% |
698.47 |
ATR |
231.31 |
230.25 |
-1.05 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,533.47 |
11,399.83 |
10,952.18 |
|
R3 |
11,316.91 |
11,183.27 |
10,892.62 |
|
R2 |
11,100.35 |
11,100.35 |
10,872.77 |
|
R1 |
10,966.71 |
10,966.71 |
10,852.92 |
10,925.25 |
PP |
10,883.79 |
10,883.79 |
10,883.79 |
10,863.06 |
S1 |
10,750.15 |
10,750.15 |
10,813.22 |
10,708.69 |
S2 |
10,667.23 |
10,667.23 |
10,793.37 |
|
S3 |
10,450.67 |
10,533.59 |
10,773.52 |
|
S4 |
10,234.11 |
10,317.03 |
10,713.96 |
|
|
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 |
11,017.43 |
10,495.09 |
522.34 |
4.8% |
212.27 |
2.0% |
65% |
True |
False |
|
10 |
11,069.26 |
10,370.79 |
698.47 |
6.4% |
244.17 |
2.3% |
66% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.2% |
219.42 |
2.0% |
82% |
False |
False |
|
40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.4% |
202.28 |
1.9% |
87% |
False |
False |
|
60 |
11,069.26 |
8,665.40 |
2,403.86 |
22.2% |
188.35 |
1.7% |
90% |
False |
False |
|
80 |
11,069.26 |
7,423.97 |
3,645.29 |
33.6% |
195.36 |
1.8% |
94% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
39.7% |
240.40 |
2.2% |
95% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
39.7% |
225.17 |
2.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,937.81 |
2.618 |
11,584.38 |
1.618 |
11,367.82 |
1.000 |
11,233.99 |
0.618 |
11,151.26 |
HIGH |
11,017.43 |
0.618 |
10,934.70 |
0.500 |
10,909.15 |
0.382 |
10,883.60 |
LOW |
10,800.87 |
0.618 |
10,667.04 |
1.000 |
10,584.31 |
1.618 |
10,450.48 |
2.618 |
10,233.92 |
4.250 |
9,880.49 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,909.15 |
10,818.08 |
PP |
10,883.79 |
10,803.09 |
S1 |
10,858.43 |
10,788.11 |
|