Trading Metrics calculated at close of trading on 22-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11,015.54 |
10,850.92 |
-164.62 |
-1.5% |
10,951.54 |
High |
11,017.43 |
10,910.24 |
-107.19 |
-1.0% |
11,069.26 |
Low |
10,800.87 |
10,776.24 |
-24.63 |
-0.2% |
10,370.79 |
Close |
10,833.07 |
10,870.75 |
37.68 |
0.3% |
10,645.22 |
Range |
216.56 |
134.00 |
-82.56 |
-38.1% |
698.47 |
ATR |
230.25 |
223.38 |
-6.88 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,254.41 |
11,196.58 |
10,944.45 |
|
R3 |
11,120.41 |
11,062.58 |
10,907.60 |
|
R2 |
10,986.41 |
10,986.41 |
10,895.32 |
|
R1 |
10,928.58 |
10,928.58 |
10,883.03 |
10,957.50 |
PP |
10,852.41 |
10,852.41 |
10,852.41 |
10,866.87 |
S1 |
10,794.58 |
10,794.58 |
10,858.47 |
10,823.50 |
S2 |
10,718.41 |
10,718.41 |
10,846.18 |
|
S3 |
10,584.41 |
10,660.58 |
10,833.90 |
|
S4 |
10,450.41 |
10,526.58 |
10,797.05 |
|
|
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% |
197.18 |
1.8% |
72% |
False |
False |
|
10 |
11,069.26 |
10,370.79 |
698.47 |
6.4% |
243.54 |
2.2% |
72% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.2% |
219.38 |
2.0% |
85% |
False |
False |
|
40 |
11,069.26 |
9,182.45 |
1,886.81 |
17.4% |
200.86 |
1.8% |
89% |
False |
False |
|
60 |
11,069.26 |
8,665.40 |
2,403.86 |
22.1% |
189.19 |
1.7% |
92% |
False |
False |
|
80 |
11,069.26 |
7,423.97 |
3,645.29 |
33.5% |
194.07 |
1.8% |
95% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
39.5% |
238.19 |
2.2% |
95% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
39.5% |
225.27 |
2.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,479.74 |
2.618 |
11,261.05 |
1.618 |
11,127.05 |
1.000 |
11,044.24 |
0.618 |
10,993.05 |
HIGH |
10,910.24 |
0.618 |
10,859.05 |
0.500 |
10,843.24 |
0.382 |
10,827.43 |
LOW |
10,776.24 |
0.618 |
10,693.43 |
1.000 |
10,642.24 |
1.618 |
10,559.43 |
2.618 |
10,425.43 |
4.250 |
10,206.74 |
|
|
Fisher Pivots for day following 22-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,861.58 |
10,853.72 |
PP |
10,852.41 |
10,836.69 |
S1 |
10,843.24 |
10,819.67 |
|