Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,853.16 |
10,389.53 |
-463.63 |
-4.3% |
10,672.96 |
High |
10,885.38 |
10,543.42 |
-341.96 |
-3.1% |
11,017.43 |
Low |
10,531.21 |
10,313.94 |
-217.27 |
-2.1% |
10,313.94 |
Close |
10,580.59 |
10,483.13 |
-97.46 |
-0.9% |
10,483.13 |
Range |
354.17 |
229.48 |
-124.69 |
-35.2% |
703.49 |
ATR |
232.72 |
235.14 |
2.42 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,135.27 |
11,038.68 |
10,609.34 |
|
R3 |
10,905.79 |
10,809.20 |
10,546.24 |
|
R2 |
10,676.31 |
10,676.31 |
10,525.20 |
|
R1 |
10,579.72 |
10,579.72 |
10,504.17 |
10,628.02 |
PP |
10,446.83 |
10,446.83 |
10,446.83 |
10,470.98 |
S1 |
10,350.24 |
10,350.24 |
10,462.09 |
10,398.54 |
S2 |
10,217.35 |
10,217.35 |
10,441.06 |
|
S3 |
9,987.87 |
10,120.76 |
10,420.02 |
|
S4 |
9,758.39 |
9,891.28 |
10,356.92 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,715.30 |
12,302.71 |
10,870.05 |
|
R3 |
12,011.81 |
11,599.22 |
10,676.59 |
|
R2 |
11,308.32 |
11,308.32 |
10,612.10 |
|
R1 |
10,895.73 |
10,895.73 |
10,547.62 |
10,750.28 |
PP |
10,604.83 |
10,604.83 |
10,604.83 |
10,532.11 |
S1 |
10,192.24 |
10,192.24 |
10,418.64 |
10,046.79 |
S2 |
9,901.34 |
9,901.34 |
10,354.16 |
|
S3 |
9,197.85 |
9,488.75 |
10,289.67 |
|
S4 |
8,494.36 |
8,785.26 |
10,096.21 |
|
|
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 |
10,313.94 |
703.49 |
6.7% |
256.77 |
2.4% |
24% |
False |
True |
|
10 |
11,069.26 |
10,313.94 |
755.32 |
7.2% |
260.48 |
2.5% |
22% |
False |
True |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.7% |
223.84 |
2.1% |
56% |
False |
False |
|
40 |
11,069.26 |
9,379.93 |
1,689.33 |
16.1% |
204.46 |
2.0% |
65% |
False |
False |
|
60 |
11,069.26 |
8,665.40 |
2,403.86 |
22.9% |
191.53 |
1.8% |
76% |
False |
False |
|
80 |
11,069.26 |
7,423.97 |
3,645.29 |
34.8% |
195.15 |
1.9% |
84% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
41.0% |
234.91 |
2.2% |
86% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
41.0% |
227.42 |
2.2% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,518.71 |
2.618 |
11,144.20 |
1.618 |
10,914.72 |
1.000 |
10,772.90 |
0.618 |
10,685.24 |
HIGH |
10,543.42 |
0.618 |
10,455.76 |
0.500 |
10,428.68 |
0.382 |
10,401.60 |
LOW |
10,313.94 |
0.618 |
10,172.12 |
1.000 |
10,084.46 |
1.618 |
9,942.64 |
2.618 |
9,713.16 |
4.250 |
9,338.65 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,464.98 |
10,612.09 |
PP |
10,446.83 |
10,569.10 |
S1 |
10,428.68 |
10,526.12 |
|