Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,389.53 |
10,547.11 |
157.58 |
1.5% |
10,672.96 |
High |
10,543.42 |
10,689.55 |
146.13 |
1.4% |
11,017.43 |
Low |
10,313.94 |
10,527.64 |
213.70 |
2.1% |
10,313.94 |
Close |
10,483.13 |
10,674.38 |
191.25 |
1.8% |
10,483.13 |
Range |
229.48 |
161.91 |
-67.57 |
-29.4% |
703.49 |
ATR |
235.14 |
233.09 |
-2.05 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,116.25 |
11,057.23 |
10,763.43 |
|
R3 |
10,954.34 |
10,895.32 |
10,718.91 |
|
R2 |
10,792.43 |
10,792.43 |
10,704.06 |
|
R1 |
10,733.41 |
10,733.41 |
10,689.22 |
10,762.92 |
PP |
10,630.52 |
10,630.52 |
10,630.52 |
10,645.28 |
S1 |
10,571.50 |
10,571.50 |
10,659.54 |
10,601.01 |
S2 |
10,468.61 |
10,468.61 |
10,644.70 |
|
S3 |
10,306.70 |
10,409.59 |
10,629.85 |
|
S4 |
10,144.79 |
10,247.68 |
10,585.33 |
|
|
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 |
6.6% |
219.22 |
2.1% |
51% |
False |
False |
|
10 |
11,017.43 |
10,313.94 |
703.49 |
6.6% |
227.20 |
2.1% |
51% |
False |
False |
|
20 |
11,069.26 |
9,742.89 |
1,326.37 |
12.4% |
219.12 |
2.1% |
70% |
False |
False |
|
40 |
11,069.26 |
9,489.58 |
1,579.68 |
14.8% |
203.76 |
1.9% |
75% |
False |
False |
|
60 |
11,069.26 |
8,665.40 |
2,403.86 |
22.5% |
192.52 |
1.8% |
84% |
False |
False |
|
80 |
11,069.26 |
7,432.28 |
3,636.98 |
34.1% |
193.71 |
1.8% |
89% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.3% |
233.73 |
2.2% |
91% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.3% |
227.70 |
2.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,377.67 |
2.618 |
11,113.43 |
1.618 |
10,951.52 |
1.000 |
10,851.46 |
0.618 |
10,789.61 |
HIGH |
10,689.55 |
0.618 |
10,627.70 |
0.500 |
10,608.60 |
0.382 |
10,589.49 |
LOW |
10,527.64 |
0.618 |
10,427.58 |
1.000 |
10,365.73 |
1.618 |
10,265.67 |
2.618 |
10,103.76 |
4.250 |
9,839.52 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,652.45 |
10,649.47 |
PP |
10,630.52 |
10,624.57 |
S1 |
10,608.60 |
10,599.66 |
|