Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,644.34 |
10,602.40 |
-41.94 |
-0.4% |
10,672.96 |
High |
10,662.19 |
10,694.88 |
32.69 |
0.3% |
11,017.43 |
Low |
10,527.43 |
10,587.19 |
59.76 |
0.6% |
10,313.94 |
Close |
10,532.50 |
10,662.98 |
130.48 |
1.2% |
10,483.13 |
Range |
134.76 |
107.69 |
-27.07 |
-20.1% |
703.49 |
ATR |
226.94 |
222.33 |
-4.61 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,971.42 |
10,924.89 |
10,722.21 |
|
R3 |
10,863.73 |
10,817.20 |
10,692.59 |
|
R2 |
10,756.04 |
10,756.04 |
10,682.72 |
|
R1 |
10,709.51 |
10,709.51 |
10,672.85 |
10,732.78 |
PP |
10,648.35 |
10,648.35 |
10,648.35 |
10,659.98 |
S1 |
10,601.82 |
10,601.82 |
10,653.11 |
10,625.09 |
S2 |
10,540.66 |
10,540.66 |
10,643.24 |
|
S3 |
10,432.97 |
10,494.13 |
10,633.37 |
|
S4 |
10,325.28 |
10,386.44 |
10,603.75 |
|
|
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 |
10,885.38 |
10,313.94 |
571.44 |
5.4% |
197.60 |
1.9% |
61% |
False |
False |
|
10 |
11,017.43 |
10,313.94 |
703.49 |
6.6% |
197.39 |
1.9% |
50% |
False |
False |
|
20 |
11,069.26 |
10,142.75 |
926.51 |
8.7% |
208.71 |
2.0% |
56% |
False |
False |
|
40 |
11,069.26 |
9,489.58 |
1,579.68 |
14.8% |
203.76 |
1.9% |
74% |
False |
False |
|
60 |
11,069.26 |
8,860.77 |
2,208.49 |
20.7% |
190.32 |
1.8% |
82% |
False |
False |
|
80 |
11,069.26 |
7,763.09 |
3,306.17 |
31.0% |
191.20 |
1.8% |
88% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.3% |
231.13 |
2.2% |
91% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.3% |
227.88 |
2.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,152.56 |
2.618 |
10,976.81 |
1.618 |
10,869.12 |
1.000 |
10,802.57 |
0.618 |
10,761.43 |
HIGH |
10,694.88 |
0.618 |
10,653.74 |
0.500 |
10,641.04 |
0.382 |
10,628.33 |
LOW |
10,587.19 |
0.618 |
10,520.64 |
1.000 |
10,479.50 |
1.618 |
10,412.95 |
2.618 |
10,305.26 |
4.250 |
10,129.51 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,655.67 |
10,645.71 |
PP |
10,648.35 |
10,628.43 |
S1 |
10,641.04 |
10,611.16 |
|