Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,602.40 |
10,578.62 |
-23.78 |
-0.2% |
10,672.96 |
High |
10,694.88 |
10,737.03 |
42.15 |
0.4% |
11,017.43 |
Low |
10,587.19 |
10,531.79 |
-55.40 |
-0.5% |
10,313.94 |
Close |
10,662.98 |
10,715.51 |
52.53 |
0.5% |
10,483.13 |
Range |
107.69 |
205.24 |
97.55 |
90.6% |
703.49 |
ATR |
222.33 |
221.11 |
-1.22 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,277.16 |
11,201.58 |
10,828.39 |
|
R3 |
11,071.92 |
10,996.34 |
10,771.95 |
|
R2 |
10,866.68 |
10,866.68 |
10,753.14 |
|
R1 |
10,791.10 |
10,791.10 |
10,734.32 |
10,828.89 |
PP |
10,661.44 |
10,661.44 |
10,661.44 |
10,680.34 |
S1 |
10,585.86 |
10,585.86 |
10,696.70 |
10,623.65 |
S2 |
10,456.20 |
10,456.20 |
10,677.88 |
|
S3 |
10,250.96 |
10,380.62 |
10,659.07 |
|
S4 |
10,045.72 |
10,175.38 |
10,602.63 |
|
|
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 |
10,737.03 |
10,313.94 |
423.09 |
3.9% |
167.82 |
1.6% |
95% |
True |
False |
|
10 |
11,017.43 |
10,313.94 |
703.49 |
6.6% |
201.54 |
1.9% |
57% |
False |
False |
|
20 |
11,069.26 |
10,313.94 |
755.32 |
7.0% |
210.02 |
2.0% |
53% |
False |
False |
|
40 |
11,069.26 |
9,489.58 |
1,579.68 |
14.7% |
206.87 |
1.9% |
78% |
False |
False |
|
60 |
11,069.26 |
8,860.77 |
2,208.49 |
20.6% |
191.57 |
1.8% |
84% |
False |
False |
|
80 |
11,069.26 |
8,043.07 |
3,026.19 |
28.2% |
189.42 |
1.8% |
88% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.1% |
229.88 |
2.1% |
92% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.1% |
228.95 |
2.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,609.30 |
2.618 |
11,274.35 |
1.618 |
11,069.11 |
1.000 |
10,942.27 |
0.618 |
10,863.87 |
HIGH |
10,737.03 |
0.618 |
10,658.63 |
0.500 |
10,634.41 |
0.382 |
10,610.19 |
LOW |
10,531.79 |
0.618 |
10,404.95 |
1.000 |
10,326.55 |
1.618 |
10,199.71 |
2.618 |
9,994.47 |
4.250 |
9,659.52 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,688.48 |
10,687.75 |
PP |
10,661.44 |
10,659.99 |
S1 |
10,634.41 |
10,632.23 |
|