Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
320.13 |
313.30 |
-6.83 |
-2.1% |
316.37 |
High |
322.71 |
319.76 |
-2.95 |
-0.9% |
317.88 |
Low |
314.13 |
312.00 |
-2.13 |
-0.7% |
310.68 |
Close |
314.84 |
318.92 |
4.08 |
1.3% |
317.59 |
Range |
8.58 |
7.76 |
-0.82 |
-9.6% |
7.20 |
ATR |
6.13 |
6.25 |
0.12 |
1.9% |
0.00 |
Volume |
102,997,400 |
93,656,896 |
-9,340,504 |
-9.1% |
340,166,600 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
340.17 |
337.31 |
323.19 |
|
R3 |
332.41 |
329.55 |
321.05 |
|
R2 |
324.65 |
324.65 |
320.34 |
|
R1 |
321.79 |
321.79 |
319.63 |
323.22 |
PP |
316.89 |
316.89 |
316.89 |
317.61 |
S1 |
314.03 |
314.03 |
318.21 |
315.46 |
S2 |
309.13 |
309.13 |
317.50 |
|
S3 |
301.37 |
306.27 |
316.79 |
|
S4 |
293.61 |
298.51 |
314.65 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
336.98 |
334.49 |
321.55 |
|
R3 |
329.78 |
327.29 |
319.57 |
|
R2 |
322.58 |
322.58 |
318.91 |
|
R1 |
320.09 |
320.09 |
318.25 |
321.34 |
PP |
315.38 |
315.38 |
315.38 |
316.01 |
S1 |
312.89 |
312.89 |
316.93 |
314.14 |
S2 |
308.18 |
308.18 |
316.27 |
|
S3 |
300.98 |
305.69 |
315.61 |
|
S4 |
293.78 |
298.49 |
313.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
322.71 |
310.68 |
12.03 |
3.8% |
6.30 |
2.0% |
68% |
False |
False |
78,439,438 |
10 |
322.71 |
303.82 |
18.89 |
5.9% |
5.11 |
1.6% |
80% |
False |
False |
79,195,629 |
20 |
322.71 |
298.93 |
23.78 |
7.5% |
5.39 |
1.7% |
84% |
False |
False |
90,124,850 |
40 |
323.41 |
291.95 |
31.46 |
9.9% |
5.30 |
1.7% |
86% |
False |
False |
97,142,048 |
60 |
323.41 |
272.02 |
51.39 |
16.1% |
5.40 |
1.7% |
91% |
False |
False |
98,079,145 |
80 |
323.41 |
218.26 |
105.15 |
33.0% |
6.58 |
2.1% |
96% |
False |
False |
122,827,947 |
100 |
335.81 |
218.26 |
117.55 |
36.9% |
7.99 |
2.5% |
86% |
False |
False |
150,556,891 |
120 |
339.08 |
218.26 |
120.82 |
37.9% |
7.15 |
2.2% |
83% |
False |
False |
136,159,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
352.74 |
2.618 |
340.08 |
1.618 |
332.32 |
1.000 |
327.52 |
0.618 |
324.56 |
HIGH |
319.76 |
0.618 |
316.80 |
0.500 |
315.88 |
0.382 |
314.96 |
LOW |
312.00 |
0.618 |
307.20 |
1.000 |
304.24 |
1.618 |
299.44 |
2.618 |
291.68 |
4.250 |
279.02 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
317.91 |
318.40 |
PP |
316.89 |
317.88 |
S1 |
315.88 |
317.36 |
|