Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,094.92 |
25,690.35 |
-404.57 |
-1.6% |
25,996.08 |
High |
26,103.28 |
26,101.32 |
-1.96 |
0.0% |
26,297.53 |
Low |
25,526.33 |
25,637.50 |
111.17 |
0.4% |
25,526.33 |
Close |
25,706.09 |
26,075.30 |
369.21 |
1.4% |
26,075.30 |
Range |
576.95 |
463.82 |
-113.13 |
-19.6% |
771.20 |
ATR |
542.09 |
536.50 |
-5.59 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,329.50 |
27,166.22 |
26,330.40 |
|
R3 |
26,865.68 |
26,702.40 |
26,202.85 |
|
R2 |
26,401.86 |
26,401.86 |
26,160.33 |
|
R1 |
26,238.58 |
26,238.58 |
26,117.82 |
26,320.22 |
PP |
25,938.04 |
25,938.04 |
25,938.04 |
25,978.86 |
S1 |
25,774.76 |
25,774.76 |
26,032.78 |
25,856.40 |
S2 |
25,474.22 |
25,474.22 |
25,990.27 |
|
S3 |
25,010.40 |
25,310.94 |
25,947.75 |
|
S4 |
24,546.58 |
24,847.12 |
25,820.20 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,279.99 |
27,948.84 |
26,499.46 |
|
R3 |
27,508.79 |
27,177.64 |
26,287.38 |
|
R2 |
26,737.59 |
26,737.59 |
26,216.69 |
|
R1 |
26,406.44 |
26,406.44 |
26,145.99 |
26,572.02 |
PP |
25,966.39 |
25,966.39 |
25,966.39 |
26,049.17 |
S1 |
25,635.24 |
25,635.24 |
26,004.61 |
25,800.82 |
S2 |
25,195.19 |
25,195.19 |
25,933.91 |
|
S3 |
24,423.99 |
24,864.04 |
25,863.22 |
|
S4 |
23,652.79 |
24,092.84 |
25,651.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,297.53 |
25,526.33 |
771.20 |
3.0% |
388.76 |
1.5% |
71% |
False |
False |
|
10 |
26,297.53 |
24,971.03 |
1,326.50 |
5.1% |
428.17 |
1.6% |
83% |
False |
False |
|
20 |
26,611.03 |
24,843.18 |
1,767.85 |
6.8% |
507.92 |
1.9% |
70% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.4% |
473.75 |
1.8% |
69% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.4% |
449.41 |
1.7% |
69% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
35.9% |
562.72 |
2.2% |
84% |
False |
False |
|
100 |
29,409.09 |
18,213.65 |
11,195.44 |
42.9% |
655.06 |
2.5% |
70% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.5% |
589.04 |
2.3% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,072.56 |
2.618 |
27,315.60 |
1.618 |
26,851.78 |
1.000 |
26,565.14 |
0.618 |
26,387.96 |
HIGH |
26,101.32 |
0.618 |
25,924.14 |
0.500 |
25,869.41 |
0.382 |
25,814.68 |
LOW |
25,637.50 |
0.618 |
25,350.86 |
1.000 |
25,173.68 |
1.618 |
24,887.04 |
2.618 |
24,423.22 |
4.250 |
23,666.27 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,006.67 |
25,989.50 |
PP |
25,938.04 |
25,903.71 |
S1 |
25,869.41 |
25,817.91 |
|