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 |
26,225.07 |
26,044.17 |
-180.90 |
-0.7% |
25,996.08 |
High |
26,639.09 |
26,690.52 |
51.43 |
0.2% |
26,297.53 |
Low |
26,044.23 |
25,994.98 |
-49.25 |
-0.2% |
25,526.33 |
Close |
26,085.80 |
26,642.59 |
556.79 |
2.1% |
26,075.30 |
Range |
594.86 |
695.54 |
100.68 |
16.9% |
771.20 |
ATR |
540.67 |
551.73 |
11.06 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,529.32 |
28,281.49 |
27,025.14 |
|
R3 |
27,833.78 |
27,585.95 |
26,833.86 |
|
R2 |
27,138.24 |
27,138.24 |
26,770.11 |
|
R1 |
26,890.41 |
26,890.41 |
26,706.35 |
27,014.33 |
PP |
26,442.70 |
26,442.70 |
26,442.70 |
26,504.65 |
S1 |
26,194.87 |
26,194.87 |
26,578.83 |
26,318.79 |
S2 |
25,747.16 |
25,747.16 |
26,515.07 |
|
S3 |
25,051.62 |
25,499.33 |
26,451.32 |
|
S4 |
24,356.08 |
24,803.79 |
26,260.04 |
|
|
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 |
26,690.52 |
25,526.33 |
1,164.19 |
4.4% |
524.88 |
2.0% |
96% |
True |
False |
|
10 |
26,690.52 |
25,475.14 |
1,215.38 |
4.6% |
439.64 |
1.7% |
96% |
True |
False |
|
20 |
26,690.52 |
24,971.03 |
1,719.49 |
6.5% |
475.66 |
1.8% |
97% |
True |
False |
|
40 |
27,580.21 |
24,059.98 |
3,520.23 |
13.2% |
475.58 |
1.8% |
73% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
457.02 |
1.7% |
80% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
35.2% |
543.50 |
2.0% |
90% |
False |
False |
|
100 |
29,146.53 |
18,213.65 |
10,932.88 |
41.0% |
662.53 |
2.5% |
77% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.6% |
596.94 |
2.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,646.57 |
2.618 |
28,511.44 |
1.618 |
27,815.90 |
1.000 |
27,386.06 |
0.618 |
27,120.36 |
HIGH |
26,690.52 |
0.618 |
26,424.82 |
0.500 |
26,342.75 |
0.382 |
26,260.68 |
LOW |
25,994.98 |
0.618 |
25,565.14 |
1.000 |
25,299.44 |
1.618 |
24,869.60 |
2.618 |
24,174.06 |
4.250 |
23,038.94 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,542.64 |
26,483.06 |
PP |
26,442.70 |
26,323.54 |
S1 |
26,342.75 |
26,164.01 |
|