Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,746.57 |
26,774.62 |
28.05 |
0.1% |
26,225.07 |
High |
26,879.16 |
26,808.43 |
-70.73 |
-0.3% |
27,071.33 |
Low |
26,590.01 |
26,619.88 |
29.87 |
0.1% |
25,994.98 |
Close |
26,734.71 |
26,671.95 |
-62.76 |
-0.2% |
26,671.95 |
Range |
289.15 |
188.55 |
-100.60 |
-34.8% |
1,076.35 |
ATR |
524.82 |
500.80 |
-24.02 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,265.74 |
27,157.39 |
26,775.65 |
|
R3 |
27,077.19 |
26,968.84 |
26,723.80 |
|
R2 |
26,888.64 |
26,888.64 |
26,706.52 |
|
R1 |
26,780.29 |
26,780.29 |
26,689.23 |
26,740.19 |
PP |
26,700.09 |
26,700.09 |
26,700.09 |
26,680.04 |
S1 |
26,591.74 |
26,591.74 |
26,654.67 |
26,551.64 |
S2 |
26,511.54 |
26,511.54 |
26,637.38 |
|
S3 |
26,322.99 |
26,403.19 |
26,620.10 |
|
S4 |
26,134.44 |
26,214.64 |
26,568.25 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,808.47 |
29,316.56 |
27,263.94 |
|
R3 |
28,732.12 |
28,240.21 |
26,967.95 |
|
R2 |
27,655.77 |
27,655.77 |
26,869.28 |
|
R1 |
27,163.86 |
27,163.86 |
26,770.62 |
27,409.82 |
PP |
26,579.42 |
26,579.42 |
26,579.42 |
26,702.40 |
S1 |
26,087.51 |
26,087.51 |
26,573.28 |
26,333.47 |
S2 |
25,503.07 |
25,503.07 |
26,474.62 |
|
S3 |
24,426.72 |
25,011.16 |
26,375.95 |
|
S4 |
23,350.37 |
23,934.81 |
26,079.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,071.33 |
25,994.98 |
1,076.35 |
4.0% |
429.39 |
1.6% |
63% |
False |
False |
|
10 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
409.08 |
1.5% |
74% |
False |
False |
|
20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.9% |
448.00 |
1.7% |
81% |
False |
False |
|
40 |
27,580.21 |
24,294.07 |
3,286.14 |
12.3% |
466.06 |
1.7% |
72% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
451.66 |
1.7% |
81% |
False |
False |
|
80 |
27,580.21 |
20,538.34 |
7,041.87 |
26.4% |
511.40 |
1.9% |
87% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.1% |
652.28 |
2.4% |
90% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.6% |
596.65 |
2.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,609.77 |
2.618 |
27,302.05 |
1.618 |
27,113.50 |
1.000 |
26,996.98 |
0.618 |
26,924.95 |
HIGH |
26,808.43 |
0.618 |
26,736.40 |
0.500 |
26,714.16 |
0.382 |
26,691.91 |
LOW |
26,619.88 |
0.618 |
26,503.36 |
1.000 |
26,431.33 |
1.618 |
26,314.81 |
2.618 |
26,126.26 |
4.250 |
25,818.54 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,714.16 |
26,830.67 |
PP |
26,700.09 |
26,777.76 |
S1 |
26,686.02 |
26,724.86 |
|