Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,774.62 |
26,660.29 |
-114.33 |
-0.4% |
26,225.07 |
High |
26,808.43 |
26,765.02 |
-43.41 |
-0.2% |
27,071.33 |
Low |
26,619.88 |
26,504.20 |
-115.68 |
-0.4% |
25,994.98 |
Close |
26,671.95 |
26,680.87 |
8.92 |
0.0% |
26,671.95 |
Range |
188.55 |
260.82 |
72.27 |
38.3% |
1,076.35 |
ATR |
500.80 |
483.66 |
-17.14 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,432.49 |
27,317.50 |
26,824.32 |
|
R3 |
27,171.67 |
27,056.68 |
26,752.60 |
|
R2 |
26,910.85 |
26,910.85 |
26,728.69 |
|
R1 |
26,795.86 |
26,795.86 |
26,704.78 |
26,853.36 |
PP |
26,650.03 |
26,650.03 |
26,650.03 |
26,678.78 |
S1 |
26,535.04 |
26,535.04 |
26,656.96 |
26,592.54 |
S2 |
26,389.21 |
26,389.21 |
26,633.05 |
|
S3 |
26,128.39 |
26,274.22 |
26,609.14 |
|
S4 |
25,867.57 |
26,013.40 |
26,537.42 |
|
|
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% |
362.58 |
1.4% |
64% |
False |
False |
|
10 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
405.01 |
1.5% |
75% |
False |
False |
|
20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.9% |
426.45 |
1.6% |
81% |
False |
False |
|
40 |
27,580.21 |
24,294.07 |
3,286.14 |
12.3% |
463.89 |
1.7% |
73% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
449.38 |
1.7% |
81% |
False |
False |
|
80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.7% |
496.14 |
1.9% |
87% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.1% |
648.37 |
2.4% |
90% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.6% |
596.76 |
2.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,873.51 |
2.618 |
27,447.85 |
1.618 |
27,187.03 |
1.000 |
27,025.84 |
0.618 |
26,926.21 |
HIGH |
26,765.02 |
0.618 |
26,665.39 |
0.500 |
26,634.61 |
0.382 |
26,603.83 |
LOW |
26,504.20 |
0.618 |
26,343.01 |
1.000 |
26,243.38 |
1.618 |
26,082.19 |
2.618 |
25,821.37 |
4.250 |
25,395.72 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,665.45 |
26,691.68 |
PP |
26,650.03 |
26,688.08 |
S1 |
26,634.61 |
26,684.47 |
|