Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,660.29 |
26,833.14 |
172.85 |
0.6% |
26,225.07 |
High |
26,765.02 |
27,025.38 |
260.36 |
1.0% |
27,071.33 |
Low |
26,504.20 |
26,766.22 |
262.02 |
1.0% |
25,994.98 |
Close |
26,680.87 |
26,840.40 |
159.53 |
0.6% |
26,671.95 |
Range |
260.82 |
259.16 |
-1.66 |
-0.6% |
1,076.35 |
ATR |
483.66 |
473.72 |
-9.94 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,654.81 |
27,506.77 |
26,982.94 |
|
R3 |
27,395.65 |
27,247.61 |
26,911.67 |
|
R2 |
27,136.49 |
27,136.49 |
26,887.91 |
|
R1 |
26,988.45 |
26,988.45 |
26,864.16 |
27,062.47 |
PP |
26,877.33 |
26,877.33 |
26,877.33 |
26,914.35 |
S1 |
26,729.29 |
26,729.29 |
26,816.64 |
26,803.31 |
S2 |
26,618.17 |
26,618.17 |
26,792.89 |
|
S3 |
26,359.01 |
26,470.13 |
26,769.13 |
|
S4 |
26,099.85 |
26,210.97 |
26,697.86 |
|
|
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 |
26,504.20 |
567.13 |
2.1% |
275.31 |
1.0% |
59% |
False |
False |
|
10 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
400.09 |
1.5% |
85% |
False |
False |
|
20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.8% |
419.80 |
1.6% |
89% |
False |
False |
|
40 |
27,580.21 |
24,781.84 |
2,798.37 |
10.4% |
465.68 |
1.7% |
74% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
17.8% |
446.89 |
1.7% |
85% |
False |
False |
|
80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.5% |
484.78 |
1.8% |
89% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
34.9% |
640.74 |
2.4% |
92% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.3% |
597.12 |
2.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,126.81 |
2.618 |
27,703.86 |
1.618 |
27,444.70 |
1.000 |
27,284.54 |
0.618 |
27,185.54 |
HIGH |
27,025.38 |
0.618 |
26,926.38 |
0.500 |
26,895.80 |
0.382 |
26,865.22 |
LOW |
26,766.22 |
0.618 |
26,606.06 |
1.000 |
26,507.06 |
1.618 |
26,346.90 |
2.618 |
26,087.74 |
4.250 |
25,664.79 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,895.80 |
26,815.20 |
PP |
26,877.33 |
26,789.99 |
S1 |
26,858.87 |
26,764.79 |
|