Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,955.97 |
26,533.41 |
-422.56 |
-1.6% |
26,660.29 |
High |
26,973.85 |
26,625.70 |
-348.15 |
-1.3% |
27,035.24 |
Low |
26,560.04 |
26,402.86 |
-157.18 |
-0.6% |
26,402.86 |
Close |
26,652.33 |
26,469.89 |
-182.44 |
-0.7% |
26,469.89 |
Range |
413.81 |
222.84 |
-190.97 |
-46.1% |
632.38 |
ATR |
456.29 |
441.52 |
-14.77 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,168.00 |
27,041.79 |
26,592.45 |
|
R3 |
26,945.16 |
26,818.95 |
26,531.17 |
|
R2 |
26,722.32 |
26,722.32 |
26,510.74 |
|
R1 |
26,596.11 |
26,596.11 |
26,490.32 |
26,547.80 |
PP |
26,499.48 |
26,499.48 |
26,499.48 |
26,475.33 |
S1 |
26,373.27 |
26,373.27 |
26,449.46 |
26,324.96 |
S2 |
26,276.64 |
26,276.64 |
26,429.04 |
|
S3 |
26,053.80 |
26,150.43 |
26,408.61 |
|
S4 |
25,830.96 |
25,927.59 |
26,347.33 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,533.14 |
28,133.89 |
26,817.70 |
|
R3 |
27,900.76 |
27,501.51 |
26,643.79 |
|
R2 |
27,268.38 |
27,268.38 |
26,585.83 |
|
R1 |
26,869.13 |
26,869.13 |
26,527.86 |
26,752.57 |
PP |
26,636.00 |
26,636.00 |
26,636.00 |
26,577.71 |
S1 |
26,236.75 |
26,236.75 |
26,411.92 |
26,120.19 |
S2 |
26,003.62 |
26,003.62 |
26,353.95 |
|
S3 |
25,371.24 |
25,604.37 |
26,295.99 |
|
S4 |
24,738.86 |
24,971.99 |
26,122.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,035.24 |
26,402.86 |
632.38 |
2.4% |
279.54 |
1.1% |
11% |
False |
True |
|
10 |
27,071.33 |
25,994.98 |
1,076.35 |
4.1% |
354.46 |
1.3% |
44% |
False |
False |
|
20 |
27,071.33 |
24,971.03 |
2,100.30 |
7.9% |
391.32 |
1.5% |
71% |
False |
False |
|
40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.3% |
454.21 |
1.7% |
59% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.1% |
442.21 |
1.7% |
77% |
False |
False |
|
80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.9% |
466.56 |
1.8% |
84% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.4% |
614.58 |
2.3% |
88% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.9% |
593.23 |
2.2% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,572.77 |
2.618 |
27,209.10 |
1.618 |
26,986.26 |
1.000 |
26,848.54 |
0.618 |
26,763.42 |
HIGH |
26,625.70 |
0.618 |
26,540.58 |
0.500 |
26,514.28 |
0.382 |
26,487.98 |
LOW |
26,402.86 |
0.618 |
26,265.14 |
1.000 |
26,180.02 |
1.618 |
26,042.30 |
2.618 |
25,819.46 |
4.250 |
25,455.79 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,514.28 |
26,719.05 |
PP |
26,499.48 |
26,636.00 |
S1 |
26,484.69 |
26,552.94 |
|