Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,533.41 |
26,447.67 |
-85.74 |
-0.3% |
26,660.29 |
High |
26,625.70 |
26,625.46 |
-0.24 |
0.0% |
27,035.24 |
Low |
26,402.86 |
26,426.92 |
24.06 |
0.1% |
26,402.86 |
Close |
26,469.89 |
26,584.77 |
114.88 |
0.4% |
26,469.89 |
Range |
222.84 |
198.54 |
-24.30 |
-10.9% |
632.38 |
ATR |
441.52 |
424.16 |
-17.36 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,141.34 |
27,061.59 |
26,693.97 |
|
R3 |
26,942.80 |
26,863.05 |
26,639.37 |
|
R2 |
26,744.26 |
26,744.26 |
26,621.17 |
|
R1 |
26,664.51 |
26,664.51 |
26,602.97 |
26,704.39 |
PP |
26,545.72 |
26,545.72 |
26,545.72 |
26,565.65 |
S1 |
26,465.97 |
26,465.97 |
26,566.57 |
26,505.85 |
S2 |
26,347.18 |
26,347.18 |
26,548.37 |
|
S3 |
26,148.64 |
26,267.43 |
26,530.17 |
|
S4 |
25,950.10 |
26,068.89 |
26,475.57 |
|
|
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% |
267.08 |
1.0% |
29% |
False |
False |
|
10 |
27,071.33 |
25,994.98 |
1,076.35 |
4.0% |
314.83 |
1.2% |
55% |
False |
False |
|
20 |
27,071.33 |
25,096.16 |
1,975.17 |
7.4% |
367.71 |
1.4% |
75% |
False |
False |
|
40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.3% |
447.90 |
1.7% |
64% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.0% |
438.87 |
1.7% |
79% |
False |
False |
|
80 |
27,580.21 |
20,735.02 |
6,845.19 |
25.7% |
460.25 |
1.7% |
85% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.2% |
608.48 |
2.3% |
89% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
42.7% |
593.15 |
2.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,469.26 |
2.618 |
27,145.24 |
1.618 |
26,946.70 |
1.000 |
26,824.00 |
0.618 |
26,748.16 |
HIGH |
26,625.46 |
0.618 |
26,549.62 |
0.500 |
26,526.19 |
0.382 |
26,502.76 |
LOW |
26,426.92 |
0.618 |
26,304.22 |
1.000 |
26,228.38 |
1.618 |
26,105.68 |
2.618 |
25,907.14 |
4.250 |
25,583.13 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,565.24 |
26,688.36 |
PP |
26,545.72 |
26,653.83 |
S1 |
26,526.19 |
26,619.30 |
|