Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,447.67 |
26,529.45 |
81.78 |
0.3% |
26,660.29 |
High |
26,625.46 |
26,556.84 |
-68.62 |
-0.3% |
27,035.24 |
Low |
26,426.92 |
26,361.71 |
-65.21 |
-0.2% |
26,402.86 |
Close |
26,584.77 |
26,379.28 |
-205.49 |
-0.8% |
26,469.89 |
Range |
198.54 |
195.13 |
-3.41 |
-1.7% |
632.38 |
ATR |
424.16 |
409.80 |
-14.36 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,018.00 |
26,893.77 |
26,486.60 |
|
R3 |
26,822.87 |
26,698.64 |
26,432.94 |
|
R2 |
26,627.74 |
26,627.74 |
26,415.05 |
|
R1 |
26,503.51 |
26,503.51 |
26,397.17 |
26,468.06 |
PP |
26,432.61 |
26,432.61 |
26,432.61 |
26,414.89 |
S1 |
26,308.38 |
26,308.38 |
26,361.39 |
26,272.93 |
S2 |
26,237.48 |
26,237.48 |
26,343.51 |
|
S3 |
26,042.35 |
26,113.25 |
26,325.62 |
|
S4 |
25,847.22 |
25,918.12 |
26,271.96 |
|
|
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 |
26,361.71 |
673.53 |
2.6% |
254.27 |
1.0% |
3% |
False |
True |
|
10 |
27,071.33 |
26,361.71 |
709.62 |
2.7% |
264.79 |
1.0% |
2% |
False |
True |
|
20 |
27,071.33 |
25,475.14 |
1,596.19 |
6.1% |
352.22 |
1.3% |
57% |
False |
False |
|
40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.4% |
445.57 |
1.7% |
56% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.2% |
434.20 |
1.6% |
75% |
False |
False |
|
80 |
27,580.21 |
20,863.09 |
6,717.12 |
25.5% |
453.41 |
1.7% |
82% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.5% |
603.14 |
2.3% |
87% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.0% |
592.21 |
2.2% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,386.14 |
2.618 |
27,067.69 |
1.618 |
26,872.56 |
1.000 |
26,751.97 |
0.618 |
26,677.43 |
HIGH |
26,556.84 |
0.618 |
26,482.30 |
0.500 |
26,459.28 |
0.382 |
26,436.25 |
LOW |
26,361.71 |
0.618 |
26,241.12 |
1.000 |
26,166.58 |
1.618 |
26,045.99 |
2.618 |
25,850.86 |
4.250 |
25,532.41 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,459.28 |
26,493.71 |
PP |
26,432.61 |
26,455.56 |
S1 |
26,405.95 |
26,417.42 |
|