Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,388.44 |
26,367.42 |
-21.02 |
-0.1% |
26,660.29 |
High |
26,602.45 |
26,374.93 |
-227.52 |
-0.9% |
27,035.24 |
Low |
26,375.39 |
25,992.28 |
-383.11 |
-1.5% |
26,402.86 |
Close |
26,539.57 |
26,313.65 |
-225.92 |
-0.9% |
26,469.89 |
Range |
227.06 |
382.65 |
155.59 |
68.5% |
632.38 |
ATR |
396.75 |
407.50 |
10.75 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,374.90 |
27,226.93 |
26,524.11 |
|
R3 |
26,992.25 |
26,844.28 |
26,418.88 |
|
R2 |
26,609.60 |
26,609.60 |
26,383.80 |
|
R1 |
26,461.63 |
26,461.63 |
26,348.73 |
26,344.29 |
PP |
26,226.95 |
26,226.95 |
26,226.95 |
26,168.29 |
S1 |
26,078.98 |
26,078.98 |
26,278.57 |
25,961.64 |
S2 |
25,844.30 |
25,844.30 |
26,243.50 |
|
S3 |
25,461.65 |
25,696.33 |
26,208.42 |
|
S4 |
25,079.00 |
25,313.68 |
26,103.19 |
|
|
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 |
26,625.70 |
25,992.28 |
633.42 |
2.4% |
245.24 |
0.9% |
51% |
False |
True |
|
10 |
27,035.24 |
25,992.28 |
1,042.96 |
4.0% |
258.96 |
1.0% |
31% |
False |
True |
|
20 |
27,071.33 |
25,526.33 |
1,545.00 |
5.9% |
345.91 |
1.3% |
51% |
False |
False |
|
40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.4% |
444.56 |
1.7% |
54% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.2% |
432.54 |
1.6% |
74% |
False |
False |
|
80 |
27,580.21 |
22,634.45 |
4,945.76 |
18.8% |
440.10 |
1.7% |
74% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.6% |
588.72 |
2.2% |
86% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
594.03 |
2.3% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,001.19 |
2.618 |
27,376.71 |
1.618 |
26,994.06 |
1.000 |
26,757.58 |
0.618 |
26,611.41 |
HIGH |
26,374.93 |
0.618 |
26,228.76 |
0.500 |
26,183.61 |
0.382 |
26,138.45 |
LOW |
25,992.28 |
0.618 |
25,755.80 |
1.000 |
25,609.63 |
1.618 |
25,373.15 |
2.618 |
24,990.50 |
4.250 |
24,366.02 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,270.30 |
26,308.22 |
PP |
26,226.95 |
26,302.79 |
S1 |
26,183.61 |
26,297.37 |
|