Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
26,367.42 |
26,409.33 |
41.91 |
0.2% |
26,447.67 |
High |
26,374.93 |
26,430.67 |
55.74 |
0.2% |
26,625.46 |
Low |
25,992.28 |
26,013.59 |
21.31 |
0.1% |
25,992.28 |
Close |
26,313.65 |
26,428.32 |
114.67 |
0.4% |
26,428.32 |
Range |
382.65 |
417.08 |
34.43 |
9.0% |
633.18 |
ATR |
407.50 |
408.18 |
0.68 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,542.10 |
27,402.29 |
26,657.71 |
|
R3 |
27,125.02 |
26,985.21 |
26,543.02 |
|
R2 |
26,707.94 |
26,707.94 |
26,504.78 |
|
R1 |
26,568.13 |
26,568.13 |
26,466.55 |
26,638.04 |
PP |
26,290.86 |
26,290.86 |
26,290.86 |
26,325.81 |
S1 |
26,151.05 |
26,151.05 |
26,390.09 |
26,220.96 |
S2 |
25,873.78 |
25,873.78 |
26,351.86 |
|
S3 |
25,456.70 |
25,733.97 |
26,313.62 |
|
S4 |
25,039.62 |
25,316.89 |
26,198.93 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,248.23 |
27,971.45 |
26,776.57 |
|
R3 |
27,615.05 |
27,338.27 |
26,602.44 |
|
R2 |
26,981.87 |
26,981.87 |
26,544.40 |
|
R1 |
26,705.09 |
26,705.09 |
26,486.36 |
26,526.89 |
PP |
26,348.69 |
26,348.69 |
26,348.69 |
26,259.59 |
S1 |
26,071.91 |
26,071.91 |
26,370.28 |
25,893.71 |
S2 |
25,715.51 |
25,715.51 |
26,312.24 |
|
S3 |
25,082.33 |
25,438.73 |
26,254.20 |
|
S4 |
24,449.15 |
24,805.55 |
26,080.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,625.46 |
25,992.28 |
633.18 |
2.4% |
284.09 |
1.1% |
69% |
False |
False |
|
10 |
27,035.24 |
25,992.28 |
1,042.96 |
3.9% |
281.81 |
1.1% |
42% |
False |
False |
|
20 |
27,071.33 |
25,526.33 |
1,545.00 |
5.8% |
345.45 |
1.3% |
58% |
False |
False |
|
40 |
27,580.21 |
24,843.18 |
2,737.03 |
10.4% |
447.44 |
1.7% |
58% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.1% |
432.93 |
1.6% |
76% |
False |
False |
|
80 |
27,580.21 |
22,682.99 |
4,897.22 |
18.5% |
433.03 |
1.6% |
76% |
False |
False |
|
100 |
27,580.21 |
18,213.65 |
9,366.56 |
35.4% |
579.59 |
2.2% |
88% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.0% |
595.15 |
2.3% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,203.26 |
2.618 |
27,522.59 |
1.618 |
27,105.51 |
1.000 |
26,847.75 |
0.618 |
26,688.43 |
HIGH |
26,430.67 |
0.618 |
26,271.35 |
0.500 |
26,222.13 |
0.382 |
26,172.91 |
LOW |
26,013.59 |
0.618 |
25,755.83 |
1.000 |
25,596.51 |
1.618 |
25,338.75 |
2.618 |
24,921.67 |
4.250 |
24,241.00 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,359.59 |
26,384.67 |
PP |
26,290.86 |
26,341.02 |
S1 |
26,222.13 |
26,297.37 |
|