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 |
1,488.0 |
1,466.4 |
-21.6 |
-1.5% |
1,469.0 |
High |
1,494.7 |
1,483.0 |
-11.7 |
-0.8% |
1,507.5 |
Low |
1,460.3 |
1,456.2 |
-4.1 |
-0.3% |
1,453.7 |
Close |
1,462.4 |
1,481.1 |
18.7 |
1.3% |
1,462.4 |
Range |
34.4 |
26.8 |
-7.6 |
-22.1% |
53.8 |
ATR |
42.9 |
41.8 |
-1.2 |
-2.7% |
0.0 |
Volume |
167,883 |
118,401 |
-49,482 |
-29.5% |
797,476 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.8 |
1,544.3 |
1,495.8 |
|
R3 |
1,527.0 |
1,517.5 |
1,488.5 |
|
R2 |
1,500.2 |
1,500.2 |
1,486.0 |
|
R1 |
1,490.7 |
1,490.7 |
1,483.6 |
1,495.5 |
PP |
1,473.4 |
1,473.4 |
1,473.4 |
1,475.8 |
S1 |
1,463.9 |
1,463.9 |
1,478.6 |
1,468.7 |
S2 |
1,446.6 |
1,446.6 |
1,476.2 |
|
S3 |
1,419.8 |
1,437.1 |
1,473.7 |
|
S4 |
1,393.0 |
1,410.3 |
1,466.4 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.9 |
1,603.0 |
1,492.0 |
|
R3 |
1,582.1 |
1,549.2 |
1,477.2 |
|
R2 |
1,528.3 |
1,528.3 |
1,472.3 |
|
R1 |
1,495.4 |
1,495.4 |
1,467.3 |
1,485.0 |
PP |
1,474.5 |
1,474.5 |
1,474.5 |
1,469.3 |
S1 |
1,441.6 |
1,441.6 |
1,457.5 |
1,431.2 |
S2 |
1,420.7 |
1,420.7 |
1,452.5 |
|
S3 |
1,366.9 |
1,387.8 |
1,447.6 |
|
S4 |
1,313.1 |
1,334.0 |
1,432.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,507.5 |
1,456.2 |
51.3 |
3.5% |
32.0 |
2.2% |
49% |
False |
True |
154,872 |
10 |
1,507.5 |
1,390.3 |
117.2 |
7.9% |
32.0 |
2.2% |
77% |
False |
False |
175,989 |
20 |
1,507.5 |
1,359.6 |
147.9 |
10.0% |
39.1 |
2.6% |
82% |
False |
False |
185,856 |
40 |
1,536.2 |
1,314.5 |
221.7 |
15.0% |
48.9 |
3.3% |
75% |
False |
False |
158,259 |
60 |
1,536.2 |
1,173.1 |
363.1 |
24.5% |
49.3 |
3.3% |
85% |
False |
False |
105,570 |
80 |
1,536.2 |
1,030.4 |
505.8 |
34.2% |
51.1 |
3.4% |
89% |
False |
False |
79,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,596.9 |
2.618 |
1,553.2 |
1.618 |
1,526.4 |
1.000 |
1,509.8 |
0.618 |
1,499.6 |
HIGH |
1,483.0 |
0.618 |
1,472.8 |
0.500 |
1,469.6 |
0.382 |
1,466.4 |
LOW |
1,456.2 |
0.618 |
1,439.6 |
1.000 |
1,429.4 |
1.618 |
1,412.8 |
2.618 |
1,386.0 |
4.250 |
1,342.3 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,477.3 |
1,481.9 |
PP |
1,473.4 |
1,481.6 |
S1 |
1,469.6 |
1,481.4 |
|