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 |
9,590.67 |
9,628.27 |
37.60 |
0.4% |
9,157.87 |
High |
9,633.15 |
10,905.53 |
1,272.38 |
13.2% |
9,665.85 |
Low |
9,478.59 |
9,534.71 |
56.12 |
0.6% |
9,113.49 |
Close |
9,628.28 |
10,879.59 |
1,251.31 |
13.0% |
9,628.28 |
Range |
154.56 |
1,370.82 |
1,216.26 |
786.9% |
552.36 |
ATR |
238.65 |
319.52 |
80.87 |
33.9% |
0.00 |
Volume |
23,946 |
124,763 |
100,817 |
421.0% |
156,045 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,552.40 |
14,086.82 |
11,633.54 |
|
R3 |
13,181.58 |
12,716.00 |
11,256.57 |
|
R2 |
11,810.76 |
11,810.76 |
11,130.91 |
|
R1 |
11,345.18 |
11,345.18 |
11,005.25 |
11,577.97 |
PP |
10,439.94 |
10,439.94 |
10,439.94 |
10,556.34 |
S1 |
9,974.36 |
9,974.36 |
10,753.93 |
10,207.15 |
S2 |
9,069.12 |
9,069.12 |
10,628.27 |
|
S3 |
7,698.30 |
8,603.54 |
10,502.61 |
|
S4 |
6,327.48 |
7,232.72 |
10,125.64 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,126.29 |
10,929.64 |
9,932.08 |
|
R3 |
10,573.93 |
10,377.28 |
9,780.18 |
|
R2 |
10,021.57 |
10,021.57 |
9,729.55 |
|
R1 |
9,824.92 |
9,824.92 |
9,678.91 |
9,923.25 |
PP |
9,469.21 |
9,469.21 |
9,469.21 |
9,518.37 |
S1 |
9,272.56 |
9,272.56 |
9,577.65 |
9,370.89 |
S2 |
8,916.85 |
8,916.85 |
9,527.01 |
|
S3 |
8,364.49 |
8,720.20 |
9,476.38 |
|
S4 |
7,812.13 |
8,167.84 |
9,324.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,905.53 |
9,155.59 |
1,749.94 |
16.1% |
440.83 |
4.1% |
99% |
True |
False |
53,054 |
10 |
10,905.53 |
9,037.31 |
1,868.22 |
17.2% |
288.55 |
2.7% |
99% |
True |
False |
36,170 |
20 |
10,905.53 |
8,934.94 |
1,970.59 |
18.1% |
254.13 |
2.3% |
99% |
True |
False |
29,378 |
40 |
10,905.53 |
8,848.18 |
2,057.35 |
18.9% |
314.90 |
2.9% |
99% |
True |
False |
37,199 |
60 |
10,905.53 |
8,201.24 |
2,704.29 |
24.9% |
401.70 |
3.7% |
99% |
True |
False |
47,204 |
80 |
10,905.53 |
6,485.16 |
4,420.37 |
40.6% |
416.37 |
3.8% |
99% |
True |
False |
50,705 |
100 |
10,905.53 |
3,925.27 |
6,980.26 |
64.2% |
493.70 |
4.5% |
100% |
True |
False |
65,214 |
120 |
10,905.53 |
3,925.27 |
6,980.26 |
64.2% |
497.52 |
4.6% |
100% |
True |
False |
60,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,731.52 |
2.618 |
14,494.34 |
1.618 |
13,123.52 |
1.000 |
12,276.35 |
0.618 |
11,752.70 |
HIGH |
10,905.53 |
0.618 |
10,381.88 |
0.500 |
10,220.12 |
0.382 |
10,058.36 |
LOW |
9,534.71 |
0.618 |
8,687.54 |
1.000 |
8,163.89 |
1.618 |
7,316.72 |
2.618 |
5,945.90 |
4.250 |
3,708.73 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,659.77 |
10,632.35 |
PP |
10,439.94 |
10,385.10 |
S1 |
10,220.12 |
10,137.86 |
|