Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
11.3025 |
11.3506 |
0.0481 |
0.4% |
10.6204 |
High |
11.7076 |
11.5196 |
-0.1880 |
-1.6% |
11.7076 |
Low |
11.2524 |
11.0188 |
-0.2336 |
-2.1% |
10.3336 |
Close |
11.3506 |
11.1876 |
-0.1630 |
-1.4% |
11.1876 |
Range |
0.4552 |
0.5008 |
0.0456 |
10.0% |
1.3740 |
ATR |
0.6041 |
0.5968 |
-0.0074 |
-1.2% |
0.0000 |
Volume |
443,956 |
364,278 |
-79,678 |
-17.9% |
2,043,870 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.7444 |
12.4668 |
11.4630 |
|
R3 |
12.2436 |
11.9660 |
11.3253 |
|
R2 |
11.7428 |
11.7428 |
11.2794 |
|
R1 |
11.4652 |
11.4652 |
11.2335 |
11.3536 |
PP |
11.2420 |
11.2420 |
11.2420 |
11.1862 |
S1 |
10.9644 |
10.9644 |
11.1417 |
10.8528 |
S2 |
10.7412 |
10.7412 |
11.0958 |
|
S3 |
10.2404 |
10.4636 |
11.0499 |
|
S4 |
9.7396 |
9.9628 |
10.9122 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.1983 |
14.5669 |
11.9433 |
|
R3 |
13.8243 |
13.1929 |
11.5655 |
|
R2 |
12.4503 |
12.4503 |
11.4395 |
|
R1 |
11.8189 |
11.8189 |
11.3136 |
12.1346 |
PP |
11.0763 |
11.0763 |
11.0763 |
11.2341 |
S1 |
10.4449 |
10.4449 |
11.0617 |
10.7606 |
S2 |
9.7023 |
9.7023 |
10.9357 |
|
S3 |
8.3283 |
9.0709 |
10.8098 |
|
S4 |
6.9543 |
7.6969 |
10.4319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.7076 |
10.3336 |
1.3740 |
12.3% |
0.5606 |
5.0% |
62% |
False |
False |
408,774 |
10 |
11.7076 |
10.3117 |
1.3959 |
12.5% |
0.5693 |
5.1% |
63% |
False |
False |
445,395 |
20 |
11.7076 |
9.3309 |
2.3767 |
21.2% |
0.5710 |
5.1% |
78% |
False |
False |
430,226 |
40 |
13.1493 |
9.3309 |
3.8184 |
34.1% |
0.6888 |
6.2% |
49% |
False |
False |
508,182 |
60 |
13.1493 |
8.6093 |
4.5400 |
40.6% |
0.6958 |
6.2% |
57% |
False |
False |
509,845 |
80 |
13.1493 |
6.8303 |
6.3190 |
56.5% |
0.6656 |
5.9% |
69% |
False |
False |
496,445 |
100 |
13.1493 |
4.0141 |
9.1352 |
81.7% |
0.7423 |
6.6% |
79% |
False |
False |
508,783 |
120 |
16.7241 |
4.0141 |
12.7100 |
113.6% |
0.8355 |
7.5% |
56% |
False |
False |
614,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.6480 |
2.618 |
12.8307 |
1.618 |
12.3299 |
1.000 |
12.0204 |
0.618 |
11.8291 |
HIGH |
11.5196 |
0.618 |
11.3283 |
0.500 |
11.2692 |
0.382 |
11.2101 |
LOW |
11.0188 |
0.618 |
10.7093 |
1.000 |
10.5180 |
1.618 |
10.2085 |
2.618 |
9.7077 |
4.250 |
8.8904 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
11.2692 |
11.3632 |
PP |
11.2420 |
11.3047 |
S1 |
11.2148 |
11.2461 |
|