| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
26,541 |
26,625 |
84 |
0.3% |
26,025 |
| High |
26,655 |
26,925 |
270 |
1.0% |
27,063 |
| Low |
26,329 |
26,590 |
261 |
1.0% |
25,874 |
| Close |
26,633 |
26,726 |
93 |
0.3% |
26,520 |
| Range |
326 |
335 |
9 |
2.8% |
1,189 |
| ATR |
599 |
580 |
-19 |
-3.1% |
0 |
| Volume |
168,308 |
173,817 |
5,509 |
3.3% |
1,154,530 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,752 |
27,574 |
26,910 |
|
| R3 |
27,417 |
27,239 |
26,818 |
|
| R2 |
27,082 |
27,082 |
26,788 |
|
| R1 |
26,904 |
26,904 |
26,757 |
26,993 |
| PP |
26,747 |
26,747 |
26,747 |
26,792 |
| S1 |
26,569 |
26,569 |
26,695 |
26,658 |
| S2 |
26,412 |
26,412 |
26,665 |
|
| S3 |
26,077 |
26,234 |
26,634 |
|
| S4 |
25,742 |
25,899 |
26,542 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,053 |
29,475 |
27,174 |
|
| R3 |
28,864 |
28,286 |
26,847 |
|
| R2 |
27,675 |
27,675 |
26,738 |
|
| R1 |
27,097 |
27,097 |
26,629 |
27,386 |
| PP |
26,486 |
26,486 |
26,486 |
26,630 |
| S1 |
25,908 |
25,908 |
26,411 |
26,197 |
| S2 |
25,297 |
25,297 |
26,302 |
|
| S3 |
24,108 |
24,719 |
26,193 |
|
| S4 |
22,919 |
23,530 |
25,866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,063 |
26,329 |
734 |
2.7% |
354 |
1.3% |
54% |
False |
False |
187,021 |
| 10 |
27,063 |
25,293 |
1,770 |
6.6% |
476 |
1.8% |
81% |
False |
False |
217,588 |
| 20 |
27,063 |
24,743 |
2,320 |
8.7% |
582 |
2.2% |
85% |
False |
False |
223,846 |
| 40 |
27,491 |
24,313 |
3,178 |
11.9% |
656 |
2.5% |
76% |
False |
False |
154,963 |
| 60 |
27,491 |
22,629 |
4,862 |
18.2% |
627 |
2.3% |
84% |
False |
False |
103,358 |
| 80 |
27,491 |
20,466 |
7,025 |
26.3% |
684 |
2.6% |
89% |
False |
False |
77,570 |
| 100 |
27,491 |
17,992 |
9,499 |
35.5% |
870 |
3.3% |
92% |
False |
False |
62,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,349 |
|
2.618 |
27,802 |
|
1.618 |
27,467 |
|
1.000 |
27,260 |
|
0.618 |
27,132 |
|
HIGH |
26,925 |
|
0.618 |
26,797 |
|
0.500 |
26,758 |
|
0.382 |
26,718 |
|
LOW |
26,590 |
|
0.618 |
26,383 |
|
1.000 |
26,255 |
|
1.618 |
26,048 |
|
2.618 |
25,713 |
|
4.250 |
25,166 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,758 |
26,693 |
| PP |
26,747 |
26,660 |
| S1 |
26,737 |
26,627 |
|