| 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 |
26,885 |
26,548 |
-337 |
-1.3% |
26,541 |
| High |
27,057 |
26,615 |
-442 |
-1.6% |
27,057 |
| Low |
26,449 |
26,290 |
-159 |
-0.6% |
26,290 |
| Close |
26,543 |
26,322 |
-221 |
-0.8% |
26,322 |
| Range |
608 |
325 |
-283 |
-46.5% |
767 |
| ATR |
570 |
553 |
-18 |
-3.1% |
0 |
| Volume |
193,084 |
179,326 |
-13,758 |
-7.1% |
877,534 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,384 |
27,178 |
26,501 |
|
| R3 |
27,059 |
26,853 |
26,412 |
|
| R2 |
26,734 |
26,734 |
26,382 |
|
| R1 |
26,528 |
26,528 |
26,352 |
26,469 |
| PP |
26,409 |
26,409 |
26,409 |
26,379 |
| S1 |
26,203 |
26,203 |
26,292 |
26,144 |
| S2 |
26,084 |
26,084 |
26,263 |
|
| S3 |
25,759 |
25,878 |
26,233 |
|
| S4 |
25,434 |
25,553 |
26,143 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,857 |
28,357 |
26,744 |
|
| R3 |
28,090 |
27,590 |
26,533 |
|
| R2 |
27,323 |
27,323 |
26,463 |
|
| R1 |
26,823 |
26,823 |
26,392 |
26,690 |
| PP |
26,556 |
26,556 |
26,556 |
26,490 |
| S1 |
26,056 |
26,056 |
26,252 |
25,923 |
| S2 |
25,789 |
25,789 |
26,182 |
|
| S3 |
25,022 |
25,289 |
26,111 |
|
| S4 |
24,255 |
24,522 |
25,900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,057 |
26,290 |
767 |
2.9% |
399 |
1.5% |
4% |
False |
True |
175,506 |
| 10 |
27,063 |
25,874 |
1,189 |
4.5% |
442 |
1.7% |
38% |
False |
False |
203,206 |
| 20 |
27,063 |
24,743 |
2,320 |
8.8% |
528 |
2.0% |
68% |
False |
False |
213,384 |
| 40 |
27,491 |
24,409 |
3,082 |
11.7% |
644 |
2.4% |
62% |
False |
False |
168,321 |
| 60 |
27,491 |
22,629 |
4,862 |
18.5% |
620 |
2.4% |
76% |
False |
False |
112,276 |
| 80 |
27,491 |
20,466 |
7,025 |
26.7% |
660 |
2.5% |
83% |
False |
False |
84,251 |
| 100 |
27,491 |
17,992 |
9,499 |
36.1% |
844 |
3.2% |
88% |
False |
False |
67,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,996 |
|
2.618 |
27,466 |
|
1.618 |
27,141 |
|
1.000 |
26,940 |
|
0.618 |
26,816 |
|
HIGH |
26,615 |
|
0.618 |
26,491 |
|
0.500 |
26,453 |
|
0.382 |
26,414 |
|
LOW |
26,290 |
|
0.618 |
26,089 |
|
1.000 |
25,965 |
|
1.618 |
25,764 |
|
2.618 |
25,439 |
|
4.250 |
24,909 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,453 |
26,674 |
| PP |
26,409 |
26,556 |
| S1 |
26,366 |
26,439 |
|