| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
25,690.35 |
26,225.07 |
534.72 |
2.1% |
25,996.08 |
| High |
26,101.32 |
26,639.09 |
537.77 |
2.1% |
26,297.53 |
| Low |
25,637.50 |
26,044.23 |
406.73 |
1.6% |
25,526.33 |
| Close |
26,075.30 |
26,085.80 |
10.50 |
0.0% |
26,075.30 |
| Range |
463.82 |
594.86 |
131.04 |
28.3% |
771.20 |
| ATR |
536.50 |
540.67 |
4.17 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,040.95 |
27,658.24 |
26,412.97 |
|
| R3 |
27,446.09 |
27,063.38 |
26,249.39 |
|
| R2 |
26,851.23 |
26,851.23 |
26,194.86 |
|
| R1 |
26,468.52 |
26,468.52 |
26,140.33 |
26,362.45 |
| PP |
26,256.37 |
26,256.37 |
26,256.37 |
26,203.34 |
| S1 |
25,873.66 |
25,873.66 |
26,031.27 |
25,767.59 |
| S2 |
25,661.51 |
25,661.51 |
25,976.74 |
|
| S3 |
25,066.65 |
25,278.80 |
25,922.21 |
|
| S4 |
24,471.79 |
24,683.94 |
25,758.63 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,279.99 |
27,948.84 |
26,499.46 |
|
| R3 |
27,508.79 |
27,177.64 |
26,287.38 |
|
| R2 |
26,737.59 |
26,737.59 |
26,216.69 |
|
| R1 |
26,406.44 |
26,406.44 |
26,145.99 |
26,572.02 |
| PP |
25,966.39 |
25,966.39 |
25,966.39 |
26,049.17 |
| S1 |
25,635.24 |
25,635.24 |
26,004.61 |
25,800.82 |
| S2 |
25,195.19 |
25,195.19 |
25,933.91 |
|
| S3 |
24,423.99 |
24,864.04 |
25,863.22 |
|
| S4 |
23,652.79 |
24,092.84 |
25,651.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,639.09 |
25,526.33 |
1,112.76 |
4.3% |
447.44 |
1.7% |
50% |
True |
False |
|
| 10 |
26,639.09 |
25,096.16 |
1,542.93 |
5.9% |
420.59 |
1.6% |
64% |
True |
False |
|
| 20 |
26,639.09 |
24,843.18 |
1,795.91 |
6.9% |
493.30 |
1.9% |
69% |
True |
False |
|
| 40 |
27,580.21 |
23,354.15 |
4,226.06 |
16.2% |
467.59 |
1.8% |
65% |
False |
False |
|
| 60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.4% |
452.88 |
1.7% |
69% |
False |
False |
|
| 80 |
27,580.21 |
18,213.65 |
9,366.56 |
35.9% |
550.51 |
2.1% |
84% |
False |
False |
|
| 100 |
29,368.45 |
18,213.65 |
11,154.80 |
42.8% |
659.67 |
2.5% |
71% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.5% |
592.38 |
2.3% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,167.25 |
|
2.618 |
28,196.43 |
|
1.618 |
27,601.57 |
|
1.000 |
27,233.95 |
|
0.618 |
27,006.71 |
|
HIGH |
26,639.09 |
|
0.618 |
26,411.85 |
|
0.500 |
26,341.66 |
|
0.382 |
26,271.47 |
|
LOW |
26,044.23 |
|
0.618 |
25,676.61 |
|
1.000 |
25,449.37 |
|
1.618 |
25,081.75 |
|
2.618 |
24,486.89 |
|
4.250 |
23,516.08 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,341.66 |
26,084.77 |
| PP |
26,256.37 |
26,083.74 |
| S1 |
26,171.09 |
26,082.71 |
|