| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,105.92 |
3,143.64 |
37.72 |
1.2% |
3,094.42 |
| High |
3,128.44 |
3,165.81 |
37.37 |
1.2% |
3,154.90 |
| Low |
3,101.17 |
3,124.52 |
23.35 |
0.8% |
3,004.63 |
| Close |
3,115.86 |
3,130.01 |
14.15 |
0.5% |
3,009.05 |
| Range |
27.27 |
41.29 |
14.02 |
51.4% |
150.27 |
| ATR |
62.85 |
61.93 |
-0.92 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.98 |
3,238.29 |
3,152.72 |
|
| R3 |
3,222.69 |
3,197.00 |
3,141.36 |
|
| R2 |
3,181.40 |
3,181.40 |
3,137.58 |
|
| R1 |
3,155.71 |
3,155.71 |
3,133.79 |
3,147.91 |
| PP |
3,140.11 |
3,140.11 |
3,140.11 |
3,136.22 |
| S1 |
3,114.42 |
3,114.42 |
3,126.23 |
3,106.62 |
| S2 |
3,098.82 |
3,098.82 |
3,122.44 |
|
| S3 |
3,057.53 |
3,073.13 |
3,118.66 |
|
| S4 |
3,016.24 |
3,031.84 |
3,107.30 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,507.00 |
3,408.30 |
3,091.70 |
|
| R3 |
3,356.73 |
3,258.03 |
3,050.37 |
|
| R2 |
3,206.46 |
3,206.46 |
3,036.60 |
|
| R1 |
3,107.76 |
3,107.76 |
3,022.82 |
3,081.98 |
| PP |
3,056.19 |
3,056.19 |
3,056.19 |
3,043.30 |
| S1 |
2,957.49 |
2,957.49 |
2,995.28 |
2,931.71 |
| S2 |
2,905.92 |
2,905.92 |
2,981.50 |
|
| S3 |
2,755.65 |
2,807.22 |
2,967.73 |
|
| S4 |
2,605.38 |
2,656.95 |
2,926.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,165.81 |
2,999.74 |
166.07 |
5.3% |
51.10 |
1.6% |
78% |
True |
False |
|
| 10 |
3,165.81 |
2,999.74 |
166.07 |
5.3% |
54.11 |
1.7% |
78% |
True |
False |
|
| 20 |
3,233.13 |
2,965.66 |
267.47 |
8.5% |
58.71 |
1.9% |
61% |
False |
False |
|
| 40 |
3,233.13 |
2,766.64 |
466.49 |
14.9% |
51.84 |
1.7% |
78% |
False |
False |
|
| 60 |
3,233.13 |
2,663.30 |
569.83 |
18.2% |
51.04 |
1.6% |
82% |
False |
False |
|
| 80 |
3,233.13 |
2,191.86 |
1,041.27 |
33.3% |
70.31 |
2.2% |
90% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
38.4% |
71.28 |
2.3% |
78% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
38.4% |
63.79 |
2.0% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,341.29 |
|
2.618 |
3,273.91 |
|
1.618 |
3,232.62 |
|
1.000 |
3,207.10 |
|
0.618 |
3,191.33 |
|
HIGH |
3,165.81 |
|
0.618 |
3,150.04 |
|
0.500 |
3,145.17 |
|
0.382 |
3,140.29 |
|
LOW |
3,124.52 |
|
0.618 |
3,099.00 |
|
1.000 |
3,083.23 |
|
1.618 |
3,057.71 |
|
2.618 |
3,016.42 |
|
4.250 |
2,949.04 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,145.17 |
3,122.28 |
| PP |
3,140.11 |
3,114.55 |
| S1 |
3,135.06 |
3,106.82 |
|