| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,166.44 |
3,153.07 |
-13.37 |
-0.4% |
3,018.59 |
| High |
3,184.15 |
3,171.80 |
-12.35 |
-0.4% |
3,165.81 |
| Low |
3,142.93 |
3,136.53 |
-6.40 |
-0.2% |
2,999.74 |
| Close |
3,145.32 |
3,169.94 |
24.62 |
0.8% |
3,130.01 |
| Range |
41.22 |
35.27 |
-5.95 |
-14.4% |
166.07 |
| ATR |
59.83 |
58.07 |
-1.75 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,265.23 |
3,252.86 |
3,189.34 |
|
| R3 |
3,229.96 |
3,217.59 |
3,179.64 |
|
| R2 |
3,194.69 |
3,194.69 |
3,176.41 |
|
| R1 |
3,182.32 |
3,182.32 |
3,173.17 |
3,188.51 |
| PP |
3,159.42 |
3,159.42 |
3,159.42 |
3,162.52 |
| S1 |
3,147.05 |
3,147.05 |
3,166.71 |
3,153.24 |
| S2 |
3,124.15 |
3,124.15 |
3,163.47 |
|
| S3 |
3,088.88 |
3,111.78 |
3,160.24 |
|
| S4 |
3,053.61 |
3,076.51 |
3,150.54 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,596.73 |
3,529.44 |
3,221.35 |
|
| R3 |
3,430.66 |
3,363.37 |
3,175.68 |
|
| R2 |
3,264.59 |
3,264.59 |
3,160.46 |
|
| R1 |
3,197.30 |
3,197.30 |
3,145.23 |
3,230.95 |
| PP |
3,098.52 |
3,098.52 |
3,098.52 |
3,115.34 |
| S1 |
3,031.23 |
3,031.23 |
3,114.79 |
3,064.88 |
| S2 |
2,932.45 |
2,932.45 |
3,099.56 |
|
| S3 |
2,766.38 |
2,865.16 |
3,084.34 |
|
| S4 |
2,600.31 |
2,699.09 |
3,038.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,184.15 |
3,101.17 |
82.98 |
2.6% |
34.47 |
1.1% |
83% |
False |
False |
|
| 10 |
3,184.15 |
2,999.74 |
184.41 |
5.8% |
50.31 |
1.6% |
92% |
False |
False |
|
| 20 |
3,223.27 |
2,965.66 |
257.61 |
8.1% |
58.17 |
1.8% |
79% |
False |
False |
|
| 40 |
3,233.13 |
2,766.64 |
466.49 |
14.7% |
52.05 |
1.6% |
86% |
False |
False |
|
| 60 |
3,233.13 |
2,727.10 |
506.03 |
16.0% |
49.19 |
1.6% |
88% |
False |
False |
|
| 80 |
3,233.13 |
2,191.86 |
1,041.27 |
32.8% |
65.15 |
2.1% |
94% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
37.9% |
71.72 |
2.3% |
81% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.9% |
64.20 |
2.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,321.70 |
|
2.618 |
3,264.14 |
|
1.618 |
3,228.87 |
|
1.000 |
3,207.07 |
|
0.618 |
3,193.60 |
|
HIGH |
3,171.80 |
|
0.618 |
3,158.33 |
|
0.500 |
3,154.17 |
|
0.382 |
3,150.00 |
|
LOW |
3,136.53 |
|
0.618 |
3,114.73 |
|
1.000 |
3,101.26 |
|
1.618 |
3,079.46 |
|
2.618 |
3,044.19 |
|
4.250 |
2,986.63 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,164.68 |
3,166.74 |
| PP |
3,159.42 |
3,163.54 |
| S1 |
3,154.17 |
3,160.34 |
|