Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,083.53 |
9,092.85 |
9.32 |
0.1% |
9,192.46 |
High |
9,146.72 |
9,352.89 |
206.17 |
2.3% |
9,298.23 |
Low |
9,059.59 |
8,934.94 |
-124.65 |
-1.4% |
8,848.18 |
Close |
9,092.85 |
9,278.90 |
186.05 |
2.0% |
9,092.85 |
Range |
87.13 |
417.95 |
330.82 |
379.7% |
450.05 |
ATR |
341.10 |
346.59 |
5.49 |
1.6% |
0.00 |
Volume |
16,602 |
28,166 |
11,564 |
69.7% |
121,096 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,442.76 |
10,278.78 |
9,508.77 |
|
R3 |
10,024.81 |
9,860.83 |
9,393.84 |
|
R2 |
9,606.86 |
9,606.86 |
9,355.52 |
|
R1 |
9,442.88 |
9,442.88 |
9,317.21 |
9,524.87 |
PP |
9,188.91 |
9,188.91 |
9,188.91 |
9,229.91 |
S1 |
9,024.93 |
9,024.93 |
9,240.59 |
9,106.92 |
S2 |
8,770.96 |
8,770.96 |
9,202.28 |
|
S3 |
8,353.01 |
8,606.98 |
9,163.96 |
|
S4 |
7,935.06 |
8,189.03 |
9,049.03 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,429.90 |
10,211.43 |
9,340.38 |
|
R3 |
9,979.85 |
9,761.38 |
9,216.61 |
|
R2 |
9,529.80 |
9,529.80 |
9,175.36 |
|
R1 |
9,311.33 |
9,311.33 |
9,134.10 |
9,195.54 |
PP |
9,079.75 |
9,079.75 |
9,079.75 |
9,021.86 |
S1 |
8,861.28 |
8,861.28 |
9,051.60 |
8,745.49 |
S2 |
8,629.70 |
8,629.70 |
9,010.34 |
|
S3 |
8,179.65 |
8,411.23 |
8,969.09 |
|
S4 |
7,729.60 |
7,961.18 |
8,845.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,352.89 |
8,934.94 |
417.95 |
4.5% |
238.09 |
2.6% |
82% |
True |
True |
22,625 |
10 |
9,781.36 |
8,848.18 |
933.18 |
10.1% |
279.68 |
3.0% |
46% |
False |
False |
30,731 |
20 |
9,998.98 |
8,848.18 |
1,150.80 |
12.4% |
321.87 |
3.5% |
37% |
False |
False |
34,798 |
40 |
10,359.58 |
8,489.76 |
1,869.82 |
20.2% |
409.43 |
4.4% |
42% |
False |
False |
45,361 |
60 |
10,359.58 |
6,485.16 |
3,874.42 |
41.8% |
454.55 |
4.9% |
72% |
False |
False |
55,083 |
80 |
10,359.58 |
4,868.74 |
5,490.84 |
59.2% |
483.92 |
5.2% |
80% |
False |
False |
59,417 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
69.3% |
533.13 |
5.7% |
83% |
False |
False |
65,127 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.8% |
511.66 |
5.5% |
81% |
False |
False |
60,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,129.18 |
2.618 |
10,447.08 |
1.618 |
10,029.13 |
1.000 |
9,770.84 |
0.618 |
9,611.18 |
HIGH |
9,352.89 |
0.618 |
9,193.23 |
0.500 |
9,143.92 |
0.382 |
9,094.60 |
LOW |
8,934.94 |
0.618 |
8,676.65 |
1.000 |
8,516.99 |
1.618 |
8,258.70 |
2.618 |
7,840.75 |
4.250 |
7,158.65 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,233.91 |
9,233.91 |
PP |
9,188.91 |
9,188.91 |
S1 |
9,143.92 |
9,143.92 |
|