| Trading Metrics calculated at close of trading on 03-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
03-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
231.3870 |
226.2700 |
-5.1170 |
-2.2% |
230.2440 |
| High |
232.0730 |
228.0950 |
-3.9780 |
-1.7% |
232.6120 |
| Low |
223.3110 |
225.5300 |
2.2190 |
1.0% |
216.4670 |
| Close |
226.2700 |
226.7420 |
0.4720 |
0.2% |
226.7420 |
| Range |
8.7620 |
2.5650 |
-6.1970 |
-70.7% |
16.1450 |
| ATR |
11.2711 |
10.6492 |
-0.6219 |
-5.5% |
0.0000 |
| Volume |
579,475 |
371,696 |
-207,779 |
-35.9% |
2,401,879 |
|
| Daily Pivots for day following 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
234.4840 |
233.1780 |
228.1528 |
|
| R3 |
231.9190 |
230.6130 |
227.4474 |
|
| R2 |
229.3540 |
229.3540 |
227.2123 |
|
| R1 |
228.0480 |
228.0480 |
226.9771 |
228.7010 |
| PP |
226.7890 |
226.7890 |
226.7890 |
227.1155 |
| S1 |
225.4830 |
225.4830 |
226.5069 |
226.1360 |
| S2 |
224.2240 |
224.2240 |
226.2718 |
|
| S3 |
221.6590 |
222.9180 |
226.0366 |
|
| S4 |
219.0940 |
220.3530 |
225.3313 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
273.7087 |
266.3703 |
235.6218 |
|
| R3 |
257.5637 |
250.2253 |
231.1819 |
|
| R2 |
241.4187 |
241.4187 |
229.7019 |
|
| R1 |
234.0803 |
234.0803 |
228.2220 |
229.6770 |
| PP |
225.2737 |
225.2737 |
225.2737 |
223.0720 |
| S1 |
217.9353 |
217.9353 |
225.2620 |
213.5320 |
| S2 |
209.1287 |
209.1287 |
223.7821 |
|
| S3 |
192.9837 |
201.7903 |
222.3021 |
|
| S4 |
176.8387 |
185.6453 |
217.8623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
232.6120 |
216.4670 |
16.1450 |
7.1% |
8.3026 |
3.7% |
64% |
False |
False |
480,375 |
| 10 |
249.1390 |
216.4670 |
32.6720 |
14.4% |
9.9310 |
4.4% |
31% |
False |
False |
563,200 |
| 20 |
250.1090 |
216.4670 |
33.6420 |
14.8% |
10.5067 |
4.6% |
31% |
False |
False |
590,721 |
| 40 |
253.1320 |
176.6020 |
76.5300 |
33.8% |
12.2820 |
5.4% |
66% |
False |
False |
687,197 |
| 60 |
253.1320 |
148.6190 |
104.5130 |
46.1% |
12.6672 |
5.6% |
75% |
False |
False |
810,618 |
| 80 |
253.1320 |
101.4010 |
151.7310 |
66.9% |
13.2636 |
5.8% |
83% |
False |
False |
938,418 |
| 100 |
288.2310 |
89.5050 |
198.7260 |
87.6% |
16.1305 |
7.1% |
69% |
False |
False |
1,125,153 |
| 120 |
288.2310 |
89.5050 |
198.7260 |
87.6% |
15.8297 |
7.0% |
69% |
False |
False |
1,142,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
238.9963 |
|
2.618 |
234.8102 |
|
1.618 |
232.2452 |
|
1.000 |
230.6600 |
|
0.618 |
229.6802 |
|
HIGH |
228.0950 |
|
0.618 |
227.1152 |
|
0.500 |
226.8125 |
|
0.382 |
226.5098 |
|
LOW |
225.5300 |
|
0.618 |
223.9448 |
|
1.000 |
222.9650 |
|
1.618 |
221.3798 |
|
2.618 |
218.8148 |
|
4.250 |
214.6288 |
|
|
| Fisher Pivots for day following 03-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
226.8125 |
227.9615 |
| PP |
226.7890 |
227.5550 |
| S1 |
226.7655 |
227.1485 |
|