| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
25,770 |
25,995 |
225 |
0.9% |
24,777 |
| High |
25,999 |
26,029 |
30 |
0.1% |
26,088 |
| Low |
25,661 |
25,397 |
-264 |
-1.0% |
24,743 |
| Close |
25,969 |
25,571 |
-398 |
-1.5% |
25,759 |
| Range |
338 |
632 |
294 |
87.0% |
1,345 |
| ATR |
683 |
679 |
-4 |
-0.5% |
0 |
| Volume |
209,659 |
239,986 |
30,327 |
14.5% |
845,872 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,562 |
27,198 |
25,919 |
|
| R3 |
26,930 |
26,566 |
25,745 |
|
| R2 |
26,298 |
26,298 |
25,687 |
|
| R1 |
25,934 |
25,934 |
25,629 |
25,800 |
| PP |
25,666 |
25,666 |
25,666 |
25,599 |
| S1 |
25,302 |
25,302 |
25,513 |
25,168 |
| S2 |
25,034 |
25,034 |
25,455 |
|
| S3 |
24,402 |
24,670 |
25,397 |
|
| S4 |
23,770 |
24,038 |
25,224 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,565 |
29,007 |
26,499 |
|
| R3 |
28,220 |
27,662 |
26,129 |
|
| R2 |
26,875 |
26,875 |
26,006 |
|
| R1 |
26,317 |
26,317 |
25,882 |
26,596 |
| PP |
25,530 |
25,530 |
25,530 |
25,670 |
| S1 |
24,972 |
24,972 |
25,636 |
25,251 |
| S2 |
24,185 |
24,185 |
25,513 |
|
| S3 |
22,840 |
23,627 |
25,389 |
|
| S4 |
21,495 |
22,282 |
25,019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,280 |
25,397 |
883 |
3.5% |
568 |
2.2% |
20% |
False |
True |
219,802 |
| 10 |
26,280 |
24,743 |
1,537 |
6.0% |
610 |
2.4% |
54% |
False |
False |
226,909 |
| 20 |
26,865 |
24,409 |
2,456 |
9.6% |
784 |
3.1% |
47% |
False |
False |
223,157 |
| 40 |
27,491 |
22,629 |
4,862 |
19.0% |
683 |
2.7% |
61% |
False |
False |
111,847 |
| 60 |
27,491 |
22,629 |
4,862 |
19.0% |
653 |
2.6% |
61% |
False |
False |
74,603 |
| 80 |
27,491 |
17,992 |
9,499 |
37.1% |
808 |
3.2% |
80% |
False |
False |
56,019 |
| 100 |
29,375 |
17,992 |
11,383 |
44.5% |
883 |
3.5% |
67% |
False |
False |
44,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,715 |
|
2.618 |
27,684 |
|
1.618 |
27,052 |
|
1.000 |
26,661 |
|
0.618 |
26,420 |
|
HIGH |
26,029 |
|
0.618 |
25,788 |
|
0.500 |
25,713 |
|
0.382 |
25,639 |
|
LOW |
25,397 |
|
0.618 |
25,007 |
|
1.000 |
24,765 |
|
1.618 |
24,375 |
|
2.618 |
23,743 |
|
4.250 |
22,711 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
25,713 |
25,839 |
| PP |
25,666 |
25,749 |
| S1 |
25,618 |
25,660 |
|