| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,803.7 |
1,817.5 |
13.8 |
0.8% |
1,780.3 |
| High |
1,823.5 |
1,827.1 |
3.6 |
0.2% |
1,810.9 |
| Low |
1,794.0 |
1,789.8 |
-4.2 |
-0.2% |
1,769.0 |
| Close |
1,820.4 |
1,801.9 |
-18.5 |
-1.0% |
1,798.5 |
| Range |
29.5 |
37.3 |
7.8 |
26.4% |
41.9 |
| ATR |
27.5 |
28.2 |
0.7 |
2.5% |
0.0 |
| Volume |
8,602 |
15,520 |
6,918 |
80.4% |
29,724 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.2 |
1,897.3 |
1,822.4 |
|
| R3 |
1,880.9 |
1,860.0 |
1,812.2 |
|
| R2 |
1,843.6 |
1,843.6 |
1,808.7 |
|
| R1 |
1,822.7 |
1,822.7 |
1,805.3 |
1,814.5 |
| PP |
1,806.3 |
1,806.3 |
1,806.3 |
1,802.2 |
| S1 |
1,785.4 |
1,785.4 |
1,798.5 |
1,777.2 |
| S2 |
1,769.0 |
1,769.0 |
1,795.1 |
|
| S3 |
1,731.7 |
1,748.1 |
1,791.6 |
|
| S4 |
1,694.4 |
1,710.8 |
1,781.4 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.5 |
1,900.4 |
1,821.5 |
|
| R3 |
1,876.6 |
1,858.5 |
1,810.0 |
|
| R2 |
1,834.7 |
1,834.7 |
1,806.2 |
|
| R1 |
1,816.6 |
1,816.6 |
1,802.3 |
1,825.7 |
| PP |
1,792.8 |
1,792.8 |
1,792.8 |
1,797.3 |
| S1 |
1,774.7 |
1,774.7 |
1,794.7 |
1,783.8 |
| S2 |
1,750.9 |
1,750.9 |
1,790.8 |
|
| S3 |
1,709.0 |
1,732.8 |
1,787.0 |
|
| S4 |
1,667.1 |
1,690.9 |
1,775.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,827.1 |
1,772.0 |
55.1 |
3.1% |
25.4 |
1.4% |
54% |
True |
False |
7,869 |
| 10 |
1,827.1 |
1,739.6 |
87.5 |
4.9% |
25.8 |
1.4% |
71% |
True |
False |
7,114 |
| 20 |
1,827.1 |
1,690.1 |
137.0 |
7.6% |
27.7 |
1.5% |
82% |
True |
False |
6,460 |
| 40 |
1,827.1 |
1,690.1 |
137.0 |
7.6% |
28.2 |
1.6% |
82% |
True |
False |
6,118 |
| 60 |
1,827.1 |
1,670.3 |
156.8 |
8.7% |
31.6 |
1.8% |
84% |
True |
False |
5,454 |
| 80 |
1,827.1 |
1,458.8 |
368.3 |
20.4% |
39.4 |
2.2% |
93% |
True |
False |
5,095 |
| 100 |
1,827.1 |
1,458.8 |
368.3 |
20.4% |
37.1 |
2.1% |
93% |
True |
False |
4,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,985.6 |
|
2.618 |
1,924.8 |
|
1.618 |
1,887.5 |
|
1.000 |
1,864.4 |
|
0.618 |
1,850.2 |
|
HIGH |
1,827.1 |
|
0.618 |
1,812.9 |
|
0.500 |
1,808.5 |
|
0.382 |
1,804.0 |
|
LOW |
1,789.8 |
|
0.618 |
1,766.7 |
|
1.000 |
1,752.5 |
|
1.618 |
1,729.4 |
|
2.618 |
1,692.1 |
|
4.250 |
1,631.3 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.5 |
1,808.5 |
| PP |
1,806.3 |
1,806.3 |
| S1 |
1,804.1 |
1,804.1 |
|