| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,092.25 |
3,115.25 |
23.00 |
0.7% |
2,978.00 |
| High |
3,145.50 |
3,163.75 |
18.25 |
0.6% |
3,145.50 |
| Low |
3,085.50 |
3,095.50 |
10.00 |
0.3% |
2,972.00 |
| Close |
3,118.50 |
3,161.50 |
43.00 |
1.4% |
3,118.50 |
| Range |
60.00 |
68.25 |
8.25 |
13.8% |
173.50 |
| ATR |
76.65 |
76.05 |
-0.60 |
-0.8% |
0.00 |
| Volume |
2,031 |
984 |
-1,047 |
-51.6% |
9,672 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345.00 |
3,321.50 |
3,199.00 |
|
| R3 |
3,276.75 |
3,253.25 |
3,180.25 |
|
| R2 |
3,208.50 |
3,208.50 |
3,174.00 |
|
| R1 |
3,185.00 |
3,185.00 |
3,167.75 |
3,196.75 |
| PP |
3,140.25 |
3,140.25 |
3,140.25 |
3,146.00 |
| S1 |
3,116.75 |
3,116.75 |
3,155.25 |
3,128.50 |
| S2 |
3,072.00 |
3,072.00 |
3,149.00 |
|
| S3 |
3,003.75 |
3,048.50 |
3,142.75 |
|
| S4 |
2,935.50 |
2,980.25 |
3,124.00 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,599.25 |
3,532.25 |
3,214.00 |
|
| R3 |
3,425.75 |
3,358.75 |
3,166.25 |
|
| R2 |
3,252.25 |
3,252.25 |
3,150.25 |
|
| R1 |
3,185.25 |
3,185.25 |
3,134.50 |
3,218.75 |
| PP |
3,078.75 |
3,078.75 |
3,078.75 |
3,095.50 |
| S1 |
3,011.75 |
3,011.75 |
3,102.50 |
3,045.25 |
| S2 |
2,905.25 |
2,905.25 |
3,086.75 |
|
| S3 |
2,731.75 |
2,838.25 |
3,070.75 |
|
| S4 |
2,558.25 |
2,664.75 |
3,023.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,163.75 |
2,972.00 |
191.75 |
6.1% |
64.25 |
2.0% |
99% |
True |
False |
2,131 |
| 10 |
3,163.75 |
2,972.00 |
191.75 |
6.1% |
77.25 |
2.4% |
99% |
True |
False |
2,657 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.3% |
81.25 |
2.6% |
83% |
False |
False |
2,067 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
14.7% |
72.25 |
2.3% |
89% |
False |
False |
1,867 |
| 60 |
3,210.75 |
2,694.25 |
516.50 |
16.3% |
73.25 |
2.3% |
90% |
False |
False |
1,746 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.0% |
93.00 |
2.9% |
95% |
False |
False |
1,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,453.75 |
|
2.618 |
3,342.50 |
|
1.618 |
3,274.25 |
|
1.000 |
3,232.00 |
|
0.618 |
3,206.00 |
|
HIGH |
3,163.75 |
|
0.618 |
3,137.75 |
|
0.500 |
3,129.50 |
|
0.382 |
3,121.50 |
|
LOW |
3,095.50 |
|
0.618 |
3,053.25 |
|
1.000 |
3,027.25 |
|
1.618 |
2,985.00 |
|
2.618 |
2,916.75 |
|
4.250 |
2,805.50 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,151.00 |
3,143.75 |
| PP |
3,140.25 |
3,126.00 |
| S1 |
3,129.50 |
3,108.50 |
|