| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,115.25 |
3,158.25 |
43.00 |
1.4% |
2,978.00 |
| High |
3,163.75 |
3,173.50 |
9.75 |
0.3% |
3,145.50 |
| Low |
3,095.50 |
3,122.75 |
27.25 |
0.9% |
2,972.00 |
| Close |
3,161.50 |
3,126.00 |
-35.50 |
-1.1% |
3,118.50 |
| Range |
68.25 |
50.75 |
-17.50 |
-25.6% |
173.50 |
| ATR |
76.05 |
74.24 |
-1.81 |
-2.4% |
0.00 |
| Volume |
984 |
1,092 |
108 |
11.0% |
9,672 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,293.00 |
3,260.25 |
3,154.00 |
|
| R3 |
3,242.25 |
3,209.50 |
3,140.00 |
|
| R2 |
3,191.50 |
3,191.50 |
3,135.25 |
|
| R1 |
3,158.75 |
3,158.75 |
3,130.75 |
3,149.75 |
| PP |
3,140.75 |
3,140.75 |
3,140.75 |
3,136.25 |
| S1 |
3,108.00 |
3,108.00 |
3,121.25 |
3,099.00 |
| S2 |
3,090.00 |
3,090.00 |
3,116.75 |
|
| S3 |
3,039.25 |
3,057.25 |
3,112.00 |
|
| S4 |
2,988.50 |
3,006.50 |
3,098.00 |
|
|
| 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 |
3,173.50 |
3,020.50 |
153.00 |
4.9% |
60.50 |
1.9% |
69% |
True |
False |
1,830 |
| 10 |
3,173.50 |
2,972.00 |
201.50 |
6.4% |
73.75 |
2.4% |
76% |
True |
False |
2,452 |
| 20 |
3,210.25 |
2,916.50 |
293.75 |
9.4% |
81.50 |
2.6% |
71% |
False |
False |
2,104 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
14.9% |
72.75 |
2.3% |
82% |
False |
False |
1,881 |
| 60 |
3,210.75 |
2,697.75 |
513.00 |
16.4% |
72.50 |
2.3% |
83% |
False |
False |
1,732 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.3% |
90.00 |
2.9% |
92% |
False |
False |
1,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,389.25 |
|
2.618 |
3,306.25 |
|
1.618 |
3,255.50 |
|
1.000 |
3,224.25 |
|
0.618 |
3,204.75 |
|
HIGH |
3,173.50 |
|
0.618 |
3,154.00 |
|
0.500 |
3,148.00 |
|
0.382 |
3,142.25 |
|
LOW |
3,122.75 |
|
0.618 |
3,091.50 |
|
1.000 |
3,072.00 |
|
1.618 |
3,040.75 |
|
2.618 |
2,990.00 |
|
4.250 |
2,907.00 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,148.00 |
3,129.50 |
| PP |
3,140.75 |
3,128.25 |
| S1 |
3,133.50 |
3,127.25 |
|