| 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 |
1,841.3 |
1,860.4 |
19.1 |
1.0% |
1,810.5 |
| High |
1,865.2 |
1,863.0 |
-2.2 |
-0.1% |
1,834.1 |
| Low |
1,839.2 |
1,840.8 |
1.6 |
0.1% |
1,795.6 |
| Close |
1,860.3 |
1,843.2 |
-17.1 |
-0.9% |
1,819.3 |
| Range |
26.0 |
22.2 |
-3.8 |
-14.6% |
38.5 |
| ATR |
25.6 |
25.4 |
-0.2 |
-0.9% |
0.0 |
| Volume |
2,808 |
1,478 |
-1,330 |
-47.4% |
5,682 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.6 |
1,901.6 |
1,855.4 |
|
| R3 |
1,893.4 |
1,879.4 |
1,849.3 |
|
| R2 |
1,871.2 |
1,871.2 |
1,847.3 |
|
| R1 |
1,857.2 |
1,857.2 |
1,845.2 |
1,853.1 |
| PP |
1,849.0 |
1,849.0 |
1,849.0 |
1,847.0 |
| S1 |
1,835.0 |
1,835.0 |
1,841.2 |
1,830.9 |
| S2 |
1,826.8 |
1,826.8 |
1,839.1 |
|
| S3 |
1,804.6 |
1,812.8 |
1,837.1 |
|
| S4 |
1,782.4 |
1,790.6 |
1,831.0 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.8 |
1,914.1 |
1,840.5 |
|
| R3 |
1,893.3 |
1,875.6 |
1,829.9 |
|
| R2 |
1,854.8 |
1,854.8 |
1,826.4 |
|
| R1 |
1,837.1 |
1,837.1 |
1,822.8 |
1,846.0 |
| PP |
1,816.3 |
1,816.3 |
1,816.3 |
1,820.8 |
| S1 |
1,798.6 |
1,798.6 |
1,815.8 |
1,807.5 |
| S2 |
1,777.8 |
1,777.8 |
1,812.2 |
|
| S3 |
1,739.3 |
1,760.1 |
1,808.7 |
|
| S4 |
1,700.8 |
1,721.6 |
1,798.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,865.2 |
1,795.6 |
69.6 |
3.8% |
24.4 |
1.3% |
68% |
False |
False |
1,709 |
| 10 |
1,865.2 |
1,778.8 |
86.4 |
4.7% |
24.5 |
1.3% |
75% |
False |
False |
1,535 |
| 20 |
1,865.2 |
1,732.9 |
132.3 |
7.2% |
24.3 |
1.3% |
83% |
False |
False |
1,446 |
| 40 |
1,865.2 |
1,698.4 |
166.8 |
9.0% |
24.1 |
1.3% |
87% |
False |
False |
1,509 |
| 60 |
1,865.2 |
1,684.7 |
180.5 |
9.8% |
22.7 |
1.2% |
88% |
False |
False |
1,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,957.4 |
|
2.618 |
1,921.1 |
|
1.618 |
1,898.9 |
|
1.000 |
1,885.2 |
|
0.618 |
1,876.7 |
|
HIGH |
1,863.0 |
|
0.618 |
1,854.5 |
|
0.500 |
1,851.9 |
|
0.382 |
1,849.3 |
|
LOW |
1,840.8 |
|
0.618 |
1,827.1 |
|
1.000 |
1,818.6 |
|
1.618 |
1,804.9 |
|
2.618 |
1,782.7 |
|
4.250 |
1,746.5 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,851.9 |
1,841.9 |
| PP |
1,849.0 |
1,840.6 |
| S1 |
1,846.1 |
1,839.4 |
|