| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,160.41 |
10,386.38 |
225.97 |
2.2% |
10,009.00 |
| High |
10,321.77 |
10,432.55 |
110.78 |
1.1% |
10,306.90 |
| Low |
10,142.75 |
10,328.78 |
186.03 |
1.8% |
9,837.74 |
| Close |
10,279.25 |
10,341.89 |
62.64 |
0.6% |
9,849.36 |
| Range |
179.02 |
103.77 |
-75.25 |
-42.0% |
469.16 |
| ATR |
209.68 |
205.66 |
-4.03 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,679.05 |
10,614.24 |
10,398.96 |
|
| R3 |
10,575.28 |
10,510.47 |
10,370.43 |
|
| R2 |
10,471.51 |
10,471.51 |
10,360.91 |
|
| R1 |
10,406.70 |
10,406.70 |
10,351.40 |
10,387.22 |
| PP |
10,367.74 |
10,367.74 |
10,367.74 |
10,358.00 |
| S1 |
10,302.93 |
10,302.93 |
10,332.38 |
10,283.45 |
| S2 |
10,263.97 |
10,263.97 |
10,322.87 |
|
| S3 |
10,160.20 |
10,199.16 |
10,313.35 |
|
| S4 |
10,056.43 |
10,095.39 |
10,284.82 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,405.48 |
11,096.58 |
10,107.40 |
|
| R3 |
10,936.32 |
10,627.42 |
9,978.38 |
|
| R2 |
10,467.16 |
10,467.16 |
9,935.37 |
|
| R1 |
10,158.26 |
10,158.26 |
9,892.37 |
10,078.13 |
| PP |
9,998.00 |
9,998.00 |
9,998.00 |
9,957.94 |
| S1 |
9,689.10 |
9,689.10 |
9,806.35 |
9,608.97 |
| S2 |
9,528.84 |
9,528.84 |
9,763.35 |
|
| S3 |
9,059.68 |
9,219.94 |
9,720.34 |
|
| S4 |
8,590.52 |
8,750.78 |
9,591.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,432.55 |
9,742.89 |
689.66 |
6.7% |
197.95 |
1.9% |
87% |
True |
False |
|
| 10 |
10,432.55 |
9,742.89 |
689.66 |
6.7% |
194.80 |
1.9% |
87% |
True |
False |
|
| 20 |
10,432.55 |
9,489.58 |
942.97 |
9.1% |
200.70 |
1.9% |
90% |
True |
False |
|
| 40 |
10,432.55 |
8,860.77 |
1,571.78 |
15.2% |
182.07 |
1.8% |
94% |
True |
False |
|
| 60 |
10,432.55 |
8,058.41 |
2,374.14 |
23.0% |
179.90 |
1.7% |
96% |
True |
False |
|
| 80 |
10,432.55 |
6,771.91 |
3,660.64 |
35.4% |
230.72 |
2.2% |
98% |
True |
False |
|
| 100 |
10,432.55 |
6,771.91 |
3,660.64 |
35.4% |
232.33 |
2.2% |
98% |
True |
False |
|
| 120 |
10,432.55 |
6,771.91 |
3,660.64 |
35.4% |
210.22 |
2.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,873.57 |
|
2.618 |
10,704.22 |
|
1.618 |
10,600.45 |
|
1.000 |
10,536.32 |
|
0.618 |
10,496.68 |
|
HIGH |
10,432.55 |
|
0.618 |
10,392.91 |
|
0.500 |
10,380.67 |
|
0.382 |
10,368.42 |
|
LOW |
10,328.78 |
|
0.618 |
10,264.65 |
|
1.000 |
10,225.01 |
|
1.618 |
10,160.88 |
|
2.618 |
10,057.11 |
|
4.250 |
9,887.76 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,380.67 |
10,292.82 |
| PP |
10,367.74 |
10,243.76 |
| S1 |
10,354.82 |
10,194.69 |
|