| 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 |
10,386.38 |
10,487.70 |
101.32 |
1.0% |
9,850.55 |
| High |
10,432.55 |
10,625.10 |
192.55 |
1.8% |
10,432.55 |
| Low |
10,328.78 |
10,485.81 |
157.03 |
1.5% |
9,742.89 |
| Close |
10,341.89 |
10,604.06 |
262.17 |
2.5% |
10,341.89 |
| Range |
103.77 |
139.29 |
35.52 |
34.2% |
689.66 |
| ATR |
205.66 |
211.20 |
5.54 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,989.53 |
10,936.08 |
10,680.67 |
|
| R3 |
10,850.24 |
10,796.79 |
10,642.36 |
|
| R2 |
10,710.95 |
10,710.95 |
10,629.60 |
|
| R1 |
10,657.50 |
10,657.50 |
10,616.83 |
10,684.23 |
| PP |
10,571.66 |
10,571.66 |
10,571.66 |
10,585.02 |
| S1 |
10,518.21 |
10,518.21 |
10,591.29 |
10,544.94 |
| S2 |
10,432.37 |
10,432.37 |
10,578.52 |
|
| S3 |
10,293.08 |
10,378.92 |
10,565.76 |
|
| S4 |
10,153.79 |
10,239.63 |
10,527.45 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,241.42 |
11,981.32 |
10,721.20 |
|
| R3 |
11,551.76 |
11,291.66 |
10,531.55 |
|
| R2 |
10,862.10 |
10,862.10 |
10,468.33 |
|
| R1 |
10,602.00 |
10,602.00 |
10,405.11 |
10,732.05 |
| PP |
10,172.44 |
10,172.44 |
10,172.44 |
10,237.47 |
| S1 |
9,912.34 |
9,912.34 |
10,278.67 |
10,042.39 |
| S2 |
9,482.78 |
9,482.78 |
10,215.45 |
|
| S3 |
8,793.12 |
9,222.68 |
10,152.23 |
|
| S4 |
8,103.46 |
8,533.02 |
9,962.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,625.10 |
9,742.89 |
882.21 |
8.3% |
174.56 |
1.6% |
98% |
True |
False |
|
| 10 |
10,625.10 |
9,742.89 |
882.21 |
8.3% |
190.35 |
1.8% |
98% |
True |
False |
|
| 20 |
10,625.10 |
9,489.58 |
1,135.52 |
10.7% |
198.31 |
1.9% |
98% |
True |
False |
|
| 40 |
10,625.10 |
8,860.77 |
1,764.33 |
16.6% |
183.28 |
1.7% |
99% |
True |
False |
|
| 60 |
10,625.10 |
8,158.58 |
2,466.52 |
23.3% |
178.96 |
1.7% |
99% |
True |
False |
|
| 80 |
10,625.10 |
6,771.91 |
3,853.19 |
36.3% |
228.41 |
2.2% |
99% |
True |
False |
|
| 100 |
10,625.10 |
6,771.91 |
3,853.19 |
36.3% |
232.66 |
2.2% |
99% |
True |
False |
|
| 120 |
10,625.10 |
6,771.91 |
3,853.19 |
36.3% |
210.71 |
2.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,217.08 |
|
2.618 |
10,989.76 |
|
1.618 |
10,850.47 |
|
1.000 |
10,764.39 |
|
0.618 |
10,711.18 |
|
HIGH |
10,625.10 |
|
0.618 |
10,571.89 |
|
0.500 |
10,555.46 |
|
0.382 |
10,539.02 |
|
LOW |
10,485.81 |
|
0.618 |
10,399.73 |
|
1.000 |
10,346.52 |
|
1.618 |
10,260.44 |
|
2.618 |
10,121.15 |
|
4.250 |
9,893.83 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,587.86 |
10,530.68 |
| PP |
10,571.66 |
10,457.30 |
| S1 |
10,555.46 |
10,383.93 |
|