| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,745.87 |
10,751.77 |
5.90 |
0.1% |
10,487.70 |
| High |
10,785.96 |
10,842.78 |
56.82 |
0.5% |
10,842.78 |
| Low |
10,574.97 |
10,639.48 |
64.51 |
0.6% |
10,485.81 |
| Close |
10,754.59 |
10,836.33 |
81.74 |
0.8% |
10,836.33 |
| Range |
210.99 |
203.30 |
-7.69 |
-3.6% |
356.97 |
| ATR |
205.39 |
205.24 |
-0.15 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,382.76 |
11,312.85 |
10,948.15 |
|
| R3 |
11,179.46 |
11,109.55 |
10,892.24 |
|
| R2 |
10,976.16 |
10,976.16 |
10,873.60 |
|
| R1 |
10,906.25 |
10,906.25 |
10,854.97 |
10,941.21 |
| PP |
10,772.86 |
10,772.86 |
10,772.86 |
10,790.34 |
| S1 |
10,702.95 |
10,702.95 |
10,817.69 |
10,737.91 |
| S2 |
10,569.56 |
10,569.56 |
10,799.06 |
|
| S3 |
10,366.26 |
10,499.65 |
10,780.42 |
|
| S4 |
10,162.96 |
10,296.35 |
10,724.52 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,792.55 |
11,671.41 |
11,032.66 |
|
| R3 |
11,435.58 |
11,314.44 |
10,934.50 |
|
| R2 |
11,078.61 |
11,078.61 |
10,901.77 |
|
| R1 |
10,957.47 |
10,957.47 |
10,869.05 |
11,018.04 |
| PP |
10,721.64 |
10,721.64 |
10,721.64 |
10,751.93 |
| S1 |
10,600.50 |
10,600.50 |
10,803.61 |
10,661.07 |
| S2 |
10,364.67 |
10,364.67 |
10,770.89 |
|
| S3 |
10,007.70 |
10,243.53 |
10,738.16 |
|
| S4 |
9,650.73 |
9,886.56 |
10,640.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,842.78 |
10,485.81 |
356.97 |
3.3% |
176.44 |
1.6% |
98% |
True |
False |
|
| 10 |
10,842.78 |
9,742.89 |
1,099.89 |
10.2% |
187.19 |
1.7% |
99% |
True |
False |
|
| 20 |
10,842.78 |
9,489.58 |
1,353.20 |
12.5% |
194.29 |
1.8% |
100% |
True |
False |
|
| 40 |
10,842.78 |
8,860.77 |
1,982.01 |
18.3% |
180.52 |
1.7% |
100% |
True |
False |
|
| 60 |
10,842.78 |
8,359.84 |
2,482.94 |
22.9% |
178.85 |
1.7% |
100% |
True |
False |
|
| 80 |
10,842.78 |
6,771.91 |
4,070.87 |
37.6% |
207.61 |
1.9% |
100% |
True |
False |
|
| 100 |
10,842.78 |
6,771.91 |
4,070.87 |
37.6% |
237.09 |
2.2% |
100% |
True |
False |
|
| 120 |
10,842.78 |
6,771.91 |
4,070.87 |
37.6% |
214.85 |
2.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,706.81 |
|
2.618 |
11,375.02 |
|
1.618 |
11,171.72 |
|
1.000 |
11,046.08 |
|
0.618 |
10,968.42 |
|
HIGH |
10,842.78 |
|
0.618 |
10,765.12 |
|
0.500 |
10,741.13 |
|
0.382 |
10,717.14 |
|
LOW |
10,639.48 |
|
0.618 |
10,513.84 |
|
1.000 |
10,436.18 |
|
1.618 |
10,310.54 |
|
2.618 |
10,107.24 |
|
4.250 |
9,775.46 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,804.60 |
10,786.15 |
| PP |
10,772.86 |
10,735.98 |
| S1 |
10,741.13 |
10,685.80 |
|