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 |
3,176.17 |
3,152.47 |
-23.70 |
-0.7% |
3,155.29 |
High |
3,179.78 |
3,186.82 |
7.04 |
0.2% |
3,186.82 |
Low |
3,115.85 |
3,136.22 |
20.37 |
0.7% |
3,115.85 |
Close |
3,152.05 |
3,185.04 |
32.99 |
1.0% |
3,185.04 |
Range |
63.93 |
50.60 |
-13.33 |
-20.9% |
70.97 |
ATR |
58.49 |
57.93 |
-0.56 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,321.16 |
3,303.70 |
3,212.87 |
|
R3 |
3,270.56 |
3,253.10 |
3,198.96 |
|
R2 |
3,219.96 |
3,219.96 |
3,194.32 |
|
R1 |
3,202.50 |
3,202.50 |
3,189.68 |
3,211.23 |
PP |
3,169.36 |
3,169.36 |
3,169.36 |
3,173.73 |
S1 |
3,151.90 |
3,151.90 |
3,180.40 |
3,160.63 |
S2 |
3,118.76 |
3,118.76 |
3,175.76 |
|
S3 |
3,068.16 |
3,101.30 |
3,171.13 |
|
S4 |
3,017.56 |
3,050.70 |
3,157.21 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,375.48 |
3,351.23 |
3,224.07 |
|
R3 |
3,304.51 |
3,280.26 |
3,204.56 |
|
R2 |
3,233.54 |
3,233.54 |
3,198.05 |
|
R1 |
3,209.29 |
3,209.29 |
3,191.55 |
3,221.42 |
PP |
3,162.57 |
3,162.57 |
3,162.57 |
3,168.63 |
S1 |
3,138.32 |
3,138.32 |
3,178.53 |
3,150.45 |
S2 |
3,091.60 |
3,091.60 |
3,172.03 |
|
S3 |
3,020.63 |
3,067.35 |
3,165.52 |
|
S4 |
2,949.66 |
2,996.38 |
3,146.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,186.82 |
3,115.85 |
70.97 |
2.2% |
43.66 |
1.4% |
97% |
True |
False |
|
10 |
3,186.82 |
2,999.74 |
187.08 |
5.9% |
47.38 |
1.5% |
99% |
True |
False |
|
20 |
3,186.82 |
2,965.66 |
221.16 |
6.9% |
55.61 |
1.7% |
99% |
True |
False |
|
40 |
3,233.13 |
2,766.64 |
466.49 |
14.6% |
50.98 |
1.6% |
90% |
False |
False |
|
60 |
3,233.13 |
2,727.10 |
506.03 |
15.9% |
49.64 |
1.6% |
90% |
False |
False |
|
80 |
3,233.13 |
2,191.86 |
1,041.27 |
32.7% |
61.97 |
1.9% |
95% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
37.7% |
72.53 |
2.3% |
83% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
37.7% |
64.94 |
2.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,401.87 |
2.618 |
3,319.29 |
1.618 |
3,268.69 |
1.000 |
3,237.42 |
0.618 |
3,218.09 |
HIGH |
3,186.82 |
0.618 |
3,167.49 |
0.500 |
3,161.52 |
0.382 |
3,155.55 |
LOW |
3,136.22 |
0.618 |
3,104.95 |
1.000 |
3,085.62 |
1.618 |
3,054.35 |
2.618 |
3,003.75 |
4.250 |
2,921.17 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,177.20 |
3,173.81 |
PP |
3,169.36 |
3,162.57 |
S1 |
3,161.52 |
3,151.34 |
|