| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,182.33 |
9,147.06 |
-35.27 |
-0.4% |
9,316.43 |
| High |
9,235.36 |
9,298.23 |
62.87 |
0.7% |
9,781.36 |
| Low |
9,064.17 |
9,096.22 |
32.05 |
0.4% |
9,010.34 |
| Close |
9,147.06 |
9,239.50 |
92.44 |
1.0% |
9,192.99 |
| Range |
171.19 |
202.01 |
30.82 |
18.0% |
771.02 |
| ATR |
376.85 |
364.37 |
-12.49 |
-3.3% |
0.00 |
| Volume |
18,097 |
21,233 |
3,136 |
17.3% |
184,624 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,817.35 |
9,730.43 |
9,350.61 |
|
| R3 |
9,615.34 |
9,528.42 |
9,295.05 |
|
| R2 |
9,413.33 |
9,413.33 |
9,276.54 |
|
| R1 |
9,326.41 |
9,326.41 |
9,258.02 |
9,369.87 |
| PP |
9,211.32 |
9,211.32 |
9,211.32 |
9,233.05 |
| S1 |
9,124.40 |
9,124.40 |
9,220.98 |
9,167.86 |
| S2 |
9,009.31 |
9,009.31 |
9,202.46 |
|
| S3 |
8,807.30 |
8,922.39 |
9,183.95 |
|
| S4 |
8,605.29 |
8,720.38 |
9,128.39 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,641.29 |
11,188.16 |
9,617.05 |
|
| R3 |
10,870.27 |
10,417.14 |
9,405.02 |
|
| R2 |
10,099.25 |
10,099.25 |
9,334.34 |
|
| R1 |
9,646.12 |
9,646.12 |
9,263.67 |
9,487.18 |
| PP |
9,328.23 |
9,328.23 |
9,328.23 |
9,248.76 |
| S1 |
8,875.10 |
8,875.10 |
9,122.31 |
8,716.16 |
| S2 |
8,557.21 |
8,557.21 |
9,051.64 |
|
| S3 |
7,786.19 |
8,104.08 |
8,980.96 |
|
| S4 |
7,015.17 |
7,333.06 |
8,768.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,328.97 |
8,848.18 |
480.79 |
5.2% |
265.54 |
2.9% |
81% |
False |
False |
33,311 |
| 10 |
9,781.36 |
8,848.18 |
933.18 |
10.1% |
280.03 |
3.0% |
42% |
False |
False |
30,217 |
| 20 |
9,998.98 |
8,848.18 |
1,150.80 |
12.5% |
332.89 |
3.6% |
34% |
False |
False |
35,696 |
| 40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.4% |
464.88 |
5.0% |
48% |
False |
False |
53,636 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
41.9% |
464.85 |
5.0% |
71% |
False |
False |
56,628 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
69.6% |
547.69 |
5.9% |
83% |
False |
False |
73,624 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.2% |
541.02 |
5.9% |
81% |
False |
False |
65,612 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.2% |
515.38 |
5.6% |
81% |
False |
False |
60,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,156.77 |
|
2.618 |
9,827.09 |
|
1.618 |
9,625.08 |
|
1.000 |
9,500.24 |
|
0.618 |
9,423.07 |
|
HIGH |
9,298.23 |
|
0.618 |
9,221.06 |
|
0.500 |
9,197.23 |
|
0.382 |
9,173.39 |
|
LOW |
9,096.22 |
|
0.618 |
8,971.38 |
|
1.000 |
8,894.21 |
|
1.618 |
8,769.37 |
|
2.618 |
8,567.36 |
|
4.250 |
8,237.68 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,225.41 |
9,184.07 |
| PP |
9,211.32 |
9,128.64 |
| S1 |
9,197.23 |
9,073.21 |
|