| 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 |
9,147.06 |
9,239.49 |
92.43 |
1.0% |
9,316.43 |
| High |
9,298.23 |
9,264.51 |
-33.72 |
-0.4% |
9,781.36 |
| Low |
9,096.22 |
8,952.36 |
-143.86 |
-1.6% |
9,010.34 |
| Close |
9,239.50 |
9,083.49 |
-156.01 |
-1.7% |
9,192.99 |
| Range |
202.01 |
312.15 |
110.14 |
54.5% |
771.02 |
| ATR |
364.37 |
360.64 |
-3.73 |
-1.0% |
0.00 |
| Volume |
21,233 |
29,029 |
7,796 |
36.7% |
184,624 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,036.57 |
9,872.18 |
9,255.17 |
|
| R3 |
9,724.42 |
9,560.03 |
9,169.33 |
|
| R2 |
9,412.27 |
9,412.27 |
9,140.72 |
|
| R1 |
9,247.88 |
9,247.88 |
9,112.10 |
9,174.00 |
| PP |
9,100.12 |
9,100.12 |
9,100.12 |
9,063.18 |
| S1 |
8,935.73 |
8,935.73 |
9,054.88 |
8,861.85 |
| S2 |
8,787.97 |
8,787.97 |
9,026.26 |
|
| S3 |
8,475.82 |
8,623.58 |
8,997.65 |
|
| S4 |
8,163.67 |
8,311.43 |
8,911.81 |
|
|
| 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 |
5.3% |
266.65 |
2.9% |
49% |
False |
False |
27,354 |
| 10 |
9,781.36 |
8,848.18 |
933.18 |
10.3% |
294.89 |
3.2% |
25% |
False |
False |
31,292 |
| 20 |
9,998.98 |
8,848.18 |
1,150.80 |
12.7% |
328.24 |
3.6% |
20% |
False |
False |
35,272 |
| 40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.8% |
450.15 |
5.0% |
41% |
False |
False |
50,421 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
42.7% |
465.55 |
5.1% |
67% |
False |
False |
56,418 |
| 80 |
10,359.58 |
3,925.27 |
6,434.31 |
70.8% |
521.81 |
5.7% |
80% |
False |
False |
69,764 |
| 100 |
10,391.33 |
3,925.27 |
6,466.06 |
71.2% |
540.01 |
5.9% |
80% |
False |
False |
65,295 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
72.4% |
515.73 |
5.7% |
78% |
False |
False |
60,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,591.15 |
|
2.618 |
10,081.72 |
|
1.618 |
9,769.57 |
|
1.000 |
9,576.66 |
|
0.618 |
9,457.42 |
|
HIGH |
9,264.51 |
|
0.618 |
9,145.27 |
|
0.500 |
9,108.44 |
|
0.382 |
9,071.60 |
|
LOW |
8,952.36 |
|
0.618 |
8,759.45 |
|
1.000 |
8,640.21 |
|
1.618 |
8,447.30 |
|
2.618 |
8,135.15 |
|
4.250 |
7,625.72 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,108.44 |
9,125.30 |
| PP |
9,100.12 |
9,111.36 |
| S1 |
9,091.81 |
9,097.43 |
|