Trading Metrics calculated at close of trading on 03-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
03-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,239.49 |
9,083.53 |
-155.96 |
-1.7% |
9,192.46 |
High |
9,264.51 |
9,146.72 |
-117.79 |
-1.3% |
9,298.23 |
Low |
8,952.36 |
9,059.59 |
107.23 |
1.2% |
8,848.18 |
Close |
9,083.49 |
9,092.85 |
9.36 |
0.1% |
9,092.85 |
Range |
312.15 |
87.13 |
-225.02 |
-72.1% |
450.05 |
ATR |
360.64 |
341.10 |
-19.54 |
-5.4% |
0.00 |
Volume |
29,029 |
16,602 |
-12,427 |
-42.8% |
121,096 |
|
Daily Pivots for day following 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,361.11 |
9,314.11 |
9,140.77 |
|
R3 |
9,273.98 |
9,226.98 |
9,116.81 |
|
R2 |
9,186.85 |
9,186.85 |
9,108.82 |
|
R1 |
9,139.85 |
9,139.85 |
9,100.84 |
9,163.35 |
PP |
9,099.72 |
9,099.72 |
9,099.72 |
9,111.47 |
S1 |
9,052.72 |
9,052.72 |
9,084.86 |
9,076.22 |
S2 |
9,012.59 |
9,012.59 |
9,076.88 |
|
S3 |
8,925.46 |
8,965.59 |
9,068.89 |
|
S4 |
8,838.33 |
8,878.46 |
9,044.93 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,429.90 |
10,211.43 |
9,340.38 |
|
R3 |
9,979.85 |
9,761.38 |
9,216.61 |
|
R2 |
9,529.80 |
9,529.80 |
9,175.36 |
|
R1 |
9,311.33 |
9,311.33 |
9,134.10 |
9,195.54 |
PP |
9,079.75 |
9,079.75 |
9,079.75 |
9,021.86 |
S1 |
8,861.28 |
8,861.28 |
9,051.60 |
8,745.49 |
S2 |
8,629.70 |
8,629.70 |
9,010.34 |
|
S3 |
8,179.65 |
8,411.23 |
8,969.09 |
|
S4 |
7,729.60 |
7,961.18 |
8,845.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,298.23 |
8,848.18 |
450.05 |
4.9% |
226.16 |
2.5% |
54% |
False |
False |
24,219 |
10 |
9,781.36 |
8,848.18 |
933.18 |
10.3% |
285.25 |
3.1% |
26% |
False |
False |
30,572 |
20 |
9,998.98 |
8,848.18 |
1,150.80 |
12.7% |
320.83 |
3.5% |
21% |
False |
False |
34,509 |
40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.7% |
444.29 |
4.9% |
41% |
False |
False |
47,827 |
60 |
10,359.58 |
6,485.16 |
3,874.42 |
42.6% |
457.64 |
5.0% |
67% |
False |
False |
55,669 |
80 |
10,359.58 |
4,452.60 |
5,906.98 |
65.0% |
497.40 |
5.5% |
79% |
False |
False |
63,369 |
100 |
10,391.33 |
3,925.27 |
6,466.06 |
71.1% |
538.05 |
5.9% |
80% |
False |
False |
65,199 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
72.3% |
513.69 |
5.6% |
79% |
False |
False |
60,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,517.02 |
2.618 |
9,374.83 |
1.618 |
9,287.70 |
1.000 |
9,233.85 |
0.618 |
9,200.57 |
HIGH |
9,146.72 |
0.618 |
9,113.44 |
0.500 |
9,103.16 |
0.382 |
9,092.87 |
LOW |
9,059.59 |
0.618 |
9,005.74 |
1.000 |
8,972.46 |
1.618 |
8,918.61 |
2.618 |
8,831.48 |
4.250 |
8,689.29 |
|
|
Fisher Pivots for day following 03-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,103.16 |
9,125.30 |
PP |
9,099.72 |
9,114.48 |
S1 |
9,096.29 |
9,103.67 |
|