| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,092.85 |
9,278.90 |
186.05 |
2.0% |
9,192.46 |
| High |
9,352.89 |
9,376.68 |
23.79 |
0.3% |
9,298.23 |
| Low |
8,934.94 |
9,208.77 |
273.83 |
3.1% |
8,848.18 |
| Close |
9,278.90 |
9,255.65 |
-23.25 |
-0.3% |
9,092.85 |
| Range |
417.95 |
167.91 |
-250.04 |
-59.8% |
450.05 |
| ATR |
346.59 |
333.83 |
-12.76 |
-3.7% |
0.00 |
| Volume |
28,166 |
21,314 |
-6,852 |
-24.3% |
121,096 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,784.10 |
9,687.78 |
9,348.00 |
|
| R3 |
9,616.19 |
9,519.87 |
9,301.83 |
|
| R2 |
9,448.28 |
9,448.28 |
9,286.43 |
|
| R1 |
9,351.96 |
9,351.96 |
9,271.04 |
9,316.17 |
| PP |
9,280.37 |
9,280.37 |
9,280.37 |
9,262.47 |
| S1 |
9,184.05 |
9,184.05 |
9,240.26 |
9,148.26 |
| S2 |
9,112.46 |
9,112.46 |
9,224.87 |
|
| S3 |
8,944.55 |
9,016.14 |
9,209.47 |
|
| S4 |
8,776.64 |
8,848.23 |
9,163.30 |
|
|
| 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 |
9,376.68 |
8,934.94 |
441.74 |
4.8% |
237.43 |
2.6% |
73% |
True |
False |
23,268 |
| 10 |
9,665.03 |
8,848.18 |
816.85 |
8.8% |
276.52 |
3.0% |
50% |
False |
False |
30,018 |
| 20 |
9,998.98 |
8,848.18 |
1,150.80 |
12.4% |
316.35 |
3.4% |
35% |
False |
False |
34,418 |
| 40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.5% |
401.55 |
4.3% |
36% |
False |
False |
44,512 |
| 60 |
10,359.58 |
6,485.16 |
3,874.42 |
41.9% |
453.87 |
4.9% |
72% |
False |
False |
54,806 |
| 80 |
10,359.58 |
5,029.03 |
5,330.55 |
57.6% |
478.08 |
5.2% |
79% |
False |
False |
58,301 |
| 100 |
10,359.58 |
3,925.27 |
6,434.31 |
69.5% |
528.24 |
5.7% |
83% |
False |
False |
65,059 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.0% |
510.70 |
5.5% |
81% |
False |
False |
60,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,090.30 |
|
2.618 |
9,816.27 |
|
1.618 |
9,648.36 |
|
1.000 |
9,544.59 |
|
0.618 |
9,480.45 |
|
HIGH |
9,376.68 |
|
0.618 |
9,312.54 |
|
0.500 |
9,292.73 |
|
0.382 |
9,272.91 |
|
LOW |
9,208.77 |
|
0.618 |
9,105.00 |
|
1.000 |
9,040.86 |
|
1.618 |
8,937.09 |
|
2.618 |
8,769.18 |
|
4.250 |
8,495.15 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,292.73 |
9,222.37 |
| PP |
9,280.37 |
9,189.09 |
| S1 |
9,268.01 |
9,155.81 |
|