Trading Metrics calculated at close of trading on 08-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,278.90 |
9,255.85 |
-23.05 |
-0.2% |
9,192.46 |
High |
9,376.68 |
9,472.81 |
96.13 |
1.0% |
9,298.23 |
Low |
9,208.77 |
9,233.09 |
24.32 |
0.3% |
8,848.18 |
Close |
9,255.65 |
9,431.88 |
176.23 |
1.9% |
9,092.85 |
Range |
167.91 |
239.72 |
71.81 |
42.8% |
450.05 |
ATR |
333.83 |
327.10 |
-6.72 |
-2.0% |
0.00 |
Volume |
21,314 |
27,910 |
6,596 |
30.9% |
121,096 |
|
Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,098.42 |
10,004.87 |
9,563.73 |
|
R3 |
9,858.70 |
9,765.15 |
9,497.80 |
|
R2 |
9,618.98 |
9,618.98 |
9,475.83 |
|
R1 |
9,525.43 |
9,525.43 |
9,453.85 |
9,572.21 |
PP |
9,379.26 |
9,379.26 |
9,379.26 |
9,402.65 |
S1 |
9,285.71 |
9,285.71 |
9,409.91 |
9,332.49 |
S2 |
9,139.54 |
9,139.54 |
9,387.93 |
|
S3 |
8,899.82 |
9,045.99 |
9,365.96 |
|
S4 |
8,660.10 |
8,806.27 |
9,300.03 |
|
|
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 |
9,472.81 |
8,934.94 |
537.87 |
5.7% |
244.97 |
2.6% |
92% |
True |
False |
24,604 |
10 |
9,472.81 |
8,848.18 |
624.63 |
6.6% |
255.25 |
2.7% |
93% |
True |
False |
28,957 |
20 |
9,961.74 |
8,848.18 |
1,113.56 |
11.8% |
314.13 |
3.3% |
52% |
False |
False |
33,950 |
40 |
10,359.58 |
8,647.02 |
1,712.56 |
18.2% |
392.96 |
4.2% |
46% |
False |
False |
43,919 |
60 |
10,359.58 |
6,485.16 |
3,874.42 |
41.1% |
453.84 |
4.8% |
76% |
False |
False |
54,701 |
80 |
10,359.58 |
5,267.61 |
5,091.97 |
54.0% |
474.39 |
5.0% |
82% |
False |
False |
57,570 |
100 |
10,359.58 |
3,925.27 |
6,434.31 |
68.2% |
521.03 |
5.5% |
86% |
False |
False |
64,945 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
69.7% |
511.01 |
5.4% |
84% |
False |
False |
60,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,491.62 |
2.618 |
10,100.40 |
1.618 |
9,860.68 |
1.000 |
9,712.53 |
0.618 |
9,620.96 |
HIGH |
9,472.81 |
0.618 |
9,381.24 |
0.500 |
9,352.95 |
0.382 |
9,324.66 |
LOW |
9,233.09 |
0.618 |
9,084.94 |
1.000 |
8,993.37 |
1.618 |
8,845.22 |
2.618 |
8,605.50 |
4.250 |
8,214.28 |
|
|
Fisher Pivots for day following 08-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
9,405.57 |
9,355.88 |
PP |
9,379.26 |
9,279.88 |
S1 |
9,352.95 |
9,203.88 |
|