Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
226.2700 |
226.7150 |
0.4450 |
0.2% |
230.2440 |
High |
228.0950 |
240.4320 |
12.3370 |
5.4% |
232.6120 |
Low |
225.5300 |
223.4880 |
-2.0420 |
-0.9% |
216.4670 |
Close |
226.7420 |
238.2730 |
11.5310 |
5.1% |
226.7420 |
Range |
2.5650 |
16.9440 |
14.3790 |
560.6% |
16.1450 |
ATR |
10.6492 |
11.0988 |
0.4496 |
4.2% |
0.0000 |
Volume |
371,696 |
729,808 |
358,112 |
96.3% |
2,401,879 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
284.8963 |
278.5287 |
247.5922 |
|
R3 |
267.9523 |
261.5847 |
242.9326 |
|
R2 |
251.0083 |
251.0083 |
241.3794 |
|
R1 |
244.6407 |
244.6407 |
239.8262 |
247.8245 |
PP |
234.0643 |
234.0643 |
234.0643 |
235.6563 |
S1 |
227.6967 |
227.6967 |
236.7198 |
230.8805 |
S2 |
217.1203 |
217.1203 |
235.1666 |
|
S3 |
200.1763 |
210.7527 |
233.6134 |
|
S4 |
183.2323 |
193.8087 |
228.9538 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
273.7087 |
266.3703 |
235.6218 |
|
R3 |
257.5637 |
250.2253 |
231.1819 |
|
R2 |
241.4187 |
241.4187 |
229.7019 |
|
R1 |
234.0803 |
234.0803 |
228.2220 |
229.6770 |
PP |
225.2737 |
225.2737 |
225.2737 |
223.0720 |
S1 |
217.9353 |
217.9353 |
225.2620 |
213.5320 |
S2 |
209.1287 |
209.1287 |
223.7821 |
|
S3 |
192.9837 |
201.7903 |
222.3021 |
|
S4 |
176.8387 |
185.6453 |
217.8623 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
240.4320 |
223.0750 |
17.3570 |
7.3% |
8.6870 |
3.6% |
88% |
True |
False |
524,166 |
10 |
249.1390 |
216.4670 |
32.6720 |
13.7% |
9.7290 |
4.1% |
67% |
False |
False |
553,329 |
20 |
250.1090 |
216.4670 |
33.6420 |
14.1% |
10.8420 |
4.6% |
65% |
False |
False |
594,572 |
40 |
253.1320 |
183.9150 |
69.2170 |
29.0% |
11.7468 |
4.9% |
79% |
False |
False |
671,544 |
60 |
253.1320 |
148.6190 |
104.5130 |
43.9% |
12.7021 |
5.3% |
86% |
False |
False |
802,440 |
80 |
253.1320 |
107.2740 |
145.8580 |
61.2% |
13.0216 |
5.5% |
90% |
False |
False |
898,191 |
100 |
285.5820 |
89.5050 |
196.0770 |
82.3% |
15.7981 |
6.6% |
76% |
False |
False |
1,106,568 |
120 |
288.2310 |
89.5050 |
198.7260 |
83.4% |
15.8228 |
6.6% |
75% |
False |
False |
1,142,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
312.4440 |
2.618 |
284.7914 |
1.618 |
267.8474 |
1.000 |
257.3760 |
0.618 |
250.9034 |
HIGH |
240.4320 |
0.618 |
233.9594 |
0.500 |
231.9600 |
0.382 |
229.9606 |
LOW |
223.4880 |
0.618 |
213.0166 |
1.000 |
206.5440 |
1.618 |
196.0726 |
2.618 |
179.1286 |
4.250 |
151.4760 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
236.1687 |
236.1392 |
PP |
234.0643 |
234.0053 |
S1 |
231.9600 |
231.8715 |
|