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 |
226.7150 |
238.2730 |
11.5580 |
5.1% |
230.2440 |
High |
240.4320 |
243.5710 |
3.1390 |
1.3% |
232.6120 |
Low |
223.4880 |
234.9720 |
11.4840 |
5.1% |
216.4670 |
Close |
238.2730 |
238.5200 |
0.2470 |
0.1% |
226.7420 |
Range |
16.9440 |
8.5990 |
-8.3450 |
-49.3% |
16.1450 |
ATR |
11.0988 |
10.9203 |
-0.1786 |
-1.6% |
0.0000 |
Volume |
729,808 |
484,152 |
-245,656 |
-33.7% |
2,401,879 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
264.8180 |
260.2680 |
243.2495 |
|
R3 |
256.2190 |
251.6690 |
240.8847 |
|
R2 |
247.6200 |
247.6200 |
240.0965 |
|
R1 |
243.0700 |
243.0700 |
239.3082 |
245.3450 |
PP |
239.0210 |
239.0210 |
239.0210 |
240.1585 |
S1 |
234.4710 |
234.4710 |
237.7318 |
236.7460 |
S2 |
230.4220 |
230.4220 |
236.9435 |
|
S3 |
221.8230 |
225.8720 |
236.1553 |
|
S4 |
213.2240 |
217.2730 |
233.7906 |
|
|
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 |
243.5710 |
223.3110 |
20.2600 |
8.5% |
9.0438 |
3.8% |
75% |
True |
False |
535,731 |
10 |
249.1390 |
216.4670 |
32.6720 |
13.7% |
10.0001 |
4.2% |
67% |
False |
False |
555,819 |
20 |
250.1090 |
216.4670 |
33.6420 |
14.1% |
10.7698 |
4.5% |
66% |
False |
False |
594,353 |
40 |
253.1320 |
186.9380 |
66.1940 |
27.8% |
11.7566 |
4.9% |
78% |
False |
False |
665,262 |
60 |
253.1320 |
148.6190 |
104.5130 |
43.8% |
12.7422 |
5.3% |
86% |
False |
False |
790,101 |
80 |
253.1320 |
110.2750 |
142.8570 |
59.9% |
12.9608 |
5.4% |
90% |
False |
False |
872,209 |
100 |
285.5120 |
89.5050 |
196.0070 |
82.2% |
15.6229 |
6.5% |
76% |
False |
False |
1,086,180 |
120 |
288.2310 |
89.5050 |
198.7260 |
83.3% |
15.8560 |
6.6% |
75% |
False |
False |
1,138,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
280.1168 |
2.618 |
266.0832 |
1.618 |
257.4842 |
1.000 |
252.1700 |
0.618 |
248.8852 |
HIGH |
243.5710 |
0.618 |
240.2862 |
0.500 |
239.2715 |
0.382 |
238.2568 |
LOW |
234.9720 |
0.618 |
229.6578 |
1.000 |
226.3730 |
1.618 |
221.0588 |
2.618 |
212.4598 |
4.250 |
198.4263 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
239.2715 |
236.8565 |
PP |
239.0210 |
235.1930 |
S1 |
238.7705 |
233.5295 |
|