| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,046.00 |
3,085.25 |
39.25 |
1.3% |
3,040.25 |
| High |
3,101.25 |
3,117.75 |
16.50 |
0.5% |
3,145.75 |
| Low |
3,030.25 |
3,062.75 |
32.50 |
1.1% |
2,992.50 |
| Close |
3,090.25 |
3,103.00 |
12.75 |
0.4% |
3,007.00 |
| Range |
71.00 |
55.00 |
-16.00 |
-22.5% |
153.25 |
| ATR |
80.78 |
78.94 |
-1.84 |
-2.3% |
0.00 |
| Volume |
1,724,164 |
1,537,321 |
-186,843 |
-10.8% |
9,484,389 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,259.50 |
3,236.25 |
3,133.25 |
|
| R3 |
3,204.50 |
3,181.25 |
3,118.00 |
|
| R2 |
3,149.50 |
3,149.50 |
3,113.00 |
|
| R1 |
3,126.25 |
3,126.25 |
3,108.00 |
3,138.00 |
| PP |
3,094.50 |
3,094.50 |
3,094.50 |
3,100.25 |
| S1 |
3,071.25 |
3,071.25 |
3,098.00 |
3,083.00 |
| S2 |
3,039.50 |
3,039.50 |
3,093.00 |
|
| S3 |
2,984.50 |
3,016.25 |
3,088.00 |
|
| S4 |
2,929.50 |
2,961.25 |
3,072.75 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.25 |
3,410.75 |
3,091.25 |
|
| R3 |
3,355.00 |
3,257.50 |
3,049.25 |
|
| R2 |
3,201.75 |
3,201.75 |
3,035.00 |
|
| R1 |
3,104.25 |
3,104.25 |
3,021.00 |
3,076.50 |
| PP |
3,048.50 |
3,048.50 |
3,048.50 |
3,034.50 |
| S1 |
2,951.00 |
2,951.00 |
2,993.00 |
2,923.00 |
| S2 |
2,895.25 |
2,895.25 |
2,979.00 |
|
| S3 |
2,742.00 |
2,797.75 |
2,964.75 |
|
| S4 |
2,588.75 |
2,644.50 |
2,922.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,117.75 |
2,983.50 |
134.25 |
4.3% |
71.50 |
2.3% |
89% |
True |
False |
1,804,458 |
| 10 |
3,145.75 |
2,983.50 |
162.25 |
5.2% |
78.25 |
2.5% |
74% |
False |
False |
1,791,951 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.6% |
82.75 |
2.7% |
60% |
False |
False |
1,484,867 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.1% |
74.00 |
2.4% |
75% |
False |
False |
745,858 |
| 60 |
3,220.50 |
2,616.25 |
604.25 |
19.5% |
78.00 |
2.5% |
81% |
False |
False |
498,319 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
34.0% |
106.00 |
3.4% |
89% |
False |
False |
375,616 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.7% |
104.25 |
3.4% |
76% |
False |
False |
300,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,351.50 |
|
2.618 |
3,261.75 |
|
1.618 |
3,206.75 |
|
1.000 |
3,172.75 |
|
0.618 |
3,151.75 |
|
HIGH |
3,117.75 |
|
0.618 |
3,096.75 |
|
0.500 |
3,090.25 |
|
0.382 |
3,083.75 |
|
LOW |
3,062.75 |
|
0.618 |
3,028.75 |
|
1.000 |
3,007.75 |
|
1.618 |
2,973.75 |
|
2.618 |
2,918.75 |
|
4.250 |
2,829.00 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,098.75 |
3,085.50 |
| PP |
3,094.50 |
3,068.00 |
| S1 |
3,090.25 |
3,050.50 |
|