| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,085.25 |
3,101.75 |
16.50 |
0.5% |
3,040.25 |
| High |
3,117.75 |
3,156.50 |
38.75 |
1.2% |
3,145.75 |
| Low |
3,062.75 |
3,095.50 |
32.75 |
1.1% |
2,992.50 |
| Close |
3,103.00 |
3,129.00 |
26.00 |
0.8% |
3,007.00 |
| Range |
55.00 |
61.00 |
6.00 |
10.9% |
153.25 |
| ATR |
78.94 |
77.66 |
-1.28 |
-1.6% |
0.00 |
| Volume |
1,537,321 |
1,552,517 |
15,196 |
1.0% |
9,484,389 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,310.00 |
3,280.50 |
3,162.50 |
|
| R3 |
3,249.00 |
3,219.50 |
3,145.75 |
|
| R2 |
3,188.00 |
3,188.00 |
3,140.25 |
|
| R1 |
3,158.50 |
3,158.50 |
3,134.50 |
3,173.25 |
| PP |
3,127.00 |
3,127.00 |
3,127.00 |
3,134.50 |
| S1 |
3,097.50 |
3,097.50 |
3,123.50 |
3,112.25 |
| S2 |
3,066.00 |
3,066.00 |
3,117.75 |
|
| S3 |
3,005.00 |
3,036.50 |
3,112.25 |
|
| S4 |
2,944.00 |
2,975.50 |
3,095.50 |
|
|
| 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 |
3,156.50 |
2,983.50 |
173.00 |
5.5% |
68.75 |
2.2% |
84% |
True |
False |
1,721,513 |
| 10 |
3,156.50 |
2,983.50 |
173.00 |
5.5% |
78.75 |
2.5% |
84% |
True |
False |
1,783,581 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.5% |
83.75 |
2.7% |
69% |
False |
False |
1,560,896 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.0% |
74.25 |
2.4% |
80% |
False |
False |
784,631 |
| 60 |
3,220.50 |
2,616.25 |
604.25 |
19.3% |
76.75 |
2.5% |
85% |
False |
False |
524,066 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.7% |
104.50 |
3.3% |
91% |
False |
False |
395,010 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.3% |
104.25 |
3.3% |
78% |
False |
False |
316,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,415.75 |
|
2.618 |
3,316.25 |
|
1.618 |
3,255.25 |
|
1.000 |
3,217.50 |
|
0.618 |
3,194.25 |
|
HIGH |
3,156.50 |
|
0.618 |
3,133.25 |
|
0.500 |
3,126.00 |
|
0.382 |
3,118.75 |
|
LOW |
3,095.50 |
|
0.618 |
3,057.75 |
|
1.000 |
3,034.50 |
|
1.618 |
2,996.75 |
|
2.618 |
2,935.75 |
|
4.250 |
2,836.25 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,128.00 |
3,117.00 |
| PP |
3,127.00 |
3,105.25 |
| S1 |
3,126.00 |
3,093.50 |
|