| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,101.75 |
3,121.25 |
19.50 |
0.6% |
2,986.25 |
| High |
3,156.50 |
3,174.50 |
18.00 |
0.6% |
3,156.50 |
| Low |
3,095.50 |
3,105.75 |
10.25 |
0.3% |
2,983.50 |
| Close |
3,129.00 |
3,172.00 |
43.00 |
1.4% |
3,129.00 |
| Range |
61.00 |
68.75 |
7.75 |
12.7% |
173.00 |
| ATR |
77.66 |
77.02 |
-0.64 |
-0.8% |
0.00 |
| Volume |
1,552,517 |
1,459,512 |
-93,005 |
-6.0% |
6,399,148 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,357.00 |
3,333.25 |
3,209.75 |
|
| R3 |
3,288.25 |
3,264.50 |
3,191.00 |
|
| R2 |
3,219.50 |
3,219.50 |
3,184.50 |
|
| R1 |
3,195.75 |
3,195.75 |
3,178.25 |
3,207.50 |
| PP |
3,150.75 |
3,150.75 |
3,150.75 |
3,156.75 |
| S1 |
3,127.00 |
3,127.00 |
3,165.75 |
3,139.00 |
| S2 |
3,082.00 |
3,082.00 |
3,159.50 |
|
| S3 |
3,013.25 |
3,058.25 |
3,153.00 |
|
| S4 |
2,944.50 |
2,989.50 |
3,134.25 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,608.75 |
3,541.75 |
3,224.25 |
|
| R3 |
3,435.75 |
3,368.75 |
3,176.50 |
|
| R2 |
3,262.75 |
3,262.75 |
3,160.75 |
|
| R1 |
3,195.75 |
3,195.75 |
3,144.75 |
3,229.25 |
| PP |
3,089.75 |
3,089.75 |
3,089.75 |
3,106.50 |
| S1 |
3,022.75 |
3,022.75 |
3,113.25 |
3,056.25 |
| S2 |
2,916.75 |
2,916.75 |
3,097.25 |
|
| S3 |
2,743.75 |
2,849.75 |
3,081.50 |
|
| S4 |
2,570.75 |
2,676.75 |
3,033.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,174.50 |
2,983.50 |
191.00 |
6.0% |
64.75 |
2.0% |
99% |
True |
False |
1,571,732 |
| 10 |
3,174.50 |
2,983.50 |
191.00 |
6.0% |
77.00 |
2.4% |
99% |
True |
False |
1,734,304 |
| 20 |
3,220.50 |
2,923.75 |
296.75 |
9.4% |
82.00 |
2.6% |
84% |
False |
False |
1,631,039 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
14.8% |
74.00 |
2.3% |
90% |
False |
False |
821,041 |
| 60 |
3,220.50 |
2,695.75 |
524.75 |
16.5% |
75.75 |
2.4% |
91% |
False |
False |
548,304 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.3% |
103.25 |
3.3% |
95% |
False |
False |
413,248 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.8% |
104.75 |
3.3% |
82% |
False |
False |
330,763 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.8% |
93.25 |
2.9% |
82% |
False |
False |
275,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,466.75 |
|
2.618 |
3,354.50 |
|
1.618 |
3,285.75 |
|
1.000 |
3,243.25 |
|
0.618 |
3,217.00 |
|
HIGH |
3,174.50 |
|
0.618 |
3,148.25 |
|
0.500 |
3,140.00 |
|
0.382 |
3,132.00 |
|
LOW |
3,105.75 |
|
0.618 |
3,063.25 |
|
1.000 |
3,037.00 |
|
1.618 |
2,994.50 |
|
2.618 |
2,925.75 |
|
4.250 |
2,813.50 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,161.50 |
3,154.25 |
| PP |
3,150.75 |
3,136.50 |
| S1 |
3,140.00 |
3,118.50 |
|