| 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 |
3,121.25 |
3,170.00 |
48.75 |
1.6% |
2,986.25 |
| High |
3,174.50 |
3,184.00 |
9.50 |
0.3% |
3,156.50 |
| Low |
3,105.75 |
3,132.50 |
26.75 |
0.9% |
2,983.50 |
| Close |
3,172.00 |
3,136.50 |
-35.50 |
-1.1% |
3,129.00 |
| Range |
68.75 |
51.50 |
-17.25 |
-25.1% |
173.00 |
| ATR |
77.02 |
75.20 |
-1.82 |
-2.4% |
0.00 |
| Volume |
1,459,512 |
1,333,466 |
-126,046 |
-8.6% |
6,399,148 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.50 |
3,272.50 |
3,164.75 |
|
| R3 |
3,254.00 |
3,221.00 |
3,150.75 |
|
| R2 |
3,202.50 |
3,202.50 |
3,146.00 |
|
| R1 |
3,169.50 |
3,169.50 |
3,141.25 |
3,160.25 |
| PP |
3,151.00 |
3,151.00 |
3,151.00 |
3,146.50 |
| S1 |
3,118.00 |
3,118.00 |
3,131.75 |
3,108.75 |
| S2 |
3,099.50 |
3,099.50 |
3,127.00 |
|
| S3 |
3,048.00 |
3,066.50 |
3,122.25 |
|
| S4 |
2,996.50 |
3,015.00 |
3,108.25 |
|
|
| 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 |
3,184.00 |
3,030.25 |
153.75 |
4.9% |
61.50 |
2.0% |
69% |
True |
False |
1,521,396 |
| 10 |
3,184.00 |
2,983.50 |
200.50 |
6.4% |
73.25 |
2.3% |
76% |
True |
False |
1,728,419 |
| 20 |
3,220.00 |
2,923.75 |
296.25 |
9.4% |
82.25 |
2.6% |
72% |
False |
False |
1,693,188 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
15.0% |
74.00 |
2.4% |
82% |
False |
False |
854,323 |
| 60 |
3,220.50 |
2,704.00 |
516.50 |
16.5% |
75.00 |
2.4% |
84% |
False |
False |
570,459 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.6% |
100.00 |
3.2% |
92% |
False |
False |
429,876 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.2% |
105.00 |
3.3% |
79% |
False |
False |
344,097 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
39.2% |
93.50 |
3.0% |
79% |
False |
False |
286,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,403.00 |
|
2.618 |
3,318.75 |
|
1.618 |
3,267.25 |
|
1.000 |
3,235.50 |
|
0.618 |
3,215.75 |
|
HIGH |
3,184.00 |
|
0.618 |
3,164.25 |
|
0.500 |
3,158.25 |
|
0.382 |
3,152.25 |
|
LOW |
3,132.50 |
|
0.618 |
3,100.75 |
|
1.000 |
3,081.00 |
|
1.618 |
3,049.25 |
|
2.618 |
2,997.75 |
|
4.250 |
2,913.50 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,158.25 |
3,139.75 |
| PP |
3,151.00 |
3,138.75 |
| S1 |
3,143.75 |
3,137.50 |
|