| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,170.00 |
3,135.25 |
-34.75 |
-1.1% |
2,986.25 |
| High |
3,184.00 |
3,166.25 |
-17.75 |
-0.6% |
3,156.50 |
| Low |
3,132.50 |
3,125.50 |
-7.00 |
-0.2% |
2,983.50 |
| Close |
3,136.50 |
3,163.50 |
27.00 |
0.9% |
3,129.00 |
| Range |
51.50 |
40.75 |
-10.75 |
-20.9% |
173.00 |
| ATR |
75.20 |
72.74 |
-2.46 |
-3.3% |
0.00 |
| Volume |
1,333,466 |
1,527,612 |
194,146 |
14.6% |
6,399,148 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,274.00 |
3,259.50 |
3,186.00 |
|
| R3 |
3,233.25 |
3,218.75 |
3,174.75 |
|
| R2 |
3,192.50 |
3,192.50 |
3,171.00 |
|
| R1 |
3,178.00 |
3,178.00 |
3,167.25 |
3,185.25 |
| PP |
3,151.75 |
3,151.75 |
3,151.75 |
3,155.50 |
| S1 |
3,137.25 |
3,137.25 |
3,159.75 |
3,144.50 |
| S2 |
3,111.00 |
3,111.00 |
3,156.00 |
|
| S3 |
3,070.25 |
3,096.50 |
3,152.25 |
|
| S4 |
3,029.50 |
3,055.75 |
3,141.00 |
|
|
| 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 |
3,062.75 |
121.25 |
3.8% |
55.50 |
1.8% |
83% |
False |
False |
1,482,085 |
| 10 |
3,184.00 |
2,983.50 |
200.50 |
6.3% |
68.75 |
2.2% |
90% |
False |
False |
1,728,331 |
| 20 |
3,216.75 |
2,923.75 |
293.00 |
9.3% |
82.25 |
2.6% |
82% |
False |
False |
1,764,902 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
14.8% |
73.75 |
2.3% |
88% |
False |
False |
892,438 |
| 60 |
3,220.50 |
2,711.00 |
509.50 |
16.1% |
73.75 |
2.3% |
89% |
False |
False |
595,872 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.3% |
96.50 |
3.1% |
95% |
False |
False |
448,935 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.9% |
105.25 |
3.3% |
81% |
False |
False |
359,373 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.9% |
93.50 |
3.0% |
81% |
False |
False |
299,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,339.50 |
|
2.618 |
3,273.00 |
|
1.618 |
3,232.25 |
|
1.000 |
3,207.00 |
|
0.618 |
3,191.50 |
|
HIGH |
3,166.25 |
|
0.618 |
3,150.75 |
|
0.500 |
3,146.00 |
|
0.382 |
3,141.00 |
|
LOW |
3,125.50 |
|
0.618 |
3,100.25 |
|
1.000 |
3,084.75 |
|
1.618 |
3,059.50 |
|
2.618 |
3,018.75 |
|
4.250 |
2,952.25 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,157.50 |
3,157.25 |
| PP |
3,151.75 |
3,151.00 |
| S1 |
3,146.00 |
3,145.00 |
|