| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,135.25 |
3,166.25 |
31.00 |
1.0% |
2,986.25 |
| High |
3,166.25 |
3,170.75 |
4.50 |
0.1% |
3,156.50 |
| Low |
3,125.50 |
3,105.25 |
-20.25 |
-0.6% |
2,983.50 |
| Close |
3,163.50 |
3,141.00 |
-22.50 |
-0.7% |
3,129.00 |
| Range |
40.75 |
65.50 |
24.75 |
60.7% |
173.00 |
| ATR |
72.74 |
72.22 |
-0.52 |
-0.7% |
0.00 |
| Volume |
1,527,612 |
1,881,833 |
354,221 |
23.2% |
6,399,148 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,335.50 |
3,303.75 |
3,177.00 |
|
| R3 |
3,270.00 |
3,238.25 |
3,159.00 |
|
| R2 |
3,204.50 |
3,204.50 |
3,153.00 |
|
| R1 |
3,172.75 |
3,172.75 |
3,147.00 |
3,156.00 |
| PP |
3,139.00 |
3,139.00 |
3,139.00 |
3,130.50 |
| S1 |
3,107.25 |
3,107.25 |
3,135.00 |
3,090.50 |
| S2 |
3,073.50 |
3,073.50 |
3,129.00 |
|
| S3 |
3,008.00 |
3,041.75 |
3,123.00 |
|
| S4 |
2,942.50 |
2,976.25 |
3,105.00 |
|
|
| 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 |
3,095.50 |
88.50 |
2.8% |
57.50 |
1.8% |
51% |
False |
False |
1,550,988 |
| 10 |
3,184.00 |
2,983.50 |
200.50 |
6.4% |
64.50 |
2.1% |
79% |
False |
False |
1,677,723 |
| 20 |
3,184.00 |
2,923.75 |
260.25 |
8.3% |
83.00 |
2.6% |
83% |
False |
False |
1,850,968 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
14.9% |
72.75 |
2.3% |
83% |
False |
False |
939,417 |
| 60 |
3,220.50 |
2,711.00 |
509.50 |
16.2% |
73.25 |
2.3% |
84% |
False |
False |
627,208 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.6% |
93.50 |
3.0% |
92% |
False |
False |
472,401 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
39.2% |
105.50 |
3.4% |
79% |
False |
False |
378,192 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
39.2% |
94.00 |
3.0% |
79% |
False |
False |
315,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,449.00 |
|
2.618 |
3,342.25 |
|
1.618 |
3,276.75 |
|
1.000 |
3,236.25 |
|
0.618 |
3,211.25 |
|
HIGH |
3,170.75 |
|
0.618 |
3,145.75 |
|
0.500 |
3,138.00 |
|
0.382 |
3,130.25 |
|
LOW |
3,105.25 |
|
0.618 |
3,064.75 |
|
1.000 |
3,039.75 |
|
1.618 |
2,999.25 |
|
2.618 |
2,933.75 |
|
4.250 |
2,827.00 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,140.00 |
3,144.50 |
| PP |
3,139.00 |
3,143.50 |
| S1 |
3,138.00 |
3,142.25 |
|