| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,166.25 |
3,142.25 |
-24.00 |
-0.8% |
3,121.25 |
| High |
3,170.75 |
3,181.25 |
10.50 |
0.3% |
3,184.00 |
| Low |
3,105.25 |
3,111.50 |
6.25 |
0.2% |
3,105.25 |
| Close |
3,141.00 |
3,178.50 |
37.50 |
1.2% |
3,178.50 |
| Range |
65.50 |
69.75 |
4.25 |
6.5% |
78.75 |
| ATR |
72.22 |
72.05 |
-0.18 |
-0.2% |
0.00 |
| Volume |
1,881,833 |
1,408,591 |
-473,242 |
-25.1% |
7,611,014 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,366.25 |
3,342.25 |
3,216.75 |
|
| R3 |
3,296.50 |
3,272.50 |
3,197.75 |
|
| R2 |
3,226.75 |
3,226.75 |
3,191.25 |
|
| R1 |
3,202.75 |
3,202.75 |
3,185.00 |
3,214.75 |
| PP |
3,157.00 |
3,157.00 |
3,157.00 |
3,163.00 |
| S1 |
3,133.00 |
3,133.00 |
3,172.00 |
3,145.00 |
| S2 |
3,087.25 |
3,087.25 |
3,165.75 |
|
| S3 |
3,017.50 |
3,063.25 |
3,159.25 |
|
| S4 |
2,947.75 |
2,993.50 |
3,140.25 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.25 |
3,364.00 |
3,221.75 |
|
| R3 |
3,313.50 |
3,285.25 |
3,200.25 |
|
| R2 |
3,234.75 |
3,234.75 |
3,193.00 |
|
| R1 |
3,206.50 |
3,206.50 |
3,185.75 |
3,220.50 |
| PP |
3,156.00 |
3,156.00 |
3,156.00 |
3,163.00 |
| S1 |
3,127.75 |
3,127.75 |
3,171.25 |
3,142.00 |
| S2 |
3,077.25 |
3,077.25 |
3,164.00 |
|
| S3 |
2,998.50 |
3,049.00 |
3,156.75 |
|
| S4 |
2,919.75 |
2,970.25 |
3,135.25 |
|
|
| 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 |
3,105.25 |
78.75 |
2.5% |
59.25 |
1.9% |
93% |
False |
False |
1,522,202 |
| 10 |
3,184.00 |
2,983.50 |
200.50 |
6.3% |
64.00 |
2.0% |
97% |
False |
False |
1,621,858 |
| 20 |
3,184.00 |
2,923.75 |
260.25 |
8.2% |
77.00 |
2.4% |
98% |
False |
False |
1,881,118 |
| 40 |
3,220.50 |
2,751.50 |
469.00 |
14.8% |
72.25 |
2.3% |
91% |
False |
False |
974,494 |
| 60 |
3,220.50 |
2,711.00 |
509.50 |
16.0% |
73.00 |
2.3% |
92% |
False |
False |
650,606 |
| 80 |
3,220.50 |
2,165.50 |
1,055.00 |
33.2% |
92.00 |
2.9% |
96% |
False |
False |
489,941 |
| 100 |
3,396.50 |
2,165.50 |
1,231.00 |
38.7% |
106.00 |
3.3% |
82% |
False |
False |
392,275 |
| 120 |
3,396.50 |
2,165.50 |
1,231.00 |
38.7% |
94.50 |
3.0% |
82% |
False |
False |
326,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,477.75 |
|
2.618 |
3,363.75 |
|
1.618 |
3,294.00 |
|
1.000 |
3,251.00 |
|
0.618 |
3,224.25 |
|
HIGH |
3,181.25 |
|
0.618 |
3,154.50 |
|
0.500 |
3,146.50 |
|
0.382 |
3,138.25 |
|
LOW |
3,111.50 |
|
0.618 |
3,068.50 |
|
1.000 |
3,041.75 |
|
1.618 |
2,998.75 |
|
2.618 |
2,929.00 |
|
4.250 |
2,815.00 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,167.75 |
3,166.75 |
| PP |
3,157.00 |
3,155.00 |
| S1 |
3,146.50 |
3,143.25 |
|