| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
9,983.00 |
10,141.00 |
158.00 |
1.6% |
9,868.00 |
| High |
10,171.50 |
10,310.00 |
138.50 |
1.4% |
10,296.25 |
| Low |
9,940.25 |
10,076.00 |
135.75 |
1.4% |
9,824.25 |
| Close |
10,147.25 |
10,268.75 |
121.50 |
1.2% |
9,865.50 |
| Range |
231.25 |
234.00 |
2.75 |
1.2% |
472.00 |
| ATR |
253.43 |
252.04 |
-1.39 |
-0.5% |
0.00 |
| Volume |
422,348 |
402,791 |
-19,557 |
-4.6% |
2,513,289 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,920.25 |
10,828.50 |
10,397.50 |
|
| R3 |
10,686.25 |
10,594.50 |
10,333.00 |
|
| R2 |
10,452.25 |
10,452.25 |
10,311.75 |
|
| R1 |
10,360.50 |
10,360.50 |
10,290.25 |
10,406.50 |
| PP |
10,218.25 |
10,218.25 |
10,218.25 |
10,241.25 |
| S1 |
10,126.50 |
10,126.50 |
10,247.25 |
10,172.50 |
| S2 |
9,984.25 |
9,984.25 |
10,225.75 |
|
| S3 |
9,750.25 |
9,892.50 |
10,204.50 |
|
| S4 |
9,516.25 |
9,658.50 |
10,140.00 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,411.25 |
11,110.50 |
10,125.00 |
|
| R3 |
10,939.25 |
10,638.50 |
9,995.25 |
|
| R2 |
10,467.25 |
10,467.25 |
9,952.00 |
|
| R1 |
10,166.50 |
10,166.50 |
9,908.75 |
10,081.00 |
| PP |
9,995.25 |
9,995.25 |
9,995.25 |
9,952.50 |
| S1 |
9,694.50 |
9,694.50 |
9,822.25 |
9,609.00 |
| S2 |
9,523.25 |
9,523.25 |
9,779.00 |
|
| S3 |
9,051.25 |
9,222.50 |
9,735.75 |
|
| S4 |
8,579.25 |
8,750.50 |
9,606.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,310.00 |
9,728.75 |
581.25 |
5.7% |
250.25 |
2.4% |
93% |
True |
False |
479,016 |
| 10 |
10,310.00 |
9,728.75 |
581.25 |
5.7% |
254.00 |
2.5% |
93% |
True |
False |
476,751 |
| 20 |
10,310.00 |
9,368.25 |
941.75 |
9.2% |
257.50 |
2.5% |
96% |
True |
False |
335,827 |
| 40 |
10,310.00 |
8,834.00 |
1,476.00 |
14.4% |
232.75 |
2.3% |
97% |
True |
False |
168,242 |
| 60 |
10,310.00 |
7,950.25 |
2,359.75 |
23.0% |
245.50 |
2.4% |
98% |
True |
False |
112,293 |
| 80 |
10,310.00 |
6,626.00 |
3,684.00 |
35.9% |
314.75 |
3.1% |
99% |
True |
False |
84,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,304.50 |
|
2.618 |
10,922.50 |
|
1.618 |
10,688.50 |
|
1.000 |
10,544.00 |
|
0.618 |
10,454.50 |
|
HIGH |
10,310.00 |
|
0.618 |
10,220.50 |
|
0.500 |
10,193.00 |
|
0.382 |
10,165.50 |
|
LOW |
10,076.00 |
|
0.618 |
9,931.50 |
|
1.000 |
9,842.00 |
|
1.618 |
9,697.50 |
|
2.618 |
9,463.50 |
|
4.250 |
9,081.50 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,243.50 |
10,185.50 |
| PP |
10,218.25 |
10,102.50 |
| S1 |
10,193.00 |
10,019.50 |
|