| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,141.00 |
10,258.50 |
117.50 |
1.2% |
9,868.00 |
| High |
10,310.00 |
10,422.25 |
112.25 |
1.1% |
10,296.25 |
| Low |
10,076.00 |
10,246.50 |
170.50 |
1.7% |
9,824.25 |
| Close |
10,268.75 |
10,355.75 |
87.00 |
0.8% |
9,865.50 |
| Range |
234.00 |
175.75 |
-58.25 |
-24.9% |
472.00 |
| ATR |
252.04 |
246.59 |
-5.45 |
-2.2% |
0.00 |
| Volume |
402,791 |
404,764 |
1,973 |
0.5% |
2,513,289 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,868.75 |
10,788.00 |
10,452.50 |
|
| R3 |
10,693.00 |
10,612.25 |
10,404.00 |
|
| R2 |
10,517.25 |
10,517.25 |
10,388.00 |
|
| R1 |
10,436.50 |
10,436.50 |
10,371.75 |
10,477.00 |
| PP |
10,341.50 |
10,341.50 |
10,341.50 |
10,361.75 |
| S1 |
10,260.75 |
10,260.75 |
10,339.75 |
10,301.00 |
| S2 |
10,165.75 |
10,165.75 |
10,323.50 |
|
| S3 |
9,990.00 |
10,085.00 |
10,307.50 |
|
| S4 |
9,814.25 |
9,909.25 |
10,259.00 |
|
|
| 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 |
10,422.25 |
9,728.75 |
693.50 |
6.7% |
241.00 |
2.3% |
90% |
True |
False |
457,119 |
| 10 |
10,422.25 |
9,728.75 |
693.50 |
6.7% |
255.25 |
2.5% |
90% |
True |
False |
474,117 |
| 20 |
10,422.25 |
9,368.25 |
1,054.00 |
10.2% |
258.00 |
2.5% |
94% |
True |
False |
355,992 |
| 40 |
10,422.25 |
8,834.00 |
1,588.25 |
15.3% |
233.00 |
2.2% |
96% |
True |
False |
178,357 |
| 60 |
10,422.25 |
7,954.50 |
2,467.75 |
23.8% |
242.50 |
2.3% |
97% |
True |
False |
119,024 |
| 80 |
10,422.25 |
6,626.00 |
3,796.25 |
36.7% |
310.00 |
3.0% |
98% |
True |
False |
89,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,169.25 |
|
2.618 |
10,882.25 |
|
1.618 |
10,706.50 |
|
1.000 |
10,598.00 |
|
0.618 |
10,530.75 |
|
HIGH |
10,422.25 |
|
0.618 |
10,355.00 |
|
0.500 |
10,334.50 |
|
0.382 |
10,313.75 |
|
LOW |
10,246.50 |
|
0.618 |
10,138.00 |
|
1.000 |
10,070.75 |
|
1.618 |
9,962.25 |
|
2.618 |
9,786.50 |
|
4.250 |
9,499.50 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,348.50 |
10,297.50 |
| PP |
10,341.50 |
10,239.50 |
| S1 |
10,334.50 |
10,181.25 |
|