| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,258.50 |
10,347.25 |
88.75 |
0.9% |
9,785.50 |
| High |
10,422.25 |
10,614.50 |
192.25 |
1.8% |
10,422.25 |
| Low |
10,246.50 |
10,308.75 |
62.25 |
0.6% |
9,728.75 |
| Close |
10,355.75 |
10,598.50 |
242.75 |
2.3% |
10,355.75 |
| Range |
175.75 |
305.75 |
130.00 |
74.0% |
693.50 |
| ATR |
246.59 |
250.82 |
4.23 |
1.7% |
0.00 |
| Volume |
404,764 |
486,369 |
81,605 |
20.2% |
1,709,447 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,424.50 |
11,317.25 |
10,766.75 |
|
| R3 |
11,118.75 |
11,011.50 |
10,682.50 |
|
| R2 |
10,813.00 |
10,813.00 |
10,654.50 |
|
| R1 |
10,705.75 |
10,705.75 |
10,626.50 |
10,759.50 |
| PP |
10,507.25 |
10,507.25 |
10,507.25 |
10,534.00 |
| S1 |
10,400.00 |
10,400.00 |
10,570.50 |
10,453.50 |
| S2 |
10,201.50 |
10,201.50 |
10,542.50 |
|
| S3 |
9,895.75 |
10,094.25 |
10,514.50 |
|
| S4 |
9,590.00 |
9,788.50 |
10,430.25 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,249.50 |
11,996.00 |
10,737.25 |
|
| R3 |
11,556.00 |
11,302.50 |
10,546.50 |
|
| R2 |
10,862.50 |
10,862.50 |
10,483.00 |
|
| R1 |
10,609.00 |
10,609.00 |
10,419.25 |
10,735.75 |
| PP |
10,169.00 |
10,169.00 |
10,169.00 |
10,232.25 |
| S1 |
9,915.50 |
9,915.50 |
10,292.25 |
10,042.25 |
| S2 |
9,475.50 |
9,475.50 |
10,228.50 |
|
| S3 |
8,782.00 |
9,222.00 |
10,165.00 |
|
| S4 |
8,088.50 |
8,528.50 |
9,974.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,614.50 |
9,728.75 |
885.75 |
8.4% |
243.00 |
2.3% |
98% |
True |
False |
439,163 |
| 10 |
10,614.50 |
9,728.75 |
885.75 |
8.4% |
266.25 |
2.5% |
98% |
True |
False |
470,910 |
| 20 |
10,614.50 |
9,368.25 |
1,246.25 |
11.8% |
261.00 |
2.5% |
99% |
True |
False |
380,160 |
| 40 |
10,614.50 |
8,834.00 |
1,780.50 |
16.8% |
235.75 |
2.2% |
99% |
True |
False |
190,510 |
| 60 |
10,614.50 |
8,074.25 |
2,540.25 |
24.0% |
243.00 |
2.3% |
99% |
True |
False |
127,123 |
| 80 |
10,614.50 |
6,626.00 |
3,988.50 |
37.6% |
309.50 |
2.9% |
100% |
True |
False |
95,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,914.00 |
|
2.618 |
11,415.00 |
|
1.618 |
11,109.25 |
|
1.000 |
10,920.25 |
|
0.618 |
10,803.50 |
|
HIGH |
10,614.50 |
|
0.618 |
10,497.75 |
|
0.500 |
10,461.50 |
|
0.382 |
10,425.50 |
|
LOW |
10,308.75 |
|
0.618 |
10,119.75 |
|
1.000 |
10,003.00 |
|
1.618 |
9,814.00 |
|
2.618 |
9,508.25 |
|
4.250 |
9,009.25 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,553.00 |
10,514.00 |
| PP |
10,507.25 |
10,429.75 |
| S1 |
10,461.50 |
10,345.25 |
|