| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,347.25 |
10,600.00 |
252.75 |
2.4% |
9,785.50 |
| High |
10,614.50 |
10,694.50 |
80.00 |
0.8% |
10,422.25 |
| Low |
10,308.75 |
10,505.75 |
197.00 |
1.9% |
9,728.75 |
| Close |
10,598.50 |
10,532.25 |
-66.25 |
-0.6% |
10,355.75 |
| Range |
305.75 |
188.75 |
-117.00 |
-38.3% |
693.50 |
| ATR |
250.82 |
246.39 |
-4.43 |
-1.8% |
0.00 |
| Volume |
486,369 |
465,212 |
-21,157 |
-4.3% |
1,709,447 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,143.75 |
11,026.75 |
10,636.00 |
|
| R3 |
10,955.00 |
10,838.00 |
10,584.25 |
|
| R2 |
10,766.25 |
10,766.25 |
10,566.75 |
|
| R1 |
10,649.25 |
10,649.25 |
10,549.50 |
10,613.50 |
| PP |
10,577.50 |
10,577.50 |
10,577.50 |
10,559.50 |
| S1 |
10,460.50 |
10,460.50 |
10,515.00 |
10,424.50 |
| S2 |
10,388.75 |
10,388.75 |
10,497.75 |
|
| S3 |
10,200.00 |
10,271.75 |
10,480.25 |
|
| S4 |
10,011.25 |
10,083.00 |
10,428.50 |
|
|
| 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 |
10,694.50 |
9,940.25 |
754.25 |
7.2% |
227.00 |
2.2% |
78% |
True |
False |
436,296 |
| 10 |
10,694.50 |
9,728.75 |
965.75 |
9.2% |
256.00 |
2.4% |
83% |
True |
False |
481,954 |
| 20 |
10,694.50 |
9,368.25 |
1,326.25 |
12.6% |
262.75 |
2.5% |
88% |
True |
False |
403,172 |
| 40 |
10,694.50 |
8,834.00 |
1,860.50 |
17.7% |
237.25 |
2.3% |
91% |
True |
False |
202,128 |
| 60 |
10,694.50 |
8,074.25 |
2,620.25 |
24.9% |
242.50 |
2.3% |
94% |
True |
False |
134,871 |
| 80 |
10,694.50 |
6,626.00 |
4,068.50 |
38.6% |
300.00 |
2.8% |
96% |
True |
False |
101,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,496.75 |
|
2.618 |
11,188.75 |
|
1.618 |
11,000.00 |
|
1.000 |
10,883.25 |
|
0.618 |
10,811.25 |
|
HIGH |
10,694.50 |
|
0.618 |
10,622.50 |
|
0.500 |
10,600.00 |
|
0.382 |
10,577.75 |
|
LOW |
10,505.75 |
|
0.618 |
10,389.00 |
|
1.000 |
10,317.00 |
|
1.618 |
10,200.25 |
|
2.618 |
10,011.50 |
|
4.250 |
9,703.50 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,600.00 |
10,511.75 |
| PP |
10,577.50 |
10,491.00 |
| S1 |
10,555.00 |
10,470.50 |
|