| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,600.00 |
10,526.00 |
-74.00 |
-0.7% |
9,785.50 |
| High |
10,694.50 |
10,673.00 |
-21.50 |
-0.2% |
10,422.25 |
| Low |
10,505.75 |
10,505.25 |
-0.50 |
0.0% |
9,728.75 |
| Close |
10,532.25 |
10,662.25 |
130.00 |
1.2% |
10,355.75 |
| Range |
188.75 |
167.75 |
-21.00 |
-11.1% |
693.50 |
| ATR |
246.39 |
240.77 |
-5.62 |
-2.3% |
0.00 |
| Volume |
465,212 |
481,023 |
15,811 |
3.4% |
1,709,447 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,116.75 |
11,057.25 |
10,754.50 |
|
| R3 |
10,949.00 |
10,889.50 |
10,708.50 |
|
| R2 |
10,781.25 |
10,781.25 |
10,693.00 |
|
| R1 |
10,721.75 |
10,721.75 |
10,677.75 |
10,751.50 |
| PP |
10,613.50 |
10,613.50 |
10,613.50 |
10,628.50 |
| S1 |
10,554.00 |
10,554.00 |
10,646.75 |
10,583.75 |
| S2 |
10,445.75 |
10,445.75 |
10,631.50 |
|
| S3 |
10,278.00 |
10,386.25 |
10,616.00 |
|
| S4 |
10,110.25 |
10,218.50 |
10,570.00 |
|
|
| 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 |
10,076.00 |
618.50 |
5.8% |
214.50 |
2.0% |
95% |
False |
False |
448,031 |
| 10 |
10,694.50 |
9,728.75 |
965.75 |
9.1% |
240.50 |
2.3% |
97% |
False |
False |
489,409 |
| 20 |
10,694.50 |
9,368.25 |
1,326.25 |
12.4% |
261.50 |
2.5% |
98% |
False |
False |
426,776 |
| 40 |
10,694.50 |
8,834.00 |
1,860.50 |
17.4% |
236.00 |
2.2% |
98% |
False |
False |
214,138 |
| 60 |
10,694.50 |
8,313.25 |
2,381.25 |
22.3% |
241.00 |
2.3% |
99% |
False |
False |
142,882 |
| 80 |
10,694.50 |
6,626.00 |
4,068.50 |
38.2% |
289.75 |
2.7% |
99% |
False |
False |
107,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,386.00 |
|
2.618 |
11,112.25 |
|
1.618 |
10,944.50 |
|
1.000 |
10,840.75 |
|
0.618 |
10,776.75 |
|
HIGH |
10,673.00 |
|
0.618 |
10,609.00 |
|
0.500 |
10,589.00 |
|
0.382 |
10,569.25 |
|
LOW |
10,505.25 |
|
0.618 |
10,401.50 |
|
1.000 |
10,337.50 |
|
1.618 |
10,233.75 |
|
2.618 |
10,066.00 |
|
4.250 |
9,792.25 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,638.00 |
10,608.75 |
| PP |
10,613.50 |
10,555.25 |
| S1 |
10,589.00 |
10,501.50 |
|