| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,526.00 |
10,674.25 |
148.25 |
1.4% |
9,785.50 |
| High |
10,673.00 |
10,774.25 |
101.25 |
0.9% |
10,422.25 |
| Low |
10,505.25 |
10,560.00 |
54.75 |
0.5% |
9,728.75 |
| Close |
10,662.25 |
10,727.50 |
65.25 |
0.6% |
10,355.75 |
| Range |
167.75 |
214.25 |
46.50 |
27.7% |
693.50 |
| ATR |
240.77 |
238.88 |
-1.89 |
-0.8% |
0.00 |
| Volume |
481,023 |
607,385 |
126,362 |
26.3% |
1,709,447 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,330.00 |
11,243.00 |
10,845.25 |
|
| R3 |
11,115.75 |
11,028.75 |
10,786.50 |
|
| R2 |
10,901.50 |
10,901.50 |
10,766.75 |
|
| R1 |
10,814.50 |
10,814.50 |
10,747.25 |
10,858.00 |
| PP |
10,687.25 |
10,687.25 |
10,687.25 |
10,709.00 |
| S1 |
10,600.25 |
10,600.25 |
10,707.75 |
10,643.75 |
| S2 |
10,473.00 |
10,473.00 |
10,688.25 |
|
| S3 |
10,258.75 |
10,386.00 |
10,668.50 |
|
| S4 |
10,044.50 |
10,171.75 |
10,609.75 |
|
|
| 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 |
10,774.25 |
10,246.50 |
527.75 |
4.9% |
210.50 |
2.0% |
91% |
True |
False |
488,950 |
| 10 |
10,774.25 |
9,728.75 |
1,045.50 |
9.7% |
230.25 |
2.1% |
96% |
True |
False |
483,983 |
| 20 |
10,774.25 |
9,368.25 |
1,406.00 |
13.1% |
262.50 |
2.4% |
97% |
True |
False |
456,578 |
| 40 |
10,774.25 |
8,834.00 |
1,940.25 |
18.1% |
233.75 |
2.2% |
98% |
True |
False |
229,311 |
| 60 |
10,774.25 |
8,334.00 |
2,440.25 |
22.7% |
238.25 |
2.2% |
98% |
True |
False |
152,992 |
| 80 |
10,774.25 |
6,626.00 |
4,148.25 |
38.7% |
284.25 |
2.7% |
99% |
True |
False |
114,897 |
| 100 |
10,774.25 |
6,626.00 |
4,148.25 |
38.7% |
312.25 |
2.9% |
99% |
True |
False |
91,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,684.75 |
|
2.618 |
11,335.25 |
|
1.618 |
11,121.00 |
|
1.000 |
10,988.50 |
|
0.618 |
10,906.75 |
|
HIGH |
10,774.25 |
|
0.618 |
10,692.50 |
|
0.500 |
10,667.00 |
|
0.382 |
10,641.75 |
|
LOW |
10,560.00 |
|
0.618 |
10,427.50 |
|
1.000 |
10,345.75 |
|
1.618 |
10,213.25 |
|
2.618 |
9,999.00 |
|
4.250 |
9,649.50 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,707.50 |
10,698.25 |
| PP |
10,687.25 |
10,669.00 |
| S1 |
10,667.00 |
10,639.75 |
|