| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
10,674.25 |
10,727.00 |
52.75 |
0.5% |
10,347.25 |
| High |
10,774.25 |
10,847.50 |
73.25 |
0.7% |
10,847.50 |
| Low |
10,560.00 |
10,625.50 |
65.50 |
0.6% |
10,308.75 |
| Close |
10,727.50 |
10,837.25 |
109.75 |
1.0% |
10,837.25 |
| Range |
214.25 |
222.00 |
7.75 |
3.6% |
538.75 |
| ATR |
238.88 |
237.67 |
-1.21 |
-0.5% |
0.00 |
| Volume |
607,385 |
527,570 |
-79,815 |
-13.1% |
2,567,559 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,436.00 |
11,358.75 |
10,959.25 |
|
| R3 |
11,214.00 |
11,136.75 |
10,898.25 |
|
| R2 |
10,992.00 |
10,992.00 |
10,878.00 |
|
| R1 |
10,914.75 |
10,914.75 |
10,857.50 |
10,953.50 |
| PP |
10,770.00 |
10,770.00 |
10,770.00 |
10,789.50 |
| S1 |
10,692.75 |
10,692.75 |
10,817.00 |
10,731.50 |
| S2 |
10,548.00 |
10,548.00 |
10,796.50 |
|
| S3 |
10,326.00 |
10,470.75 |
10,776.25 |
|
| S4 |
10,104.00 |
10,248.75 |
10,715.25 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,280.75 |
12,097.75 |
11,133.50 |
|
| R3 |
11,742.00 |
11,559.00 |
10,985.50 |
|
| R2 |
11,203.25 |
11,203.25 |
10,936.00 |
|
| R1 |
11,020.25 |
11,020.25 |
10,886.75 |
11,111.75 |
| PP |
10,664.50 |
10,664.50 |
10,664.50 |
10,710.25 |
| S1 |
10,481.50 |
10,481.50 |
10,787.75 |
10,573.00 |
| S2 |
10,125.75 |
10,125.75 |
10,738.50 |
|
| S3 |
9,587.00 |
9,942.75 |
10,689.00 |
|
| S4 |
9,048.25 |
9,404.00 |
10,541.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,847.50 |
10,308.75 |
538.75 |
5.0% |
219.75 |
2.0% |
98% |
True |
False |
513,511 |
| 10 |
10,847.50 |
9,728.75 |
1,118.75 |
10.3% |
230.50 |
2.1% |
99% |
True |
False |
485,315 |
| 20 |
10,847.50 |
9,368.25 |
1,479.25 |
13.6% |
247.50 |
2.3% |
99% |
True |
False |
478,866 |
| 40 |
10,847.50 |
8,834.00 |
2,013.50 |
18.6% |
231.25 |
2.1% |
99% |
True |
False |
242,487 |
| 60 |
10,847.50 |
8,334.00 |
2,513.50 |
23.2% |
238.50 |
2.2% |
100% |
True |
False |
161,779 |
| 80 |
10,847.50 |
6,626.00 |
4,221.50 |
39.0% |
280.00 |
2.6% |
100% |
True |
False |
121,491 |
| 100 |
10,847.50 |
6,626.00 |
4,221.50 |
39.0% |
313.00 |
2.9% |
100% |
True |
False |
97,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,791.00 |
|
2.618 |
11,428.75 |
|
1.618 |
11,206.75 |
|
1.000 |
11,069.50 |
|
0.618 |
10,984.75 |
|
HIGH |
10,847.50 |
|
0.618 |
10,762.75 |
|
0.500 |
10,736.50 |
|
0.382 |
10,710.25 |
|
LOW |
10,625.50 |
|
0.618 |
10,488.25 |
|
1.000 |
10,403.50 |
|
1.618 |
10,266.25 |
|
2.618 |
10,044.25 |
|
4.250 |
9,682.00 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,803.75 |
10,783.50 |
| PP |
10,770.00 |
10,730.00 |
| S1 |
10,736.50 |
10,676.50 |
|