Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,200.0 |
3,227.0 |
27.0 |
0.8% |
3,208.0 |
High |
3,215.0 |
3,304.0 |
89.0 |
2.8% |
3,281.0 |
Low |
3,155.0 |
3,227.0 |
72.0 |
2.3% |
3,131.0 |
Close |
3,192.0 |
3,288.0 |
96.0 |
3.0% |
3,170.0 |
Range |
60.0 |
77.0 |
17.0 |
28.3% |
150.0 |
ATR |
68.9 |
72.0 |
3.1 |
4.5% |
0.0 |
Volume |
37 |
3,765 |
3,728 |
10,075.7% |
19,960 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,504.0 |
3,473.0 |
3,330.4 |
|
R3 |
3,427.0 |
3,396.0 |
3,309.2 |
|
R2 |
3,350.0 |
3,350.0 |
3,302.1 |
|
R1 |
3,319.0 |
3,319.0 |
3,295.1 |
3,334.5 |
PP |
3,273.0 |
3,273.0 |
3,273.0 |
3,280.8 |
S1 |
3,242.0 |
3,242.0 |
3,280.9 |
3,257.5 |
S2 |
3,196.0 |
3,196.0 |
3,273.9 |
|
S3 |
3,119.0 |
3,165.0 |
3,266.8 |
|
S4 |
3,042.0 |
3,088.0 |
3,245.7 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.0 |
3,557.0 |
3,252.5 |
|
R3 |
3,494.0 |
3,407.0 |
3,211.3 |
|
R2 |
3,344.0 |
3,344.0 |
3,197.5 |
|
R1 |
3,257.0 |
3,257.0 |
3,183.8 |
3,225.5 |
PP |
3,194.0 |
3,194.0 |
3,194.0 |
3,178.3 |
S1 |
3,107.0 |
3,107.0 |
3,156.3 |
3,075.5 |
S2 |
3,044.0 |
3,044.0 |
3,142.5 |
|
S3 |
2,894.0 |
2,957.0 |
3,128.8 |
|
S4 |
2,744.0 |
2,807.0 |
3,087.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,304.0 |
3,155.0 |
149.0 |
4.5% |
58.0 |
1.8% |
89% |
True |
False |
3,911 |
10 |
3,304.0 |
3,131.0 |
173.0 |
5.3% |
61.3 |
1.9% |
91% |
True |
False |
4,450 |
20 |
3,344.0 |
3,026.0 |
318.0 |
9.7% |
59.7 |
1.8% |
82% |
False |
False |
7,779 |
40 |
3,344.0 |
2,665.0 |
679.0 |
20.7% |
44.0 |
1.3% |
92% |
False |
False |
8,123 |
60 |
3,344.0 |
2,665.0 |
679.0 |
20.7% |
38.2 |
1.2% |
92% |
False |
False |
11,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,631.3 |
2.618 |
3,505.6 |
1.618 |
3,428.6 |
1.000 |
3,381.0 |
0.618 |
3,351.6 |
HIGH |
3,304.0 |
0.618 |
3,274.6 |
0.500 |
3,265.5 |
0.382 |
3,256.4 |
LOW |
3,227.0 |
0.618 |
3,179.4 |
1.000 |
3,150.0 |
1.618 |
3,102.4 |
2.618 |
3,025.4 |
4.250 |
2,899.8 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,280.5 |
3,268.5 |
PP |
3,273.0 |
3,249.0 |
S1 |
3,265.5 |
3,229.5 |
|