Trading Metrics calculated at close of trading on 03-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
03-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,227.0 |
3,295.0 |
68.0 |
2.1% |
3,170.0 |
High |
3,304.0 |
3,295.0 |
-9.0 |
-0.3% |
3,304.0 |
Low |
3,227.0 |
3,255.0 |
28.0 |
0.9% |
3,155.0 |
Close |
3,288.0 |
3,259.0 |
-29.0 |
-0.9% |
3,259.0 |
Range |
77.0 |
40.0 |
-37.0 |
-48.1% |
149.0 |
ATR |
72.0 |
69.7 |
-2.3 |
-3.2% |
0.0 |
Volume |
3,765 |
7 |
-3,758 |
-99.8% |
19,538 |
|
Daily Pivots for day following 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,389.7 |
3,364.3 |
3,281.0 |
|
R3 |
3,349.7 |
3,324.3 |
3,270.0 |
|
R2 |
3,309.7 |
3,309.7 |
3,266.3 |
|
R1 |
3,284.3 |
3,284.3 |
3,262.7 |
3,277.0 |
PP |
3,269.7 |
3,269.7 |
3,269.7 |
3,266.0 |
S1 |
3,244.3 |
3,244.3 |
3,255.3 |
3,237.0 |
S2 |
3,229.7 |
3,229.7 |
3,251.7 |
|
S3 |
3,189.7 |
3,204.3 |
3,248.0 |
|
S4 |
3,149.7 |
3,164.3 |
3,237.0 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.3 |
3,621.7 |
3,341.0 |
|
R3 |
3,537.3 |
3,472.7 |
3,300.0 |
|
R2 |
3,388.3 |
3,388.3 |
3,286.3 |
|
R1 |
3,323.7 |
3,323.7 |
3,272.7 |
3,356.0 |
PP |
3,239.3 |
3,239.3 |
3,239.3 |
3,255.5 |
S1 |
3,174.7 |
3,174.7 |
3,245.3 |
3,207.0 |
S2 |
3,090.3 |
3,090.3 |
3,231.7 |
|
S3 |
2,941.3 |
3,025.7 |
3,218.0 |
|
S4 |
2,792.3 |
2,876.7 |
3,177.1 |
|
|
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 |
4.6% |
52.8 |
1.6% |
70% |
False |
False |
3,907 |
10 |
3,304.0 |
3,131.0 |
173.0 |
5.3% |
60.5 |
1.9% |
74% |
False |
False |
3,949 |
20 |
3,339.0 |
3,026.0 |
313.0 |
9.6% |
60.4 |
1.9% |
74% |
False |
False |
7,505 |
40 |
3,344.0 |
2,665.0 |
679.0 |
20.8% |
45.0 |
1.4% |
87% |
False |
False |
8,113 |
60 |
3,344.0 |
2,665.0 |
679.0 |
20.8% |
38.8 |
1.2% |
87% |
False |
False |
10,171 |
80 |
3,344.0 |
2,293.0 |
1,051.0 |
32.2% |
29.9 |
0.9% |
92% |
False |
False |
11,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,465.0 |
2.618 |
3,399.7 |
1.618 |
3,359.7 |
1.000 |
3,335.0 |
0.618 |
3,319.7 |
HIGH |
3,295.0 |
0.618 |
3,279.7 |
0.500 |
3,275.0 |
0.382 |
3,270.3 |
LOW |
3,255.0 |
0.618 |
3,230.3 |
1.000 |
3,215.0 |
1.618 |
3,190.3 |
2.618 |
3,150.3 |
4.250 |
3,085.0 |
|
|
Fisher Pivots for day following 03-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,275.0 |
3,249.2 |
PP |
3,269.7 |
3,239.3 |
S1 |
3,264.3 |
3,229.5 |
|