Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,295.0 |
3,338.0 |
43.0 |
1.3% |
3,170.0 |
High |
3,295.0 |
3,345.0 |
50.0 |
1.5% |
3,304.0 |
Low |
3,255.0 |
3,304.0 |
49.0 |
1.5% |
3,155.0 |
Close |
3,259.0 |
3,326.0 |
67.0 |
2.1% |
3,259.0 |
Range |
40.0 |
41.0 |
1.0 |
2.5% |
149.0 |
ATR |
69.7 |
70.8 |
1.2 |
1.7% |
0.0 |
Volume |
7 |
1,388 |
1,381 |
19,728.6% |
19,538 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,448.0 |
3,428.0 |
3,348.6 |
|
R3 |
3,407.0 |
3,387.0 |
3,337.3 |
|
R2 |
3,366.0 |
3,366.0 |
3,333.5 |
|
R1 |
3,346.0 |
3,346.0 |
3,329.8 |
3,335.5 |
PP |
3,325.0 |
3,325.0 |
3,325.0 |
3,319.8 |
S1 |
3,305.0 |
3,305.0 |
3,322.2 |
3,294.5 |
S2 |
3,284.0 |
3,284.0 |
3,318.5 |
|
S3 |
3,243.0 |
3,264.0 |
3,314.7 |
|
S4 |
3,202.0 |
3,223.0 |
3,303.5 |
|
|
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 |
3,345.0 |
3,155.0 |
190.0 |
5.7% |
51.0 |
1.5% |
90% |
True |
False |
1,159 |
10 |
3,345.0 |
3,131.0 |
214.0 |
6.4% |
60.0 |
1.8% |
91% |
True |
False |
2,658 |
20 |
3,345.0 |
3,026.0 |
319.0 |
9.6% |
61.9 |
1.9% |
94% |
True |
False |
7,319 |
40 |
3,345.0 |
2,665.0 |
680.0 |
20.4% |
44.9 |
1.3% |
97% |
True |
False |
8,123 |
60 |
3,345.0 |
2,665.0 |
680.0 |
20.4% |
39.5 |
1.2% |
97% |
True |
False |
9,808 |
80 |
3,345.0 |
2,293.0 |
1,052.0 |
31.6% |
30.4 |
0.9% |
98% |
True |
False |
11,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,519.3 |
2.618 |
3,452.3 |
1.618 |
3,411.3 |
1.000 |
3,386.0 |
0.618 |
3,370.3 |
HIGH |
3,345.0 |
0.618 |
3,329.3 |
0.500 |
3,324.5 |
0.382 |
3,319.7 |
LOW |
3,304.0 |
0.618 |
3,278.7 |
1.000 |
3,263.0 |
1.618 |
3,237.7 |
2.618 |
3,196.7 |
4.250 |
3,129.8 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,325.5 |
3,312.7 |
PP |
3,325.0 |
3,299.3 |
S1 |
3,324.5 |
3,286.0 |
|