Trading Metrics calculated at close of trading on 07-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
3,338.0 |
3,316.0 |
-22.0 |
-0.7% |
3,170.0 |
High |
3,345.0 |
3,316.0 |
-29.0 |
-0.9% |
3,304.0 |
Low |
3,304.0 |
3,280.0 |
-24.0 |
-0.7% |
3,155.0 |
Close |
3,326.0 |
3,299.0 |
-27.0 |
-0.8% |
3,259.0 |
Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
149.0 |
ATR |
70.8 |
69.1 |
-1.8 |
-2.5% |
0.0 |
Volume |
1,388 |
121 |
-1,267 |
-91.3% |
19,538 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,406.3 |
3,388.7 |
3,318.8 |
|
R3 |
3,370.3 |
3,352.7 |
3,308.9 |
|
R2 |
3,334.3 |
3,334.3 |
3,305.6 |
|
R1 |
3,316.7 |
3,316.7 |
3,302.3 |
3,307.5 |
PP |
3,298.3 |
3,298.3 |
3,298.3 |
3,293.8 |
S1 |
3,280.7 |
3,280.7 |
3,295.7 |
3,271.5 |
S2 |
3,262.3 |
3,262.3 |
3,292.4 |
|
S3 |
3,226.3 |
3,244.7 |
3,289.1 |
|
S4 |
3,190.3 |
3,208.7 |
3,279.2 |
|
|
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 |
5.8% |
50.8 |
1.5% |
76% |
False |
False |
1,063 |
10 |
3,345.0 |
3,131.0 |
214.0 |
6.5% |
58.0 |
1.8% |
79% |
False |
False |
2,157 |
20 |
3,345.0 |
3,026.0 |
319.0 |
9.7% |
62.4 |
1.9% |
86% |
False |
False |
6,998 |
40 |
3,345.0 |
2,665.0 |
680.0 |
20.6% |
45.4 |
1.4% |
93% |
False |
False |
8,073 |
60 |
3,345.0 |
2,665.0 |
680.0 |
20.6% |
39.4 |
1.2% |
93% |
False |
False |
9,062 |
80 |
3,345.0 |
2,293.0 |
1,052.0 |
31.9% |
30.8 |
0.9% |
96% |
False |
False |
10,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,469.0 |
2.618 |
3,410.2 |
1.618 |
3,374.2 |
1.000 |
3,352.0 |
0.618 |
3,338.2 |
HIGH |
3,316.0 |
0.618 |
3,302.2 |
0.500 |
3,298.0 |
0.382 |
3,293.8 |
LOW |
3,280.0 |
0.618 |
3,257.8 |
1.000 |
3,244.0 |
1.618 |
3,221.8 |
2.618 |
3,185.8 |
4.250 |
3,127.0 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
3,298.7 |
3,300.0 |
PP |
3,298.3 |
3,299.7 |
S1 |
3,298.0 |
3,299.3 |
|