| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,316.0 |
3,265.0 |
-51.0 |
-1.5% |
3,170.0 |
| High |
3,316.0 |
3,300.0 |
-16.0 |
-0.5% |
3,304.0 |
| Low |
3,280.0 |
3,258.0 |
-22.0 |
-0.7% |
3,155.0 |
| Close |
3,299.0 |
3,261.0 |
-38.0 |
-1.2% |
3,259.0 |
| Range |
36.0 |
42.0 |
6.0 |
16.7% |
149.0 |
| ATR |
69.1 |
67.1 |
-1.9 |
-2.8% |
0.0 |
| Volume |
121 |
10,018 |
9,897 |
8,179.3% |
19,538 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.0 |
3,372.0 |
3,284.1 |
|
| R3 |
3,357.0 |
3,330.0 |
3,272.6 |
|
| R2 |
3,315.0 |
3,315.0 |
3,268.7 |
|
| R1 |
3,288.0 |
3,288.0 |
3,264.9 |
3,280.5 |
| PP |
3,273.0 |
3,273.0 |
3,273.0 |
3,269.3 |
| S1 |
3,246.0 |
3,246.0 |
3,257.2 |
3,238.5 |
| S2 |
3,231.0 |
3,231.0 |
3,253.3 |
|
| S3 |
3,189.0 |
3,204.0 |
3,249.5 |
|
| S4 |
3,147.0 |
3,162.0 |
3,237.9 |
|
|
| 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 |
3,227.0 |
118.0 |
3.6% |
47.2 |
1.4% |
29% |
False |
False |
3,059 |
| 10 |
3,345.0 |
3,131.0 |
214.0 |
6.6% |
53.5 |
1.6% |
61% |
False |
False |
3,142 |
| 20 |
3,345.0 |
3,026.0 |
319.0 |
9.8% |
61.3 |
1.9% |
74% |
False |
False |
7,145 |
| 40 |
3,345.0 |
2,665.0 |
680.0 |
20.9% |
46.5 |
1.4% |
88% |
False |
False |
8,261 |
| 60 |
3,345.0 |
2,665.0 |
680.0 |
20.9% |
40.0 |
1.2% |
88% |
False |
False |
9,031 |
| 80 |
3,345.0 |
2,293.0 |
1,052.0 |
32.3% |
31.4 |
1.0% |
92% |
False |
False |
11,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,478.5 |
|
2.618 |
3,410.0 |
|
1.618 |
3,368.0 |
|
1.000 |
3,342.0 |
|
0.618 |
3,326.0 |
|
HIGH |
3,300.0 |
|
0.618 |
3,284.0 |
|
0.500 |
3,279.0 |
|
0.382 |
3,274.0 |
|
LOW |
3,258.0 |
|
0.618 |
3,232.0 |
|
1.000 |
3,216.0 |
|
1.618 |
3,190.0 |
|
2.618 |
3,148.0 |
|
4.250 |
3,079.5 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,279.0 |
3,301.5 |
| PP |
3,273.0 |
3,288.0 |
| S1 |
3,267.0 |
3,274.5 |
|