| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,265.0 |
3,294.0 |
29.0 |
0.9% |
3,170.0 |
| High |
3,300.0 |
3,294.0 |
-6.0 |
-0.2% |
3,304.0 |
| Low |
3,258.0 |
3,226.0 |
-32.0 |
-1.0% |
3,155.0 |
| Close |
3,261.0 |
3,237.0 |
-24.0 |
-0.7% |
3,259.0 |
| Range |
42.0 |
68.0 |
26.0 |
61.9% |
149.0 |
| ATR |
67.1 |
67.2 |
0.1 |
0.1% |
0.0 |
| Volume |
10,018 |
2,218 |
-7,800 |
-77.9% |
19,538 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,456.3 |
3,414.7 |
3,274.4 |
|
| R3 |
3,388.3 |
3,346.7 |
3,255.7 |
|
| R2 |
3,320.3 |
3,320.3 |
3,249.5 |
|
| R1 |
3,278.7 |
3,278.7 |
3,243.2 |
3,265.5 |
| PP |
3,252.3 |
3,252.3 |
3,252.3 |
3,245.8 |
| S1 |
3,210.7 |
3,210.7 |
3,230.8 |
3,197.5 |
| S2 |
3,184.3 |
3,184.3 |
3,224.5 |
|
| S3 |
3,116.3 |
3,142.7 |
3,218.3 |
|
| S4 |
3,048.3 |
3,074.7 |
3,199.6 |
|
|
| 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 |
3,226.0 |
119.0 |
3.7% |
45.4 |
1.4% |
9% |
False |
True |
2,750 |
| 10 |
3,345.0 |
3,155.0 |
190.0 |
5.9% |
51.7 |
1.6% |
43% |
False |
False |
3,331 |
| 20 |
3,345.0 |
3,026.0 |
319.0 |
9.9% |
57.2 |
1.8% |
66% |
False |
False |
5,918 |
| 40 |
3,345.0 |
2,723.0 |
622.0 |
19.2% |
47.2 |
1.5% |
83% |
False |
False |
8,112 |
| 60 |
3,345.0 |
2,665.0 |
680.0 |
21.0% |
40.1 |
1.2% |
84% |
False |
False |
8,994 |
| 80 |
3,345.0 |
2,293.0 |
1,052.0 |
32.5% |
32.2 |
1.0% |
90% |
False |
False |
10,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,583.0 |
|
2.618 |
3,472.0 |
|
1.618 |
3,404.0 |
|
1.000 |
3,362.0 |
|
0.618 |
3,336.0 |
|
HIGH |
3,294.0 |
|
0.618 |
3,268.0 |
|
0.500 |
3,260.0 |
|
0.382 |
3,252.0 |
|
LOW |
3,226.0 |
|
0.618 |
3,184.0 |
|
1.000 |
3,158.0 |
|
1.618 |
3,116.0 |
|
2.618 |
3,048.0 |
|
4.250 |
2,937.0 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,260.0 |
3,271.0 |
| PP |
3,252.3 |
3,259.7 |
| S1 |
3,244.7 |
3,248.3 |
|