| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,294.0 |
3,222.0 |
-72.0 |
-2.2% |
3,338.0 |
| High |
3,294.0 |
3,294.0 |
0.0 |
0.0% |
3,345.0 |
| Low |
3,226.0 |
3,213.0 |
-13.0 |
-0.4% |
3,213.0 |
| Close |
3,237.0 |
3,272.0 |
35.0 |
1.1% |
3,272.0 |
| Range |
68.0 |
81.0 |
13.0 |
19.1% |
132.0 |
| ATR |
67.2 |
68.2 |
1.0 |
1.5% |
0.0 |
| Volume |
2,218 |
239 |
-1,979 |
-89.2% |
13,984 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,502.7 |
3,468.3 |
3,316.6 |
|
| R3 |
3,421.7 |
3,387.3 |
3,294.3 |
|
| R2 |
3,340.7 |
3,340.7 |
3,286.9 |
|
| R1 |
3,306.3 |
3,306.3 |
3,279.4 |
3,323.5 |
| PP |
3,259.7 |
3,259.7 |
3,259.7 |
3,268.3 |
| S1 |
3,225.3 |
3,225.3 |
3,264.6 |
3,242.5 |
| S2 |
3,178.7 |
3,178.7 |
3,257.2 |
|
| S3 |
3,097.7 |
3,144.3 |
3,249.7 |
|
| S4 |
3,016.7 |
3,063.3 |
3,227.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,672.7 |
3,604.3 |
3,344.6 |
|
| R3 |
3,540.7 |
3,472.3 |
3,308.3 |
|
| R2 |
3,408.7 |
3,408.7 |
3,296.2 |
|
| R1 |
3,340.3 |
3,340.3 |
3,284.1 |
3,308.5 |
| PP |
3,276.7 |
3,276.7 |
3,276.7 |
3,260.8 |
| S1 |
3,208.3 |
3,208.3 |
3,259.9 |
3,176.5 |
| S2 |
3,144.7 |
3,144.7 |
3,247.8 |
|
| S3 |
3,012.7 |
3,076.3 |
3,235.7 |
|
| S4 |
2,880.7 |
2,944.3 |
3,199.4 |
|
|
| 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 |
3,213.0 |
132.0 |
4.0% |
53.6 |
1.6% |
45% |
False |
True |
2,796 |
| 10 |
3,345.0 |
3,155.0 |
190.0 |
5.8% |
53.2 |
1.6% |
62% |
False |
False |
3,352 |
| 20 |
3,345.0 |
3,026.0 |
319.0 |
9.7% |
58.5 |
1.8% |
77% |
False |
False |
5,416 |
| 40 |
3,345.0 |
2,785.0 |
560.0 |
17.1% |
49.2 |
1.5% |
87% |
False |
False |
7,979 |
| 60 |
3,345.0 |
2,665.0 |
680.0 |
20.8% |
41.2 |
1.3% |
89% |
False |
False |
8,963 |
| 80 |
3,345.0 |
2,293.0 |
1,052.0 |
32.2% |
33.2 |
1.0% |
93% |
False |
False |
10,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,638.3 |
|
2.618 |
3,506.1 |
|
1.618 |
3,425.1 |
|
1.000 |
3,375.0 |
|
0.618 |
3,344.1 |
|
HIGH |
3,294.0 |
|
0.618 |
3,263.1 |
|
0.500 |
3,253.5 |
|
0.382 |
3,243.9 |
|
LOW |
3,213.0 |
|
0.618 |
3,162.9 |
|
1.000 |
3,132.0 |
|
1.618 |
3,081.9 |
|
2.618 |
3,000.9 |
|
4.250 |
2,868.8 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,265.8 |
3,266.8 |
| PP |
3,259.7 |
3,261.7 |
| S1 |
3,253.5 |
3,256.5 |
|