| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,817.5 |
1,802.2 |
-15.3 |
-0.8% |
1,780.3 |
| High |
1,827.1 |
1,814.0 |
-13.1 |
-0.7% |
1,810.9 |
| Low |
1,789.8 |
1,788.3 |
-1.5 |
-0.1% |
1,769.0 |
| Close |
1,801.9 |
1,812.0 |
10.1 |
0.6% |
1,798.5 |
| Range |
37.3 |
25.7 |
-11.6 |
-31.1% |
41.9 |
| ATR |
28.2 |
28.0 |
-0.2 |
-0.6% |
0.0 |
| Volume |
15,520 |
11,528 |
-3,992 |
-25.7% |
29,724 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.9 |
1,872.6 |
1,826.1 |
|
| R3 |
1,856.2 |
1,846.9 |
1,819.1 |
|
| R2 |
1,830.5 |
1,830.5 |
1,816.7 |
|
| R1 |
1,821.2 |
1,821.2 |
1,814.4 |
1,825.9 |
| PP |
1,804.8 |
1,804.8 |
1,804.8 |
1,807.1 |
| S1 |
1,795.5 |
1,795.5 |
1,809.6 |
1,800.2 |
| S2 |
1,779.1 |
1,779.1 |
1,807.3 |
|
| S3 |
1,753.4 |
1,769.8 |
1,804.9 |
|
| S4 |
1,727.7 |
1,744.1 |
1,797.9 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.5 |
1,900.4 |
1,821.5 |
|
| R3 |
1,876.6 |
1,858.5 |
1,810.0 |
|
| R2 |
1,834.7 |
1,834.7 |
1,806.2 |
|
| R1 |
1,816.6 |
1,816.6 |
1,802.3 |
1,825.7 |
| PP |
1,792.8 |
1,792.8 |
1,792.8 |
1,797.3 |
| S1 |
1,774.7 |
1,774.7 |
1,794.7 |
1,783.8 |
| S2 |
1,750.9 |
1,750.9 |
1,790.8 |
|
| S3 |
1,709.0 |
1,732.8 |
1,787.0 |
|
| S4 |
1,667.1 |
1,690.9 |
1,775.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,827.1 |
1,772.0 |
55.1 |
3.0% |
27.6 |
1.5% |
73% |
False |
False |
8,914 |
| 10 |
1,827.1 |
1,745.5 |
81.6 |
4.5% |
25.8 |
1.4% |
81% |
False |
False |
7,789 |
| 20 |
1,827.1 |
1,690.1 |
137.0 |
7.6% |
27.6 |
1.5% |
89% |
False |
False |
6,746 |
| 40 |
1,827.1 |
1,690.1 |
137.0 |
7.6% |
27.9 |
1.5% |
89% |
False |
False |
6,261 |
| 60 |
1,827.1 |
1,670.3 |
156.8 |
8.7% |
30.9 |
1.7% |
90% |
False |
False |
5,529 |
| 80 |
1,827.1 |
1,458.8 |
368.3 |
20.3% |
39.3 |
2.2% |
96% |
False |
False |
5,194 |
| 100 |
1,827.1 |
1,458.8 |
368.3 |
20.3% |
37.3 |
2.1% |
96% |
False |
False |
4,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,923.2 |
|
2.618 |
1,881.3 |
|
1.618 |
1,855.6 |
|
1.000 |
1,839.7 |
|
0.618 |
1,829.9 |
|
HIGH |
1,814.0 |
|
0.618 |
1,804.2 |
|
0.500 |
1,801.2 |
|
0.382 |
1,798.1 |
|
LOW |
1,788.3 |
|
0.618 |
1,772.4 |
|
1.000 |
1,762.6 |
|
1.618 |
1,746.7 |
|
2.618 |
1,721.0 |
|
4.250 |
1,679.1 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.4 |
1,810.6 |
| PP |
1,804.8 |
1,809.1 |
| S1 |
1,801.2 |
1,807.7 |
|