| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,802.2 |
1,807.3 |
5.1 |
0.3% |
1,807.3 |
| High |
1,814.0 |
1,821.3 |
7.3 |
0.4% |
1,827.1 |
| Low |
1,788.3 |
1,801.6 |
13.3 |
0.7% |
1,788.3 |
| Close |
1,812.0 |
1,816.1 |
4.1 |
0.2% |
1,812.0 |
| Range |
25.7 |
19.7 |
-6.0 |
-23.3% |
38.8 |
| ATR |
28.0 |
27.4 |
-0.6 |
-2.1% |
0.0 |
| Volume |
11,528 |
10,493 |
-1,035 |
-9.0% |
39,814 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.1 |
1,863.8 |
1,826.9 |
|
| R3 |
1,852.4 |
1,844.1 |
1,821.5 |
|
| R2 |
1,832.7 |
1,832.7 |
1,819.7 |
|
| R1 |
1,824.4 |
1,824.4 |
1,817.9 |
1,828.6 |
| PP |
1,813.0 |
1,813.0 |
1,813.0 |
1,815.1 |
| S1 |
1,804.7 |
1,804.7 |
1,814.3 |
1,808.9 |
| S2 |
1,793.3 |
1,793.3 |
1,812.5 |
|
| S3 |
1,773.6 |
1,785.0 |
1,810.7 |
|
| S4 |
1,753.9 |
1,765.3 |
1,805.3 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,925.5 |
1,907.6 |
1,833.3 |
|
| R3 |
1,886.7 |
1,868.8 |
1,822.7 |
|
| R2 |
1,847.9 |
1,847.9 |
1,819.1 |
|
| R1 |
1,830.0 |
1,830.0 |
1,815.6 |
1,839.0 |
| PP |
1,809.1 |
1,809.1 |
1,809.1 |
1,813.6 |
| S1 |
1,791.2 |
1,791.2 |
1,808.4 |
1,800.2 |
| S2 |
1,770.3 |
1,770.3 |
1,804.9 |
|
| S3 |
1,731.5 |
1,752.4 |
1,801.3 |
|
| S4 |
1,692.7 |
1,713.6 |
1,790.7 |
|
|
| 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 |
1,788.3 |
38.8 |
2.1% |
25.1 |
1.4% |
72% |
False |
False |
10,061 |
| 10 |
1,827.1 |
1,769.0 |
58.1 |
3.2% |
24.8 |
1.4% |
81% |
False |
False |
8,003 |
| 20 |
1,827.1 |
1,700.1 |
127.0 |
7.0% |
26.0 |
1.4% |
91% |
False |
False |
6,780 |
| 40 |
1,827.1 |
1,690.1 |
137.0 |
7.5% |
27.3 |
1.5% |
92% |
False |
False |
6,317 |
| 60 |
1,827.1 |
1,670.3 |
156.8 |
8.6% |
30.9 |
1.7% |
93% |
False |
False |
5,648 |
| 80 |
1,827.1 |
1,458.8 |
368.3 |
20.3% |
39.1 |
2.2% |
97% |
False |
False |
5,272 |
| 100 |
1,827.1 |
1,458.8 |
368.3 |
20.3% |
37.4 |
2.1% |
97% |
False |
False |
4,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,905.0 |
|
2.618 |
1,872.9 |
|
1.618 |
1,853.2 |
|
1.000 |
1,841.0 |
|
0.618 |
1,833.5 |
|
HIGH |
1,821.3 |
|
0.618 |
1,813.8 |
|
0.500 |
1,811.5 |
|
0.382 |
1,809.1 |
|
LOW |
1,801.6 |
|
0.618 |
1,789.4 |
|
1.000 |
1,781.9 |
|
1.618 |
1,769.7 |
|
2.618 |
1,750.0 |
|
4.250 |
1,717.9 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.6 |
1,813.3 |
| PP |
1,813.0 |
1,810.5 |
| S1 |
1,811.5 |
1,807.7 |
|