| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,807.3 |
1,817.2 |
9.9 |
0.5% |
1,807.3 |
| High |
1,821.3 |
1,835.0 |
13.7 |
0.8% |
1,827.1 |
| Low |
1,801.6 |
1,804.8 |
3.2 |
0.2% |
1,788.3 |
| Close |
1,816.1 |
1,834.3 |
18.2 |
1.0% |
1,812.0 |
| Range |
19.7 |
30.2 |
10.5 |
53.3% |
38.8 |
| ATR |
27.4 |
27.6 |
0.2 |
0.7% |
0.0 |
| Volume |
10,493 |
18,507 |
8,014 |
76.4% |
39,814 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.3 |
1,905.0 |
1,850.9 |
|
| R3 |
1,885.1 |
1,874.8 |
1,842.6 |
|
| R2 |
1,854.9 |
1,854.9 |
1,839.8 |
|
| R1 |
1,844.6 |
1,844.6 |
1,837.1 |
1,849.8 |
| PP |
1,824.7 |
1,824.7 |
1,824.7 |
1,827.3 |
| S1 |
1,814.4 |
1,814.4 |
1,831.5 |
1,819.6 |
| S2 |
1,794.5 |
1,794.5 |
1,828.8 |
|
| S3 |
1,764.3 |
1,784.2 |
1,826.0 |
|
| S4 |
1,734.1 |
1,754.0 |
1,817.7 |
|
|
| 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 |
1,835.0 |
1,788.3 |
46.7 |
2.5% |
28.5 |
1.6% |
99% |
True |
False |
12,930 |
| 10 |
1,835.0 |
1,772.0 |
63.0 |
3.4% |
25.3 |
1.4% |
99% |
True |
False |
9,266 |
| 20 |
1,835.0 |
1,715.9 |
119.1 |
6.5% |
26.2 |
1.4% |
99% |
True |
False |
7,464 |
| 40 |
1,835.0 |
1,690.1 |
144.9 |
7.9% |
27.3 |
1.5% |
100% |
True |
False |
6,576 |
| 60 |
1,835.0 |
1,670.3 |
164.7 |
9.0% |
30.2 |
1.6% |
100% |
True |
False |
5,801 |
| 80 |
1,835.0 |
1,458.8 |
376.2 |
20.5% |
38.4 |
2.1% |
100% |
True |
False |
5,466 |
| 100 |
1,835.0 |
1,458.8 |
376.2 |
20.5% |
37.6 |
2.1% |
100% |
True |
False |
5,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.4 |
|
2.618 |
1,914.1 |
|
1.618 |
1,883.9 |
|
1.000 |
1,865.2 |
|
0.618 |
1,853.7 |
|
HIGH |
1,835.0 |
|
0.618 |
1,823.5 |
|
0.500 |
1,819.9 |
|
0.382 |
1,816.3 |
|
LOW |
1,804.8 |
|
0.618 |
1,786.1 |
|
1.000 |
1,774.6 |
|
1.618 |
1,755.9 |
|
2.618 |
1,725.7 |
|
4.250 |
1,676.5 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.5 |
1,826.8 |
| PP |
1,824.7 |
1,819.2 |
| S1 |
1,819.9 |
1,811.7 |
|