| 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 |
1,832.6 |
1,849.8 |
17.2 |
0.9% |
1,807.3 |
| High |
1,857.0 |
1,854.6 |
-2.4 |
-0.1% |
1,827.1 |
| Low |
1,829.1 |
1,829.6 |
0.5 |
0.0% |
1,788.3 |
| Close |
1,850.6 |
1,833.5 |
-17.1 |
-0.9% |
1,812.0 |
| Range |
27.9 |
25.0 |
-2.9 |
-10.4% |
38.8 |
| ATR |
27.6 |
27.5 |
-0.2 |
-0.7% |
0.0 |
| Volume |
58,419 |
48,718 |
-9,701 |
-16.6% |
39,814 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,914.2 |
1,898.9 |
1,847.3 |
|
| R3 |
1,889.2 |
1,873.9 |
1,840.4 |
|
| R2 |
1,864.2 |
1,864.2 |
1,838.1 |
|
| R1 |
1,848.9 |
1,848.9 |
1,835.8 |
1,844.1 |
| PP |
1,839.2 |
1,839.2 |
1,839.2 |
1,836.8 |
| S1 |
1,823.9 |
1,823.9 |
1,831.2 |
1,819.1 |
| S2 |
1,814.2 |
1,814.2 |
1,828.9 |
|
| S3 |
1,789.2 |
1,798.9 |
1,826.6 |
|
| S4 |
1,764.2 |
1,773.9 |
1,819.8 |
|
|
| 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 |
1,857.0 |
1,788.3 |
68.7 |
3.7% |
25.7 |
1.4% |
66% |
False |
False |
29,533 |
| 10 |
1,857.0 |
1,772.0 |
85.0 |
4.6% |
25.6 |
1.4% |
72% |
False |
False |
18,701 |
| 20 |
1,857.0 |
1,724.6 |
132.4 |
7.2% |
25.6 |
1.4% |
82% |
False |
False |
12,073 |
| 40 |
1,857.0 |
1,690.1 |
166.9 |
9.1% |
27.7 |
1.5% |
86% |
False |
False |
8,950 |
| 60 |
1,857.0 |
1,670.3 |
186.7 |
10.2% |
29.6 |
1.6% |
87% |
False |
False |
7,400 |
| 80 |
1,857.0 |
1,468.0 |
389.0 |
21.2% |
36.5 |
2.0% |
94% |
False |
False |
6,739 |
| 100 |
1,857.0 |
1,458.8 |
398.2 |
21.7% |
38.0 |
2.1% |
94% |
False |
False |
6,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,960.9 |
|
2.618 |
1,920.1 |
|
1.618 |
1,895.1 |
|
1.000 |
1,879.6 |
|
0.618 |
1,870.1 |
|
HIGH |
1,854.6 |
|
0.618 |
1,845.1 |
|
0.500 |
1,842.1 |
|
0.382 |
1,839.2 |
|
LOW |
1,829.6 |
|
0.618 |
1,814.2 |
|
1.000 |
1,804.6 |
|
1.618 |
1,789.2 |
|
2.618 |
1,764.2 |
|
4.250 |
1,723.4 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.1 |
1,832.6 |
| PP |
1,839.2 |
1,831.8 |
| S1 |
1,836.4 |
1,830.9 |
|