| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,422.4 |
1,436.0 |
13.6 |
1.0% |
1,392.8 |
| High |
1,441.7 |
1,450.8 |
9.1 |
0.6% |
1,459.5 |
| Low |
1,406.5 |
1,415.1 |
8.6 |
0.6% |
1,363.6 |
| Close |
1,437.6 |
1,424.3 |
-13.3 |
-0.9% |
1,375.2 |
| Range |
35.2 |
35.7 |
0.5 |
1.4% |
95.9 |
| ATR |
56.9 |
55.4 |
-1.5 |
-2.7% |
0.0 |
| Volume |
197,062 |
223,030 |
25,968 |
13.2% |
951,314 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.2 |
1,516.4 |
1,443.9 |
|
| R3 |
1,501.5 |
1,480.7 |
1,434.1 |
|
| R2 |
1,465.8 |
1,465.8 |
1,430.8 |
|
| R1 |
1,445.0 |
1,445.0 |
1,427.6 |
1,437.6 |
| PP |
1,430.1 |
1,430.1 |
1,430.1 |
1,426.3 |
| S1 |
1,409.3 |
1,409.3 |
1,421.0 |
1,401.9 |
| S2 |
1,394.4 |
1,394.4 |
1,417.8 |
|
| S3 |
1,358.7 |
1,373.6 |
1,414.5 |
|
| S4 |
1,323.0 |
1,337.9 |
1,404.7 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.1 |
1,627.1 |
1,427.9 |
|
| R3 |
1,591.2 |
1,531.2 |
1,401.6 |
|
| R2 |
1,495.3 |
1,495.3 |
1,392.8 |
|
| R1 |
1,435.3 |
1,435.3 |
1,384.0 |
1,417.4 |
| PP |
1,399.4 |
1,399.4 |
1,399.4 |
1,390.5 |
| S1 |
1,339.4 |
1,339.4 |
1,366.4 |
1,321.5 |
| S2 |
1,303.5 |
1,303.5 |
1,357.6 |
|
| S3 |
1,207.6 |
1,243.5 |
1,348.8 |
|
| S4 |
1,111.7 |
1,147.6 |
1,322.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.8 |
1,359.6 |
91.2 |
6.4% |
46.0 |
3.2% |
71% |
True |
False |
221,327 |
| 10 |
1,459.5 |
1,359.6 |
99.9 |
7.0% |
50.5 |
3.5% |
65% |
False |
False |
197,589 |
| 20 |
1,536.2 |
1,314.5 |
221.7 |
15.6% |
59.0 |
4.1% |
50% |
False |
False |
163,373 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.5% |
54.5 |
3.8% |
69% |
False |
False |
81,898 |
| 60 |
1,536.2 |
1,112.0 |
424.2 |
29.8% |
54.6 |
3.8% |
74% |
False |
False |
54,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,602.5 |
|
2.618 |
1,544.3 |
|
1.618 |
1,508.6 |
|
1.000 |
1,486.5 |
|
0.618 |
1,472.9 |
|
HIGH |
1,450.8 |
|
0.618 |
1,437.2 |
|
0.500 |
1,433.0 |
|
0.382 |
1,428.7 |
|
LOW |
1,415.1 |
|
0.618 |
1,393.0 |
|
1.000 |
1,379.4 |
|
1.618 |
1,357.3 |
|
2.618 |
1,321.6 |
|
4.250 |
1,263.4 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.0 |
1,417.9 |
| PP |
1,430.1 |
1,411.6 |
| S1 |
1,427.2 |
1,405.2 |
|