| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1,442.0 |
1,410.7 |
-31.3 |
-2.2% |
1,362.2 |
| High |
1,450.0 |
1,429.6 |
-20.4 |
-1.4% |
1,458.5 |
| Low |
1,409.4 |
1,395.2 |
-14.2 |
-1.0% |
1,359.6 |
| Close |
1,410.9 |
1,423.0 |
12.1 |
0.9% |
1,432.7 |
| Range |
40.6 |
34.4 |
-6.2 |
-15.3% |
98.9 |
| ATR |
53.3 |
51.9 |
-1.3 |
-2.5% |
0.0 |
| Volume |
167,547 |
191,665 |
24,118 |
14.4% |
831,432 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,519.1 |
1,505.5 |
1,441.9 |
|
| R3 |
1,484.7 |
1,471.1 |
1,432.5 |
|
| R2 |
1,450.3 |
1,450.3 |
1,429.3 |
|
| R1 |
1,436.7 |
1,436.7 |
1,426.2 |
1,443.5 |
| PP |
1,415.9 |
1,415.9 |
1,415.9 |
1,419.4 |
| S1 |
1,402.3 |
1,402.3 |
1,419.8 |
1,409.1 |
| S2 |
1,381.5 |
1,381.5 |
1,416.7 |
|
| S3 |
1,347.1 |
1,367.9 |
1,413.5 |
|
| S4 |
1,312.7 |
1,333.5 |
1,404.1 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.6 |
1,672.1 |
1,487.1 |
|
| R3 |
1,614.7 |
1,573.2 |
1,459.9 |
|
| R2 |
1,515.8 |
1,515.8 |
1,450.8 |
|
| R1 |
1,474.3 |
1,474.3 |
1,441.8 |
1,495.1 |
| PP |
1,416.9 |
1,416.9 |
1,416.9 |
1,427.3 |
| S1 |
1,375.4 |
1,375.4 |
1,423.6 |
1,396.2 |
| S2 |
1,318.0 |
1,318.0 |
1,414.6 |
|
| S3 |
1,219.1 |
1,276.5 |
1,405.5 |
|
| S4 |
1,120.2 |
1,177.6 |
1,378.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,466.4 |
1,395.2 |
71.2 |
5.0% |
41.0 |
2.9% |
39% |
False |
True |
185,121 |
| 10 |
1,466.4 |
1,359.6 |
106.8 |
7.5% |
47.3 |
3.3% |
59% |
False |
False |
202,645 |
| 20 |
1,522.1 |
1,314.5 |
207.6 |
14.6% |
57.9 |
4.1% |
52% |
False |
False |
197,954 |
| 40 |
1,536.2 |
1,173.1 |
363.1 |
25.5% |
54.7 |
3.8% |
69% |
False |
False |
99,460 |
| 60 |
1,536.2 |
1,148.0 |
388.2 |
27.3% |
52.4 |
3.7% |
71% |
False |
False |
66,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,575.8 |
|
2.618 |
1,519.7 |
|
1.618 |
1,485.3 |
|
1.000 |
1,464.0 |
|
0.618 |
1,450.9 |
|
HIGH |
1,429.6 |
|
0.618 |
1,416.5 |
|
0.500 |
1,412.4 |
|
0.382 |
1,408.3 |
|
LOW |
1,395.2 |
|
0.618 |
1,373.9 |
|
1.000 |
1,360.8 |
|
1.618 |
1,339.5 |
|
2.618 |
1,305.1 |
|
4.250 |
1,249.0 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,419.5 |
1,430.8 |
| PP |
1,415.9 |
1,428.2 |
| S1 |
1,412.4 |
1,425.6 |
|