| 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 |
3,039.50 |
3,077.50 |
38.00 |
1.3% |
3,036.00 |
| High |
3,090.50 |
3,107.00 |
16.50 |
0.5% |
3,135.75 |
| Low |
3,020.50 |
3,053.00 |
32.50 |
1.1% |
2,982.75 |
| Close |
3,080.00 |
3,092.75 |
12.75 |
0.4% |
2,996.75 |
| Range |
70.00 |
54.00 |
-16.00 |
-22.9% |
153.00 |
| ATR |
79.77 |
77.93 |
-1.84 |
-2.3% |
0.00 |
| Volume |
2,551 |
2,492 |
-59 |
-2.3% |
15,921 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.25 |
3,223.50 |
3,122.50 |
|
| R3 |
3,192.25 |
3,169.50 |
3,107.50 |
|
| R2 |
3,138.25 |
3,138.25 |
3,102.75 |
|
| R1 |
3,115.50 |
3,115.50 |
3,097.75 |
3,127.00 |
| PP |
3,084.25 |
3,084.25 |
3,084.25 |
3,090.00 |
| S1 |
3,061.50 |
3,061.50 |
3,087.75 |
3,073.00 |
| S2 |
3,030.25 |
3,030.25 |
3,082.75 |
|
| S3 |
2,976.25 |
3,007.50 |
3,078.00 |
|
| S4 |
2,922.25 |
2,953.50 |
3,063.00 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,497.50 |
3,400.00 |
3,081.00 |
|
| R3 |
3,344.50 |
3,247.00 |
3,038.75 |
|
| R2 |
3,191.50 |
3,191.50 |
3,024.75 |
|
| R1 |
3,094.00 |
3,094.00 |
3,010.75 |
3,066.25 |
| PP |
3,038.50 |
3,038.50 |
3,038.50 |
3,024.50 |
| S1 |
2,941.00 |
2,941.00 |
2,982.75 |
2,913.25 |
| S2 |
2,885.50 |
2,885.50 |
2,968.75 |
|
| S3 |
2,732.50 |
2,788.00 |
2,954.75 |
|
| S4 |
2,579.50 |
2,635.00 |
2,912.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,107.00 |
2,972.00 |
135.00 |
4.4% |
73.25 |
2.4% |
89% |
True |
False |
2,898 |
| 10 |
3,135.75 |
2,972.00 |
163.75 |
5.3% |
78.25 |
2.5% |
74% |
False |
False |
2,733 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.5% |
81.75 |
2.6% |
60% |
False |
False |
1,976 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
15.0% |
72.00 |
2.3% |
75% |
False |
False |
1,802 |
| 60 |
3,210.75 |
2,615.25 |
595.50 |
19.3% |
75.25 |
2.4% |
80% |
False |
False |
1,751 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.7% |
94.50 |
3.1% |
89% |
False |
False |
1,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.50 |
|
2.618 |
3,248.25 |
|
1.618 |
3,194.25 |
|
1.000 |
3,161.00 |
|
0.618 |
3,140.25 |
|
HIGH |
3,107.00 |
|
0.618 |
3,086.25 |
|
0.500 |
3,080.00 |
|
0.382 |
3,073.75 |
|
LOW |
3,053.00 |
|
0.618 |
3,019.75 |
|
1.000 |
2,999.00 |
|
1.618 |
2,965.75 |
|
2.618 |
2,911.75 |
|
4.250 |
2,823.50 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,088.50 |
3,075.00 |
| PP |
3,084.25 |
3,057.25 |
| S1 |
3,080.00 |
3,039.50 |
|