| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,077.50 |
3,092.25 |
14.75 |
0.5% |
3,036.00 |
| High |
3,107.00 |
3,145.50 |
38.50 |
1.2% |
3,135.75 |
| Low |
3,053.00 |
3,085.50 |
32.50 |
1.1% |
2,982.75 |
| Close |
3,092.75 |
3,118.50 |
25.75 |
0.8% |
2,996.75 |
| Range |
54.00 |
60.00 |
6.00 |
11.1% |
153.00 |
| ATR |
77.93 |
76.65 |
-1.28 |
-1.6% |
0.00 |
| Volume |
2,492 |
2,031 |
-461 |
-18.5% |
15,921 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,296.50 |
3,267.50 |
3,151.50 |
|
| R3 |
3,236.50 |
3,207.50 |
3,135.00 |
|
| R2 |
3,176.50 |
3,176.50 |
3,129.50 |
|
| R1 |
3,147.50 |
3,147.50 |
3,124.00 |
3,162.00 |
| PP |
3,116.50 |
3,116.50 |
3,116.50 |
3,123.75 |
| S1 |
3,087.50 |
3,087.50 |
3,113.00 |
3,102.00 |
| S2 |
3,056.50 |
3,056.50 |
3,107.50 |
|
| S3 |
2,996.50 |
3,027.50 |
3,102.00 |
|
| S4 |
2,936.50 |
2,967.50 |
3,085.50 |
|
|
| 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 |
3,145.50 |
2,972.00 |
173.50 |
5.6% |
68.25 |
2.2% |
84% |
True |
False |
2,736 |
| 10 |
3,145.50 |
2,972.00 |
173.50 |
5.6% |
79.00 |
2.5% |
84% |
True |
False |
2,715 |
| 20 |
3,210.75 |
2,916.50 |
294.25 |
9.4% |
83.00 |
2.7% |
69% |
False |
False |
2,060 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
14.9% |
72.25 |
2.3% |
80% |
False |
False |
1,851 |
| 60 |
3,210.75 |
2,615.25 |
595.50 |
19.1% |
74.25 |
2.4% |
85% |
False |
False |
1,769 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.4% |
93.25 |
3.0% |
91% |
False |
False |
1,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,400.50 |
|
2.618 |
3,302.50 |
|
1.618 |
3,242.50 |
|
1.000 |
3,205.50 |
|
0.618 |
3,182.50 |
|
HIGH |
3,145.50 |
|
0.618 |
3,122.50 |
|
0.500 |
3,115.50 |
|
0.382 |
3,108.50 |
|
LOW |
3,085.50 |
|
0.618 |
3,048.50 |
|
1.000 |
3,025.50 |
|
1.618 |
2,988.50 |
|
2.618 |
2,928.50 |
|
4.250 |
2,830.50 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,117.50 |
3,106.75 |
| PP |
3,116.50 |
3,094.75 |
| S1 |
3,115.50 |
3,083.00 |
|