| 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 |
3,158.25 |
3,124.75 |
-33.50 |
-1.1% |
2,978.00 |
| High |
3,173.50 |
3,154.75 |
-18.75 |
-0.6% |
3,145.50 |
| Low |
3,122.75 |
3,115.25 |
-7.50 |
-0.2% |
2,972.00 |
| Close |
3,126.00 |
3,152.75 |
26.75 |
0.9% |
3,118.50 |
| Range |
50.75 |
39.50 |
-11.25 |
-22.2% |
173.50 |
| ATR |
74.24 |
71.76 |
-2.48 |
-3.3% |
0.00 |
| Volume |
1,092 |
887 |
-205 |
-18.8% |
9,672 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,259.50 |
3,245.50 |
3,174.50 |
|
| R3 |
3,220.00 |
3,206.00 |
3,163.50 |
|
| R2 |
3,180.50 |
3,180.50 |
3,160.00 |
|
| R1 |
3,166.50 |
3,166.50 |
3,156.25 |
3,173.50 |
| PP |
3,141.00 |
3,141.00 |
3,141.00 |
3,144.50 |
| S1 |
3,127.00 |
3,127.00 |
3,149.25 |
3,134.00 |
| S2 |
3,101.50 |
3,101.50 |
3,145.50 |
|
| S3 |
3,062.00 |
3,087.50 |
3,142.00 |
|
| S4 |
3,022.50 |
3,048.00 |
3,131.00 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,599.25 |
3,532.25 |
3,214.00 |
|
| R3 |
3,425.75 |
3,358.75 |
3,166.25 |
|
| R2 |
3,252.25 |
3,252.25 |
3,150.25 |
|
| R1 |
3,185.25 |
3,185.25 |
3,134.50 |
3,218.75 |
| PP |
3,078.75 |
3,078.75 |
3,078.75 |
3,095.50 |
| S1 |
3,011.75 |
3,011.75 |
3,102.50 |
3,045.25 |
| S2 |
2,905.25 |
2,905.25 |
3,086.75 |
|
| S3 |
2,731.75 |
2,838.25 |
3,070.75 |
|
| S4 |
2,558.25 |
2,664.75 |
3,023.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,173.50 |
3,053.00 |
120.50 |
3.8% |
54.50 |
1.7% |
83% |
False |
False |
1,497 |
| 10 |
3,173.50 |
2,972.00 |
201.50 |
6.4% |
69.25 |
2.2% |
90% |
False |
False |
2,324 |
| 20 |
3,207.00 |
2,916.50 |
290.50 |
9.2% |
81.50 |
2.6% |
81% |
False |
False |
2,038 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
14.7% |
72.25 |
2.3% |
88% |
False |
False |
1,902 |
| 60 |
3,210.75 |
2,707.25 |
503.50 |
16.0% |
71.50 |
2.3% |
88% |
False |
False |
1,735 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.1% |
87.00 |
2.8% |
94% |
False |
False |
1,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,322.50 |
|
2.618 |
3,258.25 |
|
1.618 |
3,218.75 |
|
1.000 |
3,194.25 |
|
0.618 |
3,179.25 |
|
HIGH |
3,154.75 |
|
0.618 |
3,139.75 |
|
0.500 |
3,135.00 |
|
0.382 |
3,130.25 |
|
LOW |
3,115.25 |
|
0.618 |
3,090.75 |
|
1.000 |
3,075.75 |
|
1.618 |
3,051.25 |
|
2.618 |
3,011.75 |
|
4.250 |
2,947.50 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,146.75 |
3,146.75 |
| PP |
3,141.00 |
3,140.50 |
| S1 |
3,135.00 |
3,134.50 |
|