| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,124.75 |
3,158.50 |
33.75 |
1.1% |
2,978.00 |
| High |
3,154.75 |
3,160.00 |
5.25 |
0.2% |
3,145.50 |
| Low |
3,115.25 |
3,095.00 |
-20.25 |
-0.7% |
2,972.00 |
| Close |
3,152.75 |
3,130.50 |
-22.25 |
-0.7% |
3,118.50 |
| Range |
39.50 |
65.00 |
25.50 |
64.6% |
173.50 |
| ATR |
71.76 |
71.27 |
-0.48 |
-0.7% |
0.00 |
| Volume |
887 |
988 |
101 |
11.4% |
9,672 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,323.50 |
3,292.00 |
3,166.25 |
|
| R3 |
3,258.50 |
3,227.00 |
3,148.50 |
|
| R2 |
3,193.50 |
3,193.50 |
3,142.50 |
|
| R1 |
3,162.00 |
3,162.00 |
3,136.50 |
3,145.25 |
| PP |
3,128.50 |
3,128.50 |
3,128.50 |
3,120.00 |
| S1 |
3,097.00 |
3,097.00 |
3,124.50 |
3,080.25 |
| S2 |
3,063.50 |
3,063.50 |
3,118.50 |
|
| S3 |
2,998.50 |
3,032.00 |
3,112.50 |
|
| S4 |
2,933.50 |
2,967.00 |
3,094.75 |
|
|
| 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 |
3,085.50 |
88.00 |
2.8% |
56.75 |
1.8% |
51% |
False |
False |
1,196 |
| 10 |
3,173.50 |
2,972.00 |
201.50 |
6.4% |
65.00 |
2.1% |
79% |
False |
False |
2,047 |
| 20 |
3,173.50 |
2,916.50 |
257.00 |
8.2% |
82.25 |
2.6% |
83% |
False |
False |
1,985 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
14.9% |
71.50 |
2.3% |
83% |
False |
False |
1,915 |
| 60 |
3,210.75 |
2,707.25 |
503.50 |
16.1% |
71.00 |
2.3% |
84% |
False |
False |
1,750 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
33.3% |
86.25 |
2.8% |
92% |
False |
False |
1,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,436.25 |
|
2.618 |
3,330.25 |
|
1.618 |
3,265.25 |
|
1.000 |
3,225.00 |
|
0.618 |
3,200.25 |
|
HIGH |
3,160.00 |
|
0.618 |
3,135.25 |
|
0.500 |
3,127.50 |
|
0.382 |
3,119.75 |
|
LOW |
3,095.00 |
|
0.618 |
3,054.75 |
|
1.000 |
3,030.00 |
|
1.618 |
2,989.75 |
|
2.618 |
2,924.75 |
|
4.250 |
2,818.75 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,129.50 |
3,134.25 |
| PP |
3,128.50 |
3,133.00 |
| S1 |
3,127.50 |
3,131.75 |
|