| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
3,158.50 |
3,138.00 |
-20.50 |
-0.6% |
3,115.25 |
| High |
3,160.00 |
3,170.00 |
10.00 |
0.3% |
3,173.50 |
| Low |
3,095.00 |
3,101.25 |
6.25 |
0.2% |
3,095.00 |
| Close |
3,130.50 |
3,167.50 |
37.00 |
1.2% |
3,167.50 |
| Range |
65.00 |
68.75 |
3.75 |
5.8% |
78.50 |
| ATR |
71.27 |
71.09 |
-0.18 |
-0.3% |
0.00 |
| Volume |
988 |
1,527 |
539 |
54.6% |
5,478 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.50 |
3,328.75 |
3,205.25 |
|
| R3 |
3,283.75 |
3,260.00 |
3,186.50 |
|
| R2 |
3,215.00 |
3,215.00 |
3,180.00 |
|
| R1 |
3,191.25 |
3,191.25 |
3,173.75 |
3,203.00 |
| PP |
3,146.25 |
3,146.25 |
3,146.25 |
3,152.25 |
| S1 |
3,122.50 |
3,122.50 |
3,161.25 |
3,134.50 |
| S2 |
3,077.50 |
3,077.50 |
3,155.00 |
|
| S3 |
3,008.75 |
3,053.75 |
3,148.50 |
|
| S4 |
2,940.00 |
2,985.00 |
3,129.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.75 |
3,352.75 |
3,210.75 |
|
| R3 |
3,302.25 |
3,274.25 |
3,189.00 |
|
| R2 |
3,223.75 |
3,223.75 |
3,182.00 |
|
| R1 |
3,195.75 |
3,195.75 |
3,174.75 |
3,209.75 |
| PP |
3,145.25 |
3,145.25 |
3,145.25 |
3,152.50 |
| S1 |
3,117.25 |
3,117.25 |
3,160.25 |
3,131.25 |
| S2 |
3,066.75 |
3,066.75 |
3,153.00 |
|
| S3 |
2,988.25 |
3,038.75 |
3,146.00 |
|
| S4 |
2,909.75 |
2,960.25 |
3,124.25 |
|
|
| 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 |
3,095.00 |
78.50 |
2.5% |
58.50 |
1.8% |
92% |
False |
False |
1,095 |
| 10 |
3,173.50 |
2,972.00 |
201.50 |
6.4% |
63.25 |
2.0% |
97% |
False |
False |
1,916 |
| 20 |
3,173.50 |
2,916.50 |
257.00 |
8.1% |
76.25 |
2.4% |
98% |
False |
False |
2,006 |
| 40 |
3,210.75 |
2,745.75 |
465.00 |
14.7% |
71.00 |
2.2% |
91% |
False |
False |
1,932 |
| 60 |
3,210.75 |
2,707.25 |
503.50 |
15.9% |
71.00 |
2.2% |
91% |
False |
False |
1,756 |
| 80 |
3,210.75 |
2,168.25 |
1,042.50 |
32.9% |
85.75 |
2.7% |
96% |
False |
False |
1,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,462.25 |
|
2.618 |
3,350.00 |
|
1.618 |
3,281.25 |
|
1.000 |
3,238.75 |
|
0.618 |
3,212.50 |
|
HIGH |
3,170.00 |
|
0.618 |
3,143.75 |
|
0.500 |
3,135.50 |
|
0.382 |
3,127.50 |
|
LOW |
3,101.25 |
|
0.618 |
3,058.75 |
|
1.000 |
3,032.50 |
|
1.618 |
2,990.00 |
|
2.618 |
2,921.25 |
|
4.250 |
2,809.00 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,157.00 |
3,155.75 |
| PP |
3,146.25 |
3,144.25 |
| S1 |
3,135.50 |
3,132.50 |
|