| 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 |
1,779.58 |
1,769.61 |
-9.97 |
-0.6% |
1,742.29 |
| High |
1,787.97 |
1,778.44 |
-9.53 |
-0.5% |
1,778.32 |
| Low |
1,760.67 |
1,759.10 |
-1.57 |
-0.1% |
1,742.29 |
| Close |
1,769.73 |
1,774.93 |
5.20 |
0.3% |
1,769.77 |
| Range |
27.30 |
19.34 |
-7.96 |
-29.2% |
36.03 |
| ATR |
21.01 |
20.89 |
-0.12 |
-0.6% |
0.00 |
| Volume |
5,811 |
5,872 |
61 |
1.0% |
30,144 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,828.84 |
1,821.23 |
1,785.57 |
|
| R3 |
1,809.50 |
1,801.89 |
1,780.25 |
|
| R2 |
1,790.16 |
1,790.16 |
1,778.48 |
|
| R1 |
1,782.55 |
1,782.55 |
1,776.70 |
1,786.36 |
| PP |
1,770.82 |
1,770.82 |
1,770.82 |
1,772.73 |
| S1 |
1,763.21 |
1,763.21 |
1,773.16 |
1,767.02 |
| S2 |
1,751.48 |
1,751.48 |
1,771.38 |
|
| S3 |
1,732.14 |
1,743.87 |
1,769.61 |
|
| S4 |
1,712.80 |
1,724.53 |
1,764.29 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.55 |
1,856.69 |
1,789.59 |
|
| R3 |
1,835.52 |
1,820.66 |
1,779.68 |
|
| R2 |
1,799.49 |
1,799.49 |
1,776.38 |
|
| R1 |
1,784.63 |
1,784.63 |
1,773.07 |
1,792.06 |
| PP |
1,763.46 |
1,763.46 |
1,763.46 |
1,767.18 |
| S1 |
1,748.60 |
1,748.60 |
1,766.47 |
1,756.03 |
| S2 |
1,727.43 |
1,727.43 |
1,763.16 |
|
| S3 |
1,691.40 |
1,712.57 |
1,759.86 |
|
| S4 |
1,655.37 |
1,676.54 |
1,749.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,787.97 |
1,748.41 |
39.56 |
2.2% |
19.02 |
1.1% |
67% |
False |
False |
6,041 |
| 10 |
1,787.97 |
1,721.33 |
66.64 |
3.8% |
18.82 |
1.1% |
80% |
False |
False |
5,975 |
| 20 |
1,787.97 |
1,672.80 |
115.17 |
6.5% |
21.42 |
1.2% |
89% |
False |
False |
5,733 |
| 40 |
1,787.97 |
1,672.80 |
115.17 |
6.5% |
21.12 |
1.2% |
89% |
False |
False |
5,757 |
| 60 |
1,787.97 |
1,663.76 |
124.21 |
7.0% |
23.00 |
1.3% |
90% |
False |
False |
5,767 |
| 80 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
29.13 |
1.6% |
96% |
False |
False |
5,778 |
| 100 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
30.02 |
1.7% |
96% |
False |
False |
5,799 |
| 120 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
27.33 |
1.5% |
96% |
False |
False |
6,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,860.64 |
|
2.618 |
1,829.07 |
|
1.618 |
1,809.73 |
|
1.000 |
1,797.78 |
|
0.618 |
1,790.39 |
|
HIGH |
1,778.44 |
|
0.618 |
1,771.05 |
|
0.500 |
1,768.77 |
|
0.382 |
1,766.49 |
|
LOW |
1,759.10 |
|
0.618 |
1,747.15 |
|
1.000 |
1,739.76 |
|
1.618 |
1,727.81 |
|
2.618 |
1,708.47 |
|
4.250 |
1,676.91 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,772.88 |
1,774.47 |
| PP |
1,770.82 |
1,774.00 |
| S1 |
1,768.77 |
1,773.54 |
|