Trading Metrics calculated at close of trading on 03-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
03-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,769.61 |
1,774.85 |
5.24 |
0.3% |
1,769.82 |
High |
1,778.44 |
1,776.55 |
-1.89 |
-0.1% |
1,787.97 |
Low |
1,759.10 |
1,772.81 |
13.71 |
0.8% |
1,759.10 |
Close |
1,774.93 |
1,774.43 |
-0.50 |
0.0% |
1,774.43 |
Range |
19.34 |
3.74 |
-15.60 |
-80.7% |
28.87 |
ATR |
20.89 |
19.67 |
-1.23 |
-5.9% |
0.00 |
Volume |
5,872 |
6,293 |
421 |
7.2% |
30,277 |
|
Daily Pivots for day following 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.82 |
1,783.86 |
1,776.49 |
|
R3 |
1,782.08 |
1,780.12 |
1,775.46 |
|
R2 |
1,778.34 |
1,778.34 |
1,775.12 |
|
R1 |
1,776.38 |
1,776.38 |
1,774.77 |
1,775.49 |
PP |
1,774.60 |
1,774.60 |
1,774.60 |
1,774.15 |
S1 |
1,772.64 |
1,772.64 |
1,774.09 |
1,771.75 |
S2 |
1,770.86 |
1,770.86 |
1,773.74 |
|
S3 |
1,767.12 |
1,768.90 |
1,773.40 |
|
S4 |
1,763.38 |
1,765.16 |
1,772.37 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.44 |
1,846.31 |
1,790.31 |
|
R3 |
1,831.57 |
1,817.44 |
1,782.37 |
|
R2 |
1,802.70 |
1,802.70 |
1,779.72 |
|
R1 |
1,788.57 |
1,788.57 |
1,777.08 |
1,795.64 |
PP |
1,773.83 |
1,773.83 |
1,773.83 |
1,777.37 |
S1 |
1,759.70 |
1,759.70 |
1,771.78 |
1,766.77 |
S2 |
1,744.96 |
1,744.96 |
1,769.14 |
|
S3 |
1,716.09 |
1,730.83 |
1,766.49 |
|
S4 |
1,687.22 |
1,701.96 |
1,758.55 |
|
|
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 |
1,759.10 |
28.87 |
1.6% |
15.29 |
0.9% |
53% |
False |
False |
6,055 |
10 |
1,787.97 |
1,742.29 |
45.68 |
2.6% |
16.95 |
1.0% |
70% |
False |
False |
6,042 |
20 |
1,787.97 |
1,678.27 |
109.70 |
6.2% |
19.49 |
1.1% |
88% |
False |
False |
5,770 |
40 |
1,787.97 |
1,672.80 |
115.17 |
6.5% |
20.69 |
1.2% |
88% |
False |
False |
5,764 |
60 |
1,787.97 |
1,663.76 |
124.21 |
7.0% |
22.96 |
1.3% |
89% |
False |
False |
5,854 |
80 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
28.14 |
1.6% |
96% |
False |
False |
5,777 |
100 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
29.95 |
1.7% |
96% |
False |
False |
5,792 |
120 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
27.27 |
1.5% |
96% |
False |
False |
6,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,792.45 |
2.618 |
1,786.34 |
1.618 |
1,782.60 |
1.000 |
1,780.29 |
0.618 |
1,778.86 |
HIGH |
1,776.55 |
0.618 |
1,775.12 |
0.500 |
1,774.68 |
0.382 |
1,774.24 |
LOW |
1,772.81 |
0.618 |
1,770.50 |
1.000 |
1,769.07 |
1.618 |
1,766.76 |
2.618 |
1,763.02 |
4.250 |
1,756.92 |
|
|
Fisher Pivots for day following 03-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,774.68 |
1,774.13 |
PP |
1,774.60 |
1,773.83 |
S1 |
1,774.51 |
1,773.54 |
|