Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,774.85 |
1,774.46 |
-0.39 |
0.0% |
1,769.82 |
High |
1,776.55 |
1,786.52 |
9.97 |
0.6% |
1,787.97 |
Low |
1,772.81 |
1,770.76 |
-2.05 |
-0.1% |
1,759.10 |
Close |
1,774.43 |
1,783.94 |
9.51 |
0.5% |
1,774.43 |
Range |
3.74 |
15.76 |
12.02 |
321.4% |
28.87 |
ATR |
19.67 |
19.39 |
-0.28 |
-1.4% |
0.00 |
Volume |
6,293 |
7,334 |
1,041 |
16.5% |
30,277 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.69 |
1,821.57 |
1,792.61 |
|
R3 |
1,811.93 |
1,805.81 |
1,788.27 |
|
R2 |
1,796.17 |
1,796.17 |
1,786.83 |
|
R1 |
1,790.05 |
1,790.05 |
1,785.38 |
1,793.11 |
PP |
1,780.41 |
1,780.41 |
1,780.41 |
1,781.94 |
S1 |
1,774.29 |
1,774.29 |
1,782.50 |
1,777.35 |
S2 |
1,764.65 |
1,764.65 |
1,781.05 |
|
S3 |
1,748.89 |
1,758.53 |
1,779.61 |
|
S4 |
1,733.13 |
1,742.77 |
1,775.27 |
|
|
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% |
16.88 |
0.9% |
86% |
False |
False |
6,264 |
10 |
1,787.97 |
1,747.87 |
40.10 |
2.2% |
16.56 |
0.9% |
90% |
False |
False |
6,166 |
20 |
1,787.97 |
1,692.92 |
95.05 |
5.3% |
19.19 |
1.1% |
96% |
False |
False |
5,872 |
40 |
1,787.97 |
1,672.80 |
115.17 |
6.5% |
20.65 |
1.2% |
97% |
False |
False |
5,789 |
60 |
1,787.97 |
1,663.76 |
124.21 |
7.0% |
22.51 |
1.3% |
97% |
False |
False |
5,888 |
80 |
1,787.97 |
1,463.91 |
324.06 |
18.2% |
26.94 |
1.5% |
99% |
False |
False |
5,783 |
100 |
1,787.97 |
1,453.26 |
334.71 |
18.8% |
30.06 |
1.7% |
99% |
False |
False |
5,807 |
120 |
1,787.97 |
1,453.26 |
334.71 |
18.8% |
27.35 |
1.5% |
99% |
False |
False |
6,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.50 |
2.618 |
1,827.78 |
1.618 |
1,812.02 |
1.000 |
1,802.28 |
0.618 |
1,796.26 |
HIGH |
1,786.52 |
0.618 |
1,780.50 |
0.500 |
1,778.64 |
0.382 |
1,776.78 |
LOW |
1,770.76 |
0.618 |
1,761.02 |
1.000 |
1,755.00 |
1.618 |
1,745.26 |
2.618 |
1,729.50 |
4.250 |
1,703.78 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,782.17 |
1,780.23 |
PP |
1,780.41 |
1,776.52 |
S1 |
1,778.64 |
1,772.81 |
|