Trading Metrics calculated at close of trading on 07-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,774.46 |
1,784.03 |
9.57 |
0.5% |
1,769.82 |
High |
1,786.52 |
1,796.77 |
10.25 |
0.6% |
1,787.97 |
Low |
1,770.76 |
1,774.87 |
4.11 |
0.2% |
1,759.10 |
Close |
1,783.94 |
1,794.34 |
10.40 |
0.6% |
1,774.43 |
Range |
15.76 |
21.90 |
6.14 |
39.0% |
28.87 |
ATR |
19.39 |
19.57 |
0.18 |
0.9% |
0.00 |
Volume |
7,334 |
7,290 |
-44 |
-0.6% |
30,277 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.36 |
1,846.25 |
1,806.39 |
|
R3 |
1,832.46 |
1,824.35 |
1,800.36 |
|
R2 |
1,810.56 |
1,810.56 |
1,798.36 |
|
R1 |
1,802.45 |
1,802.45 |
1,796.35 |
1,806.51 |
PP |
1,788.66 |
1,788.66 |
1,788.66 |
1,790.69 |
S1 |
1,780.55 |
1,780.55 |
1,792.33 |
1,784.61 |
S2 |
1,766.76 |
1,766.76 |
1,790.33 |
|
S3 |
1,744.86 |
1,758.65 |
1,788.32 |
|
S4 |
1,722.96 |
1,736.75 |
1,782.30 |
|
|
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 |
1,796.77 |
1,759.10 |
37.67 |
2.1% |
17.61 |
1.0% |
94% |
True |
False |
6,520 |
10 |
1,796.77 |
1,748.41 |
48.36 |
2.7% |
16.51 |
0.9% |
95% |
True |
False |
6,338 |
20 |
1,796.77 |
1,705.53 |
91.24 |
5.1% |
18.94 |
1.1% |
97% |
True |
False |
5,950 |
40 |
1,796.77 |
1,672.80 |
123.97 |
6.9% |
20.81 |
1.2% |
98% |
True |
False |
5,820 |
60 |
1,796.77 |
1,663.76 |
133.01 |
7.4% |
22.30 |
1.2% |
98% |
True |
False |
5,916 |
80 |
1,796.77 |
1,463.91 |
332.86 |
18.6% |
26.20 |
1.5% |
99% |
True |
False |
5,776 |
100 |
1,796.77 |
1,453.26 |
343.51 |
19.1% |
30.04 |
1.7% |
99% |
True |
False |
5,807 |
120 |
1,796.77 |
1,453.26 |
343.51 |
19.1% |
27.36 |
1.5% |
99% |
True |
False |
6,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,889.85 |
2.618 |
1,854.10 |
1.618 |
1,832.20 |
1.000 |
1,818.67 |
0.618 |
1,810.30 |
HIGH |
1,796.77 |
0.618 |
1,788.40 |
0.500 |
1,785.82 |
0.382 |
1,783.24 |
LOW |
1,774.87 |
0.618 |
1,761.34 |
1.000 |
1,752.97 |
1.618 |
1,739.44 |
2.618 |
1,717.54 |
4.250 |
1,681.80 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,791.50 |
1,790.82 |
PP |
1,788.66 |
1,787.29 |
S1 |
1,785.82 |
1,783.77 |
|