Trading Metrics calculated at close of trading on 08-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,784.03 |
1,794.22 |
10.19 |
0.6% |
1,769.82 |
High |
1,796.77 |
1,815.35 |
18.58 |
1.0% |
1,787.97 |
Low |
1,774.87 |
1,792.09 |
17.22 |
1.0% |
1,759.10 |
Close |
1,794.34 |
1,808.28 |
13.94 |
0.8% |
1,774.43 |
Range |
21.90 |
23.26 |
1.36 |
6.2% |
28.87 |
ATR |
19.57 |
19.83 |
0.26 |
1.3% |
0.00 |
Volume |
7,290 |
6,469 |
-821 |
-11.3% |
30,277 |
|
Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.02 |
1,864.91 |
1,821.07 |
|
R3 |
1,851.76 |
1,841.65 |
1,814.68 |
|
R2 |
1,828.50 |
1,828.50 |
1,812.54 |
|
R1 |
1,818.39 |
1,818.39 |
1,810.41 |
1,823.45 |
PP |
1,805.24 |
1,805.24 |
1,805.24 |
1,807.77 |
S1 |
1,795.13 |
1,795.13 |
1,806.15 |
1,800.19 |
S2 |
1,781.98 |
1,781.98 |
1,804.02 |
|
S3 |
1,758.72 |
1,771.87 |
1,801.88 |
|
S4 |
1,735.46 |
1,748.61 |
1,795.49 |
|
|
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 |
1,815.35 |
1,759.10 |
56.25 |
3.1% |
16.80 |
0.9% |
87% |
True |
False |
6,651 |
10 |
1,815.35 |
1,748.41 |
66.94 |
3.7% |
17.09 |
0.9% |
89% |
True |
False |
6,357 |
20 |
1,815.35 |
1,705.53 |
109.82 |
6.1% |
18.77 |
1.0% |
94% |
True |
False |
6,002 |
40 |
1,815.35 |
1,672.80 |
142.55 |
7.9% |
20.98 |
1.2% |
95% |
True |
False |
5,837 |
60 |
1,815.35 |
1,663.76 |
151.59 |
8.4% |
22.36 |
1.2% |
95% |
True |
False |
5,921 |
80 |
1,815.35 |
1,463.91 |
351.44 |
19.4% |
25.65 |
1.4% |
98% |
True |
False |
5,765 |
100 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
30.15 |
1.7% |
98% |
True |
False |
5,798 |
120 |
1,815.35 |
1,453.26 |
362.09 |
20.0% |
27.49 |
1.5% |
98% |
True |
False |
6,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,914.21 |
2.618 |
1,876.24 |
1.618 |
1,852.98 |
1.000 |
1,838.61 |
0.618 |
1,829.72 |
HIGH |
1,815.35 |
0.618 |
1,806.46 |
0.500 |
1,803.72 |
0.382 |
1,800.98 |
LOW |
1,792.09 |
0.618 |
1,777.72 |
1.000 |
1,768.83 |
1.618 |
1,754.46 |
2.618 |
1,731.20 |
4.250 |
1,693.24 |
|
|
Fisher Pivots for day following 08-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,806.76 |
1,803.21 |
PP |
1,805.24 |
1,798.13 |
S1 |
1,803.72 |
1,793.06 |
|