| 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 |
1,825.5 |
1,841.3 |
15.8 |
0.9% |
1,810.5 |
| High |
1,843.2 |
1,865.2 |
22.0 |
1.2% |
1,834.1 |
| Low |
1,813.5 |
1,839.2 |
25.7 |
1.4% |
1,795.6 |
| Close |
1,843.0 |
1,860.3 |
17.3 |
0.9% |
1,819.3 |
| Range |
29.7 |
26.0 |
-3.7 |
-12.5% |
38.5 |
| ATR |
25.6 |
25.6 |
0.0 |
0.1% |
0.0 |
| Volume |
1,348 |
2,808 |
1,460 |
108.3% |
5,682 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.9 |
1,922.6 |
1,874.6 |
|
| R3 |
1,906.9 |
1,896.6 |
1,867.5 |
|
| R2 |
1,880.9 |
1,880.9 |
1,865.1 |
|
| R1 |
1,870.6 |
1,870.6 |
1,862.7 |
1,875.8 |
| PP |
1,854.9 |
1,854.9 |
1,854.9 |
1,857.5 |
| S1 |
1,844.6 |
1,844.6 |
1,857.9 |
1,849.8 |
| S2 |
1,828.9 |
1,828.9 |
1,855.5 |
|
| S3 |
1,802.9 |
1,818.6 |
1,853.2 |
|
| S4 |
1,776.9 |
1,792.6 |
1,846.0 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.8 |
1,914.1 |
1,840.5 |
|
| R3 |
1,893.3 |
1,875.6 |
1,829.9 |
|
| R2 |
1,854.8 |
1,854.8 |
1,826.4 |
|
| R1 |
1,837.1 |
1,837.1 |
1,822.8 |
1,846.0 |
| PP |
1,816.3 |
1,816.3 |
1,816.3 |
1,820.8 |
| S1 |
1,798.6 |
1,798.6 |
1,815.8 |
1,807.5 |
| S2 |
1,777.8 |
1,777.8 |
1,812.2 |
|
| S3 |
1,739.3 |
1,760.1 |
1,808.7 |
|
| S4 |
1,700.8 |
1,721.6 |
1,798.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,865.2 |
1,795.6 |
69.6 |
3.7% |
27.0 |
1.5% |
93% |
True |
False |
1,786 |
| 10 |
1,865.2 |
1,778.8 |
86.4 |
4.6% |
24.4 |
1.3% |
94% |
True |
False |
1,724 |
| 20 |
1,865.2 |
1,732.9 |
132.3 |
7.1% |
24.7 |
1.3% |
96% |
True |
False |
1,504 |
| 40 |
1,865.2 |
1,698.4 |
166.8 |
9.0% |
23.8 |
1.3% |
97% |
True |
False |
1,485 |
| 60 |
1,865.2 |
1,684.7 |
180.5 |
9.7% |
22.7 |
1.2% |
97% |
True |
False |
1,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,975.7 |
|
2.618 |
1,933.3 |
|
1.618 |
1,907.3 |
|
1.000 |
1,891.2 |
|
0.618 |
1,881.3 |
|
HIGH |
1,865.2 |
|
0.618 |
1,855.3 |
|
0.500 |
1,852.2 |
|
0.382 |
1,849.1 |
|
LOW |
1,839.2 |
|
0.618 |
1,823.1 |
|
1.000 |
1,813.2 |
|
1.618 |
1,797.1 |
|
2.618 |
1,771.1 |
|
4.250 |
1,728.7 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.6 |
1,852.6 |
| PP |
1,854.9 |
1,844.9 |
| S1 |
1,852.2 |
1,837.3 |
|