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 |
10,487.70 |
10,595.94 |
108.24 |
1.0% |
9,850.55 |
High |
10,625.10 |
10,704.93 |
79.83 |
0.8% |
10,432.55 |
Low |
10,485.81 |
10,516.63 |
30.82 |
0.3% |
9,742.89 |
Close |
10,604.06 |
10,524.01 |
-80.05 |
-0.8% |
10,341.89 |
Range |
139.29 |
188.30 |
49.01 |
35.2% |
689.66 |
ATR |
211.20 |
209.56 |
-1.64 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,146.76 |
11,023.68 |
10,627.58 |
|
R3 |
10,958.46 |
10,835.38 |
10,575.79 |
|
R2 |
10,770.16 |
10,770.16 |
10,558.53 |
|
R1 |
10,647.08 |
10,647.08 |
10,541.27 |
10,614.47 |
PP |
10,581.86 |
10,581.86 |
10,581.86 |
10,565.55 |
S1 |
10,458.78 |
10,458.78 |
10,506.75 |
10,426.17 |
S2 |
10,393.56 |
10,393.56 |
10,489.49 |
|
S3 |
10,205.26 |
10,270.48 |
10,472.23 |
|
S4 |
10,016.96 |
10,082.18 |
10,420.45 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,241.42 |
11,981.32 |
10,721.20 |
|
R3 |
11,551.76 |
11,291.66 |
10,531.55 |
|
R2 |
10,862.10 |
10,862.10 |
10,468.33 |
|
R1 |
10,602.00 |
10,602.00 |
10,405.11 |
10,732.05 |
PP |
10,172.44 |
10,172.44 |
10,172.44 |
10,237.47 |
S1 |
9,912.34 |
9,912.34 |
10,278.67 |
10,042.39 |
S2 |
9,482.78 |
9,482.78 |
10,215.45 |
|
S3 |
8,793.12 |
9,222.68 |
10,152.23 |
|
S4 |
8,103.46 |
8,533.02 |
9,962.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,704.93 |
9,956.83 |
748.10 |
7.1% |
167.78 |
1.6% |
76% |
True |
False |
|
10 |
10,704.93 |
9,742.89 |
962.04 |
9.1% |
194.66 |
1.8% |
81% |
True |
False |
|
20 |
10,704.93 |
9,489.58 |
1,215.35 |
11.5% |
200.19 |
1.9% |
85% |
True |
False |
|
40 |
10,704.93 |
8,860.77 |
1,844.16 |
17.5% |
185.55 |
1.8% |
90% |
True |
False |
|
60 |
10,704.93 |
8,158.58 |
2,546.35 |
24.2% |
179.32 |
1.7% |
93% |
True |
False |
|
80 |
10,704.93 |
6,771.91 |
3,933.02 |
37.4% |
223.89 |
2.1% |
95% |
True |
False |
|
100 |
10,704.93 |
6,771.91 |
3,933.02 |
37.4% |
233.90 |
2.2% |
95% |
True |
False |
|
120 |
10,704.93 |
6,771.91 |
3,933.02 |
37.4% |
211.79 |
2.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,505.21 |
2.618 |
11,197.90 |
1.618 |
11,009.60 |
1.000 |
10,893.23 |
0.618 |
10,821.30 |
HIGH |
10,704.93 |
0.618 |
10,633.00 |
0.500 |
10,610.78 |
0.382 |
10,588.56 |
LOW |
10,516.63 |
0.618 |
10,400.26 |
1.000 |
10,328.33 |
1.618 |
10,211.96 |
2.618 |
10,023.66 |
4.250 |
9,716.36 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,610.78 |
10,521.63 |
PP |
10,581.86 |
10,519.24 |
S1 |
10,552.93 |
10,516.86 |
|