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 |
10,595.94 |
10,594.41 |
-1.53 |
0.0% |
9,850.55 |
High |
10,704.93 |
10,669.13 |
-35.80 |
-0.3% |
10,432.55 |
Low |
10,516.63 |
10,528.82 |
12.19 |
0.1% |
9,742.89 |
Close |
10,524.01 |
10,666.70 |
142.69 |
1.4% |
10,341.89 |
Range |
188.30 |
140.31 |
-47.99 |
-25.5% |
689.66 |
ATR |
209.56 |
204.96 |
-4.60 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,042.48 |
10,994.90 |
10,743.87 |
|
R3 |
10,902.17 |
10,854.59 |
10,705.29 |
|
R2 |
10,761.86 |
10,761.86 |
10,692.42 |
|
R1 |
10,714.28 |
10,714.28 |
10,679.56 |
10,738.07 |
PP |
10,621.55 |
10,621.55 |
10,621.55 |
10,633.45 |
S1 |
10,573.97 |
10,573.97 |
10,653.84 |
10,597.76 |
S2 |
10,481.24 |
10,481.24 |
10,640.98 |
|
S3 |
10,340.93 |
10,433.66 |
10,628.11 |
|
S4 |
10,200.62 |
10,293.35 |
10,589.53 |
|
|
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 |
10,142.75 |
562.18 |
5.3% |
150.14 |
1.4% |
93% |
False |
False |
|
10 |
10,704.93 |
9,742.89 |
962.04 |
9.0% |
195.21 |
1.8% |
96% |
False |
False |
|
20 |
10,704.93 |
9,489.58 |
1,215.35 |
11.4% |
199.81 |
1.9% |
97% |
False |
False |
|
40 |
10,704.93 |
8,860.77 |
1,844.16 |
17.3% |
184.28 |
1.7% |
98% |
False |
False |
|
60 |
10,704.93 |
8,359.84 |
2,345.09 |
22.0% |
178.67 |
1.7% |
98% |
False |
False |
|
80 |
10,704.93 |
6,771.91 |
3,933.02 |
36.9% |
216.94 |
2.0% |
99% |
False |
False |
|
100 |
10,704.93 |
6,771.91 |
3,933.02 |
36.9% |
234.27 |
2.2% |
99% |
False |
False |
|
120 |
10,704.93 |
6,771.91 |
3,933.02 |
36.9% |
212.37 |
2.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,265.45 |
2.618 |
11,036.46 |
1.618 |
10,896.15 |
1.000 |
10,809.44 |
0.618 |
10,755.84 |
HIGH |
10,669.13 |
0.618 |
10,615.53 |
0.500 |
10,598.98 |
0.382 |
10,582.42 |
LOW |
10,528.82 |
0.618 |
10,442.11 |
1.000 |
10,388.51 |
1.618 |
10,301.80 |
2.618 |
10,161.49 |
4.250 |
9,932.50 |
|
|
Fisher Pivots for day following 08-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,644.13 |
10,642.92 |
PP |
10,621.55 |
10,619.15 |
S1 |
10,598.98 |
10,595.37 |
|