Trading Metrics calculated at close of trading on 09-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,594.41 |
10,745.87 |
151.46 |
1.4% |
9,850.55 |
High |
10,669.13 |
10,785.96 |
116.83 |
1.1% |
10,432.55 |
Low |
10,528.82 |
10,574.97 |
46.15 |
0.4% |
9,742.89 |
Close |
10,666.70 |
10,754.59 |
87.89 |
0.8% |
10,341.89 |
Range |
140.31 |
210.99 |
70.68 |
50.4% |
689.66 |
ATR |
204.96 |
205.39 |
0.43 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,338.14 |
11,257.36 |
10,870.63 |
|
R3 |
11,127.15 |
11,046.37 |
10,812.61 |
|
R2 |
10,916.16 |
10,916.16 |
10,793.27 |
|
R1 |
10,835.38 |
10,835.38 |
10,773.93 |
10,875.77 |
PP |
10,705.17 |
10,705.17 |
10,705.17 |
10,725.37 |
S1 |
10,624.39 |
10,624.39 |
10,735.25 |
10,664.78 |
S2 |
10,494.18 |
10,494.18 |
10,715.91 |
|
S3 |
10,283.19 |
10,413.40 |
10,696.57 |
|
S4 |
10,072.20 |
10,202.41 |
10,638.55 |
|
|
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 |
10,785.96 |
10,328.78 |
457.18 |
4.3% |
156.53 |
1.5% |
93% |
True |
False |
|
10 |
10,785.96 |
9,742.89 |
1,043.07 |
9.7% |
187.39 |
1.7% |
97% |
True |
False |
|
20 |
10,785.96 |
9,489.58 |
1,296.38 |
12.1% |
203.72 |
1.9% |
98% |
True |
False |
|
40 |
10,785.96 |
8,860.77 |
1,925.19 |
17.9% |
183.42 |
1.7% |
98% |
True |
False |
|
60 |
10,785.96 |
8,359.84 |
2,426.12 |
22.6% |
178.22 |
1.7% |
99% |
True |
False |
|
80 |
10,785.96 |
6,771.91 |
4,014.05 |
37.3% |
212.45 |
2.0% |
99% |
True |
False |
|
100 |
10,785.96 |
6,771.91 |
4,014.05 |
37.3% |
235.86 |
2.2% |
99% |
True |
False |
|
120 |
10,785.96 |
6,771.91 |
4,014.05 |
37.3% |
213.63 |
2.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,682.67 |
2.618 |
11,338.33 |
1.618 |
11,127.34 |
1.000 |
10,996.95 |
0.618 |
10,916.35 |
HIGH |
10,785.96 |
0.618 |
10,705.36 |
0.500 |
10,680.47 |
0.382 |
10,655.57 |
LOW |
10,574.97 |
0.618 |
10,444.58 |
1.000 |
10,363.98 |
1.618 |
10,233.59 |
2.618 |
10,022.60 |
4.250 |
9,678.26 |
|
|
Fisher Pivots for day following 09-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,729.88 |
10,720.16 |
PP |
10,705.17 |
10,685.73 |
S1 |
10,680.47 |
10,651.30 |
|