Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,655.95 |
9,631.86 |
-24.09 |
-0.2% |
9,463.33 |
High |
9,781.36 |
9,665.03 |
-116.33 |
-1.2% |
9,586.36 |
Low |
9,581.86 |
9,212.66 |
-369.20 |
-3.9% |
8,912.17 |
Close |
9,632.16 |
9,290.48 |
-341.68 |
-3.5% |
9,316.19 |
Range |
199.50 |
452.37 |
252.87 |
126.8% |
674.19 |
ATR |
407.71 |
410.90 |
3.19 |
0.8% |
0.00 |
Volume |
28,448 |
38,517 |
10,069 |
35.4% |
183,928 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,746.50 |
10,470.86 |
9,539.28 |
|
R3 |
10,294.13 |
10,018.49 |
9,414.88 |
|
R2 |
9,841.76 |
9,841.76 |
9,373.41 |
|
R1 |
9,566.12 |
9,566.12 |
9,331.95 |
9,477.76 |
PP |
9,389.39 |
9,389.39 |
9,389.39 |
9,345.21 |
S1 |
9,113.75 |
9,113.75 |
9,249.01 |
9,025.39 |
S2 |
8,937.02 |
8,937.02 |
9,207.55 |
|
S3 |
8,484.65 |
8,661.38 |
9,166.08 |
|
S4 |
8,032.28 |
8,209.01 |
9,041.68 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,294.14 |
10,979.36 |
9,686.99 |
|
R3 |
10,619.95 |
10,305.17 |
9,501.59 |
|
R2 |
9,945.76 |
9,945.76 |
9,439.79 |
|
R1 |
9,630.98 |
9,630.98 |
9,377.99 |
9,451.28 |
PP |
9,271.57 |
9,271.57 |
9,271.57 |
9,181.72 |
S1 |
8,956.79 |
8,956.79 |
9,254.39 |
8,777.09 |
S2 |
8,597.38 |
8,597.38 |
9,192.59 |
|
S3 |
7,923.19 |
8,282.60 |
9,130.79 |
|
S4 |
7,249.00 |
7,608.41 |
8,945.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,781.36 |
9,191.16 |
590.20 |
6.4% |
294.52 |
3.2% |
17% |
False |
False |
27,124 |
10 |
9,961.74 |
8,912.17 |
1,049.57 |
11.3% |
373.01 |
4.0% |
36% |
False |
False |
38,944 |
20 |
10,359.58 |
8,912.17 |
1,447.41 |
15.6% |
385.12 |
4.1% |
26% |
False |
False |
44,032 |
40 |
10,359.58 |
8,201.24 |
2,158.34 |
23.2% |
506.05 |
5.4% |
50% |
False |
False |
59,063 |
60 |
10,359.58 |
6,355.56 |
4,004.02 |
43.1% |
487.13 |
5.2% |
73% |
False |
False |
59,591 |
80 |
10,359.58 |
3,925.27 |
6,434.31 |
69.3% |
568.71 |
6.1% |
83% |
False |
False |
74,087 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.8% |
547.11 |
5.9% |
82% |
False |
False |
66,083 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.8% |
522.38 |
5.6% |
82% |
False |
False |
61,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,587.60 |
2.618 |
10,849.33 |
1.618 |
10,396.96 |
1.000 |
10,117.40 |
0.618 |
9,944.59 |
HIGH |
9,665.03 |
0.618 |
9,492.22 |
0.500 |
9,438.85 |
0.382 |
9,385.47 |
LOW |
9,212.66 |
0.618 |
8,933.10 |
1.000 |
8,760.29 |
1.618 |
8,480.73 |
2.618 |
8,028.36 |
4.250 |
7,290.09 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,438.85 |
9,486.26 |
PP |
9,389.39 |
9,421.00 |
S1 |
9,339.94 |
9,355.74 |
|