Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,832 |
25,063 |
-1,769 |
-6.6% |
26,999 |
High |
26,865 |
25,816 |
-1,049 |
-3.9% |
27,491 |
Low |
24,933 |
24,934 |
1 |
0.0% |
24,933 |
Close |
25,031 |
25,398 |
367 |
1.5% |
25,398 |
Range |
1,932 |
882 |
-1,050 |
-54.3% |
2,558 |
ATR |
706 |
719 |
13 |
1.8% |
0 |
Volume |
15,536 |
212,236 |
196,700 |
1,266.1% |
232,393 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,029 |
27,595 |
25,883 |
|
R3 |
27,147 |
26,713 |
25,641 |
|
R2 |
26,265 |
26,265 |
25,560 |
|
R1 |
25,831 |
25,831 |
25,479 |
26,048 |
PP |
25,383 |
25,383 |
25,383 |
25,491 |
S1 |
24,949 |
24,949 |
25,317 |
25,166 |
S2 |
24,501 |
24,501 |
25,236 |
|
S3 |
23,619 |
24,067 |
25,156 |
|
S4 |
22,737 |
23,185 |
24,913 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,615 |
32,064 |
26,805 |
|
R3 |
31,057 |
29,506 |
26,102 |
|
R2 |
28,499 |
28,499 |
25,867 |
|
R1 |
26,948 |
26,948 |
25,633 |
26,445 |
PP |
25,941 |
25,941 |
25,941 |
25,689 |
S1 |
24,390 |
24,390 |
25,164 |
23,887 |
S2 |
23,383 |
23,383 |
24,929 |
|
S3 |
20,825 |
21,832 |
24,695 |
|
S4 |
18,267 |
19,274 |
23,991 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,491 |
24,933 |
2,558 |
10.1% |
882 |
3.5% |
18% |
False |
False |
46,478 |
10 |
27,491 |
24,933 |
2,558 |
10.1% |
727 |
2.9% |
18% |
False |
False |
23,544 |
20 |
27,491 |
23,175 |
4,316 |
17.0% |
640 |
2.5% |
52% |
False |
False |
11,904 |
40 |
27,491 |
22,629 |
4,862 |
19.1% |
621 |
2.4% |
57% |
False |
False |
6,015 |
60 |
27,491 |
17,992 |
9,499 |
37.4% |
813 |
3.2% |
78% |
False |
False |
4,101 |
80 |
29,334 |
17,992 |
11,342 |
44.7% |
938 |
3.7% |
65% |
False |
False |
3,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,565 |
2.618 |
28,125 |
1.618 |
27,243 |
1.000 |
26,698 |
0.618 |
26,361 |
HIGH |
25,816 |
0.618 |
25,479 |
0.500 |
25,375 |
0.382 |
25,271 |
LOW |
24,934 |
0.618 |
24,389 |
1.000 |
24,052 |
1.618 |
23,507 |
2.618 |
22,625 |
4.250 |
21,186 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,390 |
26,143 |
PP |
25,383 |
25,894 |
S1 |
25,375 |
25,646 |
|