Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,063 |
25,042 |
-21 |
-0.1% |
26,999 |
High |
25,816 |
25,753 |
-63 |
-0.2% |
27,491 |
Low |
24,934 |
24,409 |
-525 |
-2.1% |
24,933 |
Close |
25,398 |
25,675 |
277 |
1.1% |
25,398 |
Range |
882 |
1,344 |
462 |
52.4% |
2,558 |
ATR |
719 |
763 |
45 |
6.2% |
0 |
Volume |
212,236 |
269,965 |
57,729 |
27.2% |
232,393 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,311 |
28,837 |
26,414 |
|
R3 |
27,967 |
27,493 |
26,045 |
|
R2 |
26,623 |
26,623 |
25,922 |
|
R1 |
26,149 |
26,149 |
25,798 |
26,386 |
PP |
25,279 |
25,279 |
25,279 |
25,398 |
S1 |
24,805 |
24,805 |
25,552 |
25,042 |
S2 |
23,935 |
23,935 |
25,429 |
|
S3 |
22,591 |
23,461 |
25,306 |
|
S4 |
21,247 |
22,117 |
24,936 |
|
|
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 |
24,409 |
3,082 |
12.0% |
1,046 |
4.1% |
41% |
False |
True |
100,285 |
10 |
27,491 |
24,409 |
3,082 |
12.0% |
821 |
3.2% |
41% |
False |
True |
50,515 |
20 |
27,491 |
23,559 |
3,932 |
15.3% |
687 |
2.7% |
54% |
False |
False |
25,395 |
40 |
27,491 |
22,629 |
4,862 |
18.9% |
640 |
2.5% |
63% |
False |
False |
12,760 |
60 |
27,491 |
17,992 |
9,499 |
37.0% |
812 |
3.2% |
81% |
False |
False |
8,599 |
80 |
29,069 |
17,992 |
11,077 |
43.1% |
949 |
3.7% |
69% |
False |
False |
6,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,465 |
2.618 |
29,272 |
1.618 |
27,928 |
1.000 |
27,097 |
0.618 |
26,584 |
HIGH |
25,753 |
0.618 |
25,240 |
0.500 |
25,081 |
0.382 |
24,923 |
LOW |
24,409 |
0.618 |
23,579 |
1.000 |
23,065 |
1.618 |
22,235 |
2.618 |
20,891 |
4.250 |
18,697 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,477 |
25,662 |
PP |
25,279 |
25,650 |
S1 |
25,081 |
25,637 |
|