Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,042 |
25,717 |
675 |
2.7% |
26,999 |
High |
25,753 |
26,658 |
905 |
3.5% |
27,491 |
Low |
24,409 |
25,660 |
1,251 |
5.1% |
24,933 |
Close |
25,675 |
26,193 |
518 |
2.0% |
25,398 |
Range |
1,344 |
998 |
-346 |
-25.7% |
2,558 |
ATR |
763 |
780 |
17 |
2.2% |
0 |
Volume |
269,965 |
340,025 |
70,060 |
26.0% |
232,393 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,164 |
28,677 |
26,742 |
|
R3 |
28,166 |
27,679 |
26,468 |
|
R2 |
27,168 |
27,168 |
26,376 |
|
R1 |
26,681 |
26,681 |
26,285 |
26,925 |
PP |
26,170 |
26,170 |
26,170 |
26,292 |
S1 |
25,683 |
25,683 |
26,102 |
25,927 |
S2 |
25,172 |
25,172 |
26,010 |
|
S3 |
24,174 |
24,685 |
25,919 |
|
S4 |
23,176 |
23,687 |
25,644 |
|
|
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 |
27,352 |
24,409 |
2,943 |
11.2% |
1,147 |
4.4% |
61% |
False |
False |
168,048 |
10 |
27,491 |
24,409 |
3,082 |
11.8% |
879 |
3.4% |
58% |
False |
False |
84,465 |
20 |
27,491 |
23,986 |
3,505 |
13.4% |
688 |
2.6% |
63% |
False |
False |
42,382 |
40 |
27,491 |
22,629 |
4,862 |
18.6% |
647 |
2.5% |
73% |
False |
False |
21,258 |
60 |
27,491 |
17,992 |
9,499 |
36.3% |
794 |
3.0% |
86% |
False |
False |
14,259 |
80 |
28,573 |
17,992 |
10,581 |
40.4% |
959 |
3.7% |
78% |
False |
False |
10,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,900 |
2.618 |
29,271 |
1.618 |
28,273 |
1.000 |
27,656 |
0.618 |
27,275 |
HIGH |
26,658 |
0.618 |
26,277 |
0.500 |
26,159 |
0.382 |
26,041 |
LOW |
25,660 |
0.618 |
25,043 |
1.000 |
24,662 |
1.618 |
24,045 |
2.618 |
23,047 |
4.250 |
21,419 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,182 |
25,973 |
PP |
26,170 |
25,753 |
S1 |
26,159 |
25,534 |
|