Trading Metrics calculated at close of trading on 17-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,717 |
26,130 |
413 |
1.6% |
26,999 |
High |
26,658 |
26,494 |
-164 |
-0.6% |
27,491 |
Low |
25,660 |
25,923 |
263 |
1.0% |
24,933 |
Close |
26,193 |
26,025 |
-168 |
-0.6% |
25,398 |
Range |
998 |
571 |
-427 |
-42.8% |
2,558 |
ATR |
780 |
765 |
-15 |
-1.9% |
0 |
Volume |
340,025 |
216,527 |
-123,498 |
-36.3% |
232,393 |
|
Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,860 |
27,514 |
26,339 |
|
R3 |
27,289 |
26,943 |
26,182 |
|
R2 |
26,718 |
26,718 |
26,130 |
|
R1 |
26,372 |
26,372 |
26,077 |
26,260 |
PP |
26,147 |
26,147 |
26,147 |
26,091 |
S1 |
25,801 |
25,801 |
25,973 |
25,689 |
S2 |
25,576 |
25,576 |
25,920 |
|
S3 |
25,005 |
25,230 |
25,868 |
|
S4 |
24,434 |
24,659 |
25,711 |
|
|
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 |
26,865 |
24,409 |
2,456 |
9.4% |
1,146 |
4.4% |
66% |
False |
False |
210,857 |
10 |
27,491 |
24,409 |
3,082 |
11.8% |
873 |
3.4% |
52% |
False |
False |
106,049 |
20 |
27,491 |
23,986 |
3,505 |
13.5% |
686 |
2.6% |
58% |
False |
False |
53,196 |
40 |
27,491 |
22,629 |
4,862 |
18.7% |
640 |
2.5% |
70% |
False |
False |
26,668 |
60 |
27,491 |
18,587 |
8,904 |
34.2% |
775 |
3.0% |
84% |
False |
False |
17,862 |
80 |
28,145 |
17,992 |
10,153 |
39.0% |
957 |
3.7% |
79% |
False |
False |
13,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,921 |
2.618 |
27,989 |
1.618 |
27,418 |
1.000 |
27,065 |
0.618 |
26,847 |
HIGH |
26,494 |
0.618 |
26,276 |
0.500 |
26,209 |
0.382 |
26,141 |
LOW |
25,923 |
0.618 |
25,570 |
1.000 |
25,352 |
1.618 |
24,999 |
2.618 |
24,428 |
4.250 |
23,496 |
|
|
Fisher Pivots for day following 17-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,209 |
25,861 |
PP |
26,147 |
25,697 |
S1 |
26,086 |
25,534 |
|