Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,370 |
25,955 |
585 |
2.3% |
25,042 |
High |
25,987 |
26,294 |
307 |
1.2% |
26,658 |
Low |
25,230 |
25,514 |
284 |
1.1% |
24,409 |
Close |
25,953 |
26,020 |
67 |
0.3% |
25,529 |
Range |
757 |
780 |
23 |
3.0% |
2,249 |
ATR |
753 |
755 |
2 |
0.3% |
0 |
Volume |
176,355 |
200,223 |
23,868 |
13.5% |
1,308,324 |
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,283 |
27,931 |
26,449 |
|
R3 |
27,503 |
27,151 |
26,235 |
|
R2 |
26,723 |
26,723 |
26,163 |
|
R1 |
26,371 |
26,371 |
26,092 |
26,547 |
PP |
25,943 |
25,943 |
25,943 |
26,031 |
S1 |
25,591 |
25,591 |
25,949 |
25,767 |
S2 |
25,163 |
25,163 |
25,877 |
|
S3 |
24,383 |
24,811 |
25,806 |
|
S4 |
23,603 |
24,031 |
25,591 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,279 |
31,153 |
26,766 |
|
R3 |
30,030 |
28,904 |
26,148 |
|
R2 |
27,781 |
27,781 |
25,941 |
|
R1 |
26,655 |
26,655 |
25,735 |
27,218 |
PP |
25,532 |
25,532 |
25,532 |
25,814 |
S1 |
24,406 |
24,406 |
25,323 |
24,969 |
S2 |
23,283 |
23,283 |
25,117 |
|
S3 |
21,034 |
22,157 |
24,911 |
|
S4 |
18,785 |
19,908 |
24,292 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,494 |
25,230 |
1,264 |
4.9% |
690 |
2.7% |
63% |
False |
False |
214,982 |
10 |
27,352 |
24,409 |
2,943 |
11.3% |
919 |
3.5% |
55% |
False |
False |
191,515 |
20 |
27,491 |
24,409 |
3,082 |
11.8% |
734 |
2.8% |
52% |
False |
False |
96,075 |
40 |
27,491 |
22,629 |
4,862 |
18.7% |
655 |
2.5% |
70% |
False |
False |
48,117 |
60 |
27,491 |
20,466 |
7,025 |
27.0% |
711 |
2.7% |
79% |
False |
False |
32,142 |
80 |
27,491 |
17,992 |
9,499 |
36.5% |
939 |
3.6% |
85% |
False |
False |
24,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,609 |
2.618 |
28,336 |
1.618 |
27,556 |
1.000 |
27,074 |
0.618 |
26,776 |
HIGH |
26,294 |
0.618 |
25,996 |
0.500 |
25,904 |
0.382 |
25,812 |
LOW |
25,514 |
0.618 |
25,032 |
1.000 |
24,734 |
1.618 |
24,252 |
2.618 |
23,472 |
4.250 |
22,199 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,981 |
25,938 |
PP |
25,943 |
25,857 |
S1 |
25,904 |
25,775 |
|