Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,955 |
25,986 |
31 |
0.1% |
25,042 |
High |
26,294 |
26,134 |
-160 |
-0.6% |
26,658 |
Low |
25,514 |
25,159 |
-355 |
-1.4% |
24,409 |
Close |
26,020 |
25,393 |
-627 |
-2.4% |
25,529 |
Range |
780 |
975 |
195 |
25.0% |
2,249 |
ATR |
755 |
771 |
16 |
2.1% |
0 |
Volume |
200,223 |
281,371 |
81,148 |
40.5% |
1,308,324 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,487 |
27,915 |
25,929 |
|
R3 |
27,512 |
26,940 |
25,661 |
|
R2 |
26,537 |
26,537 |
25,572 |
|
R1 |
25,965 |
25,965 |
25,483 |
25,764 |
PP |
25,562 |
25,562 |
25,562 |
25,461 |
S1 |
24,990 |
24,990 |
25,304 |
24,789 |
S2 |
24,587 |
24,587 |
25,214 |
|
S3 |
23,612 |
24,015 |
25,125 |
|
S4 |
22,637 |
23,040 |
24,857 |
|
|
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 |
26,320 |
25,159 |
1,161 |
4.6% |
771 |
3.0% |
20% |
False |
True |
227,951 |
10 |
26,865 |
24,409 |
2,456 |
9.7% |
958 |
3.8% |
40% |
False |
False |
219,404 |
20 |
27,491 |
24,409 |
3,082 |
12.1% |
751 |
3.0% |
32% |
False |
False |
110,123 |
40 |
27,491 |
22,629 |
4,862 |
19.1% |
666 |
2.6% |
57% |
False |
False |
55,148 |
60 |
27,491 |
20,466 |
7,025 |
27.7% |
705 |
2.8% |
70% |
False |
False |
36,827 |
80 |
27,491 |
17,992 |
9,499 |
37.4% |
931 |
3.7% |
78% |
False |
False |
27,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,278 |
2.618 |
28,687 |
1.618 |
27,712 |
1.000 |
27,109 |
0.618 |
26,737 |
HIGH |
26,134 |
0.618 |
25,762 |
0.500 |
25,647 |
0.382 |
25,532 |
LOW |
25,159 |
0.618 |
24,557 |
1.000 |
24,184 |
1.618 |
23,582 |
2.618 |
22,607 |
4.250 |
21,015 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,647 |
25,727 |
PP |
25,562 |
25,615 |
S1 |
25,478 |
25,504 |
|