Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
24,777 |
25,479 |
702 |
2.8% |
25,370 |
High |
25,543 |
25,772 |
229 |
0.9% |
26,294 |
Low |
24,743 |
25,301 |
558 |
2.3% |
24,837 |
Close |
25,497 |
25,689 |
192 |
0.8% |
24,950 |
Range |
800 |
471 |
-329 |
-41.1% |
1,457 |
ATR |
769 |
748 |
-21 |
-2.8% |
0 |
Volume |
225,691 |
200,320 |
-25,371 |
-11.2% |
1,183,653 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,000 |
26,816 |
25,948 |
|
R3 |
26,529 |
26,345 |
25,819 |
|
R2 |
26,058 |
26,058 |
25,775 |
|
R1 |
25,874 |
25,874 |
25,732 |
25,966 |
PP |
25,587 |
25,587 |
25,587 |
25,634 |
S1 |
25,403 |
25,403 |
25,646 |
25,495 |
S2 |
25,116 |
25,116 |
25,603 |
|
S3 |
24,645 |
24,932 |
25,560 |
|
S4 |
24,174 |
24,461 |
25,430 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,731 |
28,798 |
25,751 |
|
R3 |
28,274 |
27,341 |
25,351 |
|
R2 |
26,817 |
26,817 |
25,217 |
|
R1 |
25,884 |
25,884 |
25,084 |
25,622 |
PP |
25,360 |
25,360 |
25,360 |
25,230 |
S1 |
24,427 |
24,427 |
24,817 |
24,165 |
S2 |
23,903 |
23,903 |
24,683 |
|
S3 |
22,446 |
22,970 |
24,549 |
|
S4 |
20,989 |
21,513 |
24,149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,134 |
24,743 |
1,391 |
5.4% |
744 |
2.9% |
68% |
False |
False |
246,617 |
10 |
26,494 |
24,743 |
1,751 |
6.8% |
717 |
2.8% |
54% |
False |
False |
230,799 |
20 |
27,491 |
24,409 |
3,082 |
12.0% |
798 |
3.1% |
42% |
False |
False |
157,632 |
40 |
27,491 |
22,629 |
4,862 |
18.9% |
676 |
2.6% |
63% |
False |
False |
78,930 |
60 |
27,491 |
21,101 |
6,390 |
24.9% |
700 |
2.7% |
72% |
False |
False |
52,678 |
80 |
27,491 |
17,992 |
9,499 |
37.0% |
910 |
3.5% |
81% |
False |
False |
39,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,774 |
2.618 |
27,005 |
1.618 |
26,534 |
1.000 |
26,243 |
0.618 |
26,063 |
HIGH |
25,772 |
0.618 |
25,592 |
0.500 |
25,537 |
0.382 |
25,481 |
LOW |
25,301 |
0.618 |
25,010 |
1.000 |
24,830 |
1.618 |
24,539 |
2.618 |
24,068 |
4.250 |
23,299 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,638 |
25,545 |
PP |
25,587 |
25,401 |
S1 |
25,537 |
25,258 |
|