Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,479 |
25,653 |
174 |
0.7% |
25,370 |
High |
25,772 |
25,893 |
121 |
0.5% |
26,294 |
Low |
25,301 |
25,381 |
80 |
0.3% |
24,837 |
Close |
25,689 |
25,575 |
-114 |
-0.4% |
24,950 |
Range |
471 |
512 |
41 |
8.7% |
1,457 |
ATR |
748 |
731 |
-17 |
-2.3% |
0 |
Volume |
200,320 |
218,368 |
18,048 |
9.0% |
1,183,653 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,152 |
26,876 |
25,857 |
|
R3 |
26,640 |
26,364 |
25,716 |
|
R2 |
26,128 |
26,128 |
25,669 |
|
R1 |
25,852 |
25,852 |
25,622 |
25,734 |
PP |
25,616 |
25,616 |
25,616 |
25,558 |
S1 |
25,340 |
25,340 |
25,528 |
25,222 |
S2 |
25,104 |
25,104 |
25,481 |
|
S3 |
24,592 |
24,828 |
25,434 |
|
S4 |
24,080 |
24,316 |
25,294 |
|
|
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 |
25,893 |
24,743 |
1,150 |
4.5% |
651 |
2.5% |
72% |
True |
False |
234,016 |
10 |
26,320 |
24,743 |
1,577 |
6.2% |
711 |
2.8% |
53% |
False |
False |
230,983 |
20 |
27,491 |
24,409 |
3,082 |
12.1% |
792 |
3.1% |
38% |
False |
False |
168,516 |
40 |
27,491 |
22,629 |
4,862 |
19.0% |
679 |
2.7% |
61% |
False |
False |
84,386 |
60 |
27,491 |
22,194 |
5,297 |
20.7% |
683 |
2.7% |
64% |
False |
False |
56,315 |
80 |
27,491 |
17,992 |
9,499 |
37.1% |
903 |
3.5% |
80% |
False |
False |
42,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,069 |
2.618 |
27,234 |
1.618 |
26,722 |
1.000 |
26,405 |
0.618 |
26,210 |
HIGH |
25,893 |
0.618 |
25,698 |
0.500 |
25,637 |
0.382 |
25,577 |
LOW |
25,381 |
0.618 |
25,065 |
1.000 |
24,869 |
1.618 |
24,553 |
2.618 |
24,041 |
4.250 |
23,205 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
25,637 |
25,489 |
PP |
25,616 |
25,404 |
S1 |
25,596 |
25,318 |
|