Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,653 |
25,549 |
-104 |
-0.4% |
25,370 |
High |
25,893 |
26,088 |
195 |
0.8% |
26,294 |
Low |
25,381 |
25,515 |
134 |
0.5% |
24,837 |
Close |
25,575 |
25,759 |
184 |
0.7% |
24,950 |
Range |
512 |
573 |
61 |
11.9% |
1,457 |
ATR |
731 |
719 |
-11 |
-1.5% |
0 |
Volume |
218,368 |
201,493 |
-16,875 |
-7.7% |
1,183,653 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,506 |
27,206 |
26,074 |
|
R3 |
26,933 |
26,633 |
25,917 |
|
R2 |
26,360 |
26,360 |
25,864 |
|
R1 |
26,060 |
26,060 |
25,812 |
26,210 |
PP |
25,787 |
25,787 |
25,787 |
25,863 |
S1 |
25,487 |
25,487 |
25,707 |
25,637 |
S2 |
25,214 |
25,214 |
25,654 |
|
S3 |
24,641 |
24,914 |
25,602 |
|
S4 |
24,068 |
24,341 |
25,444 |
|
|
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 |
26,088 |
24,743 |
1,345 |
5.2% |
635 |
2.5% |
76% |
True |
False |
221,702 |
10 |
26,320 |
24,743 |
1,577 |
6.1% |
715 |
2.8% |
64% |
False |
False |
228,774 |
20 |
27,491 |
24,409 |
3,082 |
12.0% |
805 |
3.1% |
44% |
False |
False |
178,568 |
40 |
27,491 |
22,629 |
4,862 |
18.9% |
682 |
2.6% |
64% |
False |
False |
89,421 |
60 |
27,491 |
22,194 |
5,297 |
20.6% |
673 |
2.6% |
67% |
False |
False |
59,667 |
80 |
27,491 |
17,992 |
9,499 |
36.9% |
891 |
3.5% |
82% |
False |
False |
44,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,523 |
2.618 |
27,588 |
1.618 |
27,015 |
1.000 |
26,661 |
0.618 |
26,442 |
HIGH |
26,088 |
0.618 |
25,869 |
0.500 |
25,802 |
0.382 |
25,734 |
LOW |
25,515 |
0.618 |
25,161 |
1.000 |
24,942 |
1.618 |
24,588 |
2.618 |
24,015 |
4.250 |
23,080 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
25,802 |
25,738 |
PP |
25,787 |
25,716 |
S1 |
25,773 |
25,695 |
|