Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,549 |
25,723 |
174 |
0.7% |
24,777 |
High |
26,088 |
26,197 |
109 |
0.4% |
26,088 |
Low |
25,515 |
25,438 |
-77 |
-0.3% |
24,743 |
Close |
25,759 |
26,179 |
420 |
1.6% |
25,759 |
Range |
573 |
759 |
186 |
32.5% |
1,345 |
ATR |
719 |
722 |
3 |
0.4% |
0 |
Volume |
201,493 |
255,602 |
54,109 |
26.9% |
845,872 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,215 |
27,956 |
26,597 |
|
R3 |
27,456 |
27,197 |
26,388 |
|
R2 |
26,697 |
26,697 |
26,318 |
|
R1 |
26,438 |
26,438 |
26,249 |
26,568 |
PP |
25,938 |
25,938 |
25,938 |
26,003 |
S1 |
25,679 |
25,679 |
26,110 |
25,809 |
S2 |
25,179 |
25,179 |
26,040 |
|
S3 |
24,420 |
24,920 |
25,970 |
|
S4 |
23,661 |
24,161 |
25,762 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,565 |
29,007 |
26,499 |
|
R3 |
28,220 |
27,662 |
26,129 |
|
R2 |
26,875 |
26,875 |
26,006 |
|
R1 |
26,317 |
26,317 |
25,882 |
26,596 |
PP |
25,530 |
25,530 |
25,530 |
25,670 |
S1 |
24,972 |
24,972 |
25,636 |
25,251 |
S2 |
24,185 |
24,185 |
25,513 |
|
S3 |
22,840 |
23,627 |
25,389 |
|
S4 |
21,495 |
22,282 |
25,019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,197 |
24,743 |
1,454 |
5.6% |
623 |
2.4% |
99% |
True |
False |
220,294 |
10 |
26,294 |
24,743 |
1,551 |
5.9% |
710 |
2.7% |
93% |
False |
False |
228,512 |
20 |
27,491 |
24,409 |
3,082 |
11.8% |
788 |
3.0% |
57% |
False |
False |
191,292 |
40 |
27,491 |
22,629 |
4,862 |
18.6% |
687 |
2.6% |
73% |
False |
False |
95,810 |
60 |
27,491 |
22,629 |
4,862 |
18.6% |
667 |
2.5% |
73% |
False |
False |
63,924 |
80 |
27,491 |
17,992 |
9,499 |
36.3% |
884 |
3.4% |
86% |
False |
False |
47,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,423 |
2.618 |
28,184 |
1.618 |
27,425 |
1.000 |
26,956 |
0.618 |
26,666 |
HIGH |
26,197 |
0.618 |
25,907 |
0.500 |
25,818 |
0.382 |
25,728 |
LOW |
25,438 |
0.618 |
24,969 |
1.000 |
24,679 |
1.618 |
24,210 |
2.618 |
23,451 |
4.250 |
22,212 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,059 |
26,049 |
PP |
25,938 |
25,919 |
S1 |
25,818 |
25,789 |
|