Trading Metrics calculated at close of trading on 25-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,800.4 |
1,789.3 |
-11.1 |
-0.6% |
1,759.1 |
High |
1,810.9 |
1,796.6 |
-14.3 |
-0.8% |
1,775.6 |
Low |
1,787.8 |
1,781.6 |
-6.2 |
-0.3% |
1,724.6 |
Close |
1,792.6 |
1,788.4 |
-4.2 |
-0.2% |
1,768.6 |
Range |
23.1 |
15.0 |
-8.1 |
-35.1% |
51.0 |
ATR |
29.2 |
28.1 |
-1.0 |
-3.5% |
0.0 |
Volume |
8,729 |
6,303 |
-2,426 |
-27.8% |
25,614 |
|
Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.9 |
1,826.1 |
1,796.7 |
|
R3 |
1,818.9 |
1,811.1 |
1,792.5 |
|
R2 |
1,803.9 |
1,803.9 |
1,791.2 |
|
R1 |
1,796.1 |
1,796.1 |
1,789.8 |
1,792.5 |
PP |
1,788.9 |
1,788.9 |
1,788.9 |
1,787.1 |
S1 |
1,781.1 |
1,781.1 |
1,787.0 |
1,777.5 |
S2 |
1,773.9 |
1,773.9 |
1,785.7 |
|
S3 |
1,758.9 |
1,766.1 |
1,784.3 |
|
S4 |
1,743.9 |
1,751.1 |
1,780.2 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.3 |
1,889.9 |
1,796.7 |
|
R3 |
1,858.3 |
1,838.9 |
1,782.6 |
|
R2 |
1,807.3 |
1,807.3 |
1,778.0 |
|
R1 |
1,787.9 |
1,787.9 |
1,773.3 |
1,797.6 |
PP |
1,756.3 |
1,756.3 |
1,756.3 |
1,761.1 |
S1 |
1,736.9 |
1,736.9 |
1,763.9 |
1,746.6 |
S2 |
1,705.3 |
1,705.3 |
1,759.3 |
|
S3 |
1,654.3 |
1,685.9 |
1,754.6 |
|
S4 |
1,603.3 |
1,634.9 |
1,740.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,810.9 |
1,745.5 |
65.4 |
3.7% |
24.1 |
1.3% |
66% |
False |
False |
6,664 |
10 |
1,810.9 |
1,724.6 |
86.3 |
4.8% |
24.4 |
1.4% |
74% |
False |
False |
5,419 |
20 |
1,810.9 |
1,690.1 |
120.8 |
6.8% |
28.3 |
1.6% |
81% |
False |
False |
5,922 |
40 |
1,810.9 |
1,687.8 |
123.1 |
6.9% |
28.6 |
1.6% |
82% |
False |
False |
5,738 |
60 |
1,810.9 |
1,577.7 |
233.2 |
13.0% |
32.8 |
1.8% |
90% |
False |
False |
5,132 |
80 |
1,810.9 |
1,458.8 |
352.1 |
19.7% |
39.7 |
2.2% |
94% |
False |
False |
4,861 |
100 |
1,810.9 |
1,458.8 |
352.1 |
19.7% |
36.6 |
2.0% |
94% |
False |
False |
4,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,860.4 |
2.618 |
1,835.9 |
1.618 |
1,820.9 |
1.000 |
1,811.6 |
0.618 |
1,805.9 |
HIGH |
1,796.6 |
0.618 |
1,790.9 |
0.500 |
1,789.1 |
0.382 |
1,787.3 |
LOW |
1,781.6 |
0.618 |
1,772.3 |
1.000 |
1,766.6 |
1.618 |
1,757.3 |
2.618 |
1,742.3 |
4.250 |
1,717.9 |
|
|
Fisher Pivots for day following 25-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,789.1 |
1,792.5 |
PP |
1,788.9 |
1,791.1 |
S1 |
1,788.6 |
1,789.8 |
|