Trading Metrics calculated at close of trading on 29-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,792.5 |
1,807.3 |
14.8 |
0.8% |
1,780.3 |
High |
1,804.0 |
1,808.6 |
4.6 |
0.3% |
1,810.9 |
Low |
1,772.0 |
1,795.3 |
23.3 |
1.3% |
1,769.0 |
Close |
1,798.5 |
1,800.1 |
1.6 |
0.1% |
1,798.5 |
Range |
32.0 |
13.3 |
-18.7 |
-58.4% |
41.9 |
ATR |
28.4 |
27.3 |
-1.1 |
-3.8% |
0.0 |
Volume |
4,756 |
4,164 |
-592 |
-12.4% |
29,724 |
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.2 |
1,834.0 |
1,807.4 |
|
R3 |
1,827.9 |
1,820.7 |
1,803.8 |
|
R2 |
1,814.6 |
1,814.6 |
1,802.5 |
|
R1 |
1,807.4 |
1,807.4 |
1,801.3 |
1,804.4 |
PP |
1,801.3 |
1,801.3 |
1,801.3 |
1,799.8 |
S1 |
1,794.1 |
1,794.1 |
1,798.9 |
1,791.1 |
S2 |
1,788.0 |
1,788.0 |
1,797.7 |
|
S3 |
1,774.7 |
1,780.8 |
1,796.4 |
|
S4 |
1,761.4 |
1,767.5 |
1,792.8 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.5 |
1,900.4 |
1,821.5 |
|
R3 |
1,876.6 |
1,858.5 |
1,810.0 |
|
R2 |
1,834.7 |
1,834.7 |
1,806.2 |
|
R1 |
1,816.6 |
1,816.6 |
1,802.3 |
1,825.7 |
PP |
1,792.8 |
1,792.8 |
1,792.8 |
1,797.3 |
S1 |
1,774.7 |
1,774.7 |
1,794.7 |
1,783.8 |
S2 |
1,750.9 |
1,750.9 |
1,790.8 |
|
S3 |
1,709.0 |
1,732.8 |
1,787.0 |
|
S4 |
1,667.1 |
1,690.9 |
1,775.5 |
|
|
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 |
1,772.0 |
38.9 |
2.2% |
22.2 |
1.2% |
72% |
False |
False |
5,603 |
10 |
1,810.9 |
1,735.6 |
75.3 |
4.2% |
23.1 |
1.3% |
86% |
False |
False |
5,507 |
20 |
1,810.9 |
1,690.1 |
120.8 |
6.7% |
28.1 |
1.6% |
91% |
False |
False |
5,882 |
40 |
1,810.9 |
1,690.1 |
120.8 |
6.7% |
27.7 |
1.5% |
91% |
False |
False |
5,808 |
60 |
1,810.9 |
1,625.3 |
185.6 |
10.3% |
32.2 |
1.8% |
94% |
False |
False |
5,170 |
80 |
1,810.9 |
1,458.8 |
352.1 |
19.6% |
39.7 |
2.2% |
97% |
False |
False |
4,894 |
100 |
1,810.9 |
1,458.8 |
352.1 |
19.6% |
36.7 |
2.0% |
97% |
False |
False |
4,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.1 |
2.618 |
1,843.4 |
1.618 |
1,830.1 |
1.000 |
1,821.9 |
0.618 |
1,816.8 |
HIGH |
1,808.6 |
0.618 |
1,803.5 |
0.500 |
1,802.0 |
0.382 |
1,800.4 |
LOW |
1,795.3 |
0.618 |
1,787.1 |
1.000 |
1,782.0 |
1.618 |
1,773.8 |
2.618 |
1,760.5 |
4.250 |
1,738.8 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,802.0 |
1,796.8 |
PP |
1,801.3 |
1,793.6 |
S1 |
1,800.7 |
1,790.3 |
|