Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,807.3 |
1,803.7 |
-3.6 |
-0.2% |
1,780.3 |
High |
1,808.6 |
1,823.5 |
14.9 |
0.8% |
1,810.9 |
Low |
1,795.3 |
1,794.0 |
-1.3 |
-0.1% |
1,769.0 |
Close |
1,800.1 |
1,820.4 |
20.3 |
1.1% |
1,798.5 |
Range |
13.3 |
29.5 |
16.2 |
121.8% |
41.9 |
ATR |
27.3 |
27.5 |
0.2 |
0.6% |
0.0 |
Volume |
4,164 |
8,602 |
4,438 |
106.6% |
29,724 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.1 |
1,890.3 |
1,836.6 |
|
R3 |
1,871.6 |
1,860.8 |
1,828.5 |
|
R2 |
1,842.1 |
1,842.1 |
1,825.8 |
|
R1 |
1,831.3 |
1,831.3 |
1,823.1 |
1,836.7 |
PP |
1,812.6 |
1,812.6 |
1,812.6 |
1,815.4 |
S1 |
1,801.8 |
1,801.8 |
1,817.7 |
1,807.2 |
S2 |
1,783.1 |
1,783.1 |
1,815.0 |
|
S3 |
1,753.6 |
1,772.3 |
1,812.3 |
|
S4 |
1,724.1 |
1,742.8 |
1,804.2 |
|
|
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 |
1,823.5 |
1,772.0 |
51.5 |
2.8% |
22.6 |
1.2% |
94% |
True |
False |
6,510 |
10 |
1,823.5 |
1,735.6 |
87.9 |
4.8% |
24.2 |
1.3% |
96% |
True |
False |
5,945 |
20 |
1,823.5 |
1,690.1 |
133.4 |
7.3% |
28.2 |
1.5% |
98% |
True |
False |
6,063 |
40 |
1,823.5 |
1,690.1 |
133.4 |
7.3% |
27.8 |
1.5% |
98% |
True |
False |
5,939 |
60 |
1,823.5 |
1,639.7 |
183.8 |
10.1% |
32.2 |
1.8% |
98% |
True |
False |
5,263 |
80 |
1,823.5 |
1,458.8 |
364.7 |
20.0% |
39.5 |
2.2% |
99% |
True |
False |
4,946 |
100 |
1,823.5 |
1,458.8 |
364.7 |
20.0% |
36.9 |
2.0% |
99% |
True |
False |
4,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.9 |
2.618 |
1,900.7 |
1.618 |
1,871.2 |
1.000 |
1,853.0 |
0.618 |
1,841.7 |
HIGH |
1,823.5 |
0.618 |
1,812.2 |
0.500 |
1,808.8 |
0.382 |
1,805.3 |
LOW |
1,794.0 |
0.618 |
1,775.8 |
1.000 |
1,764.5 |
1.618 |
1,746.3 |
2.618 |
1,716.8 |
4.250 |
1,668.6 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,816.5 |
1,812.9 |
PP |
1,812.6 |
1,805.3 |
S1 |
1,808.8 |
1,797.8 |
|