Trading Metrics calculated at close of trading on 26-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,760.78 |
1,763.27 |
2.49 |
0.1% |
1,742.29 |
High |
1,767.74 |
1,770.80 |
3.06 |
0.2% |
1,778.32 |
Low |
1,756.62 |
1,748.41 |
-8.21 |
-0.5% |
1,742.29 |
Close |
1,763.59 |
1,769.77 |
6.18 |
0.4% |
1,769.77 |
Range |
11.12 |
22.39 |
11.27 |
101.3% |
36.03 |
ATR |
21.64 |
21.69 |
0.05 |
0.2% |
0.00 |
Volume |
5,985 |
6,222 |
237 |
4.0% |
30,144 |
|
Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.16 |
1,822.36 |
1,782.08 |
|
R3 |
1,807.77 |
1,799.97 |
1,775.93 |
|
R2 |
1,785.38 |
1,785.38 |
1,773.87 |
|
R1 |
1,777.58 |
1,777.58 |
1,771.82 |
1,781.48 |
PP |
1,762.99 |
1,762.99 |
1,762.99 |
1,764.95 |
S1 |
1,755.19 |
1,755.19 |
1,767.72 |
1,759.09 |
S2 |
1,740.60 |
1,740.60 |
1,765.67 |
|
S3 |
1,718.21 |
1,732.80 |
1,763.61 |
|
S4 |
1,695.82 |
1,710.41 |
1,757.46 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.55 |
1,856.69 |
1,789.59 |
|
R3 |
1,835.52 |
1,820.66 |
1,779.68 |
|
R2 |
1,799.49 |
1,799.49 |
1,776.38 |
|
R1 |
1,784.63 |
1,784.63 |
1,773.07 |
1,792.06 |
PP |
1,763.46 |
1,763.46 |
1,763.46 |
1,767.18 |
S1 |
1,748.60 |
1,748.60 |
1,766.47 |
1,756.03 |
S2 |
1,727.43 |
1,727.43 |
1,763.16 |
|
S3 |
1,691.40 |
1,712.57 |
1,759.86 |
|
S4 |
1,655.37 |
1,676.54 |
1,749.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,778.32 |
1,742.29 |
36.03 |
2.0% |
18.60 |
1.1% |
76% |
False |
False |
6,028 |
10 |
1,778.32 |
1,705.53 |
72.79 |
4.1% |
19.93 |
1.1% |
88% |
False |
False |
5,743 |
20 |
1,778.32 |
1,672.80 |
105.52 |
6.0% |
22.76 |
1.3% |
92% |
False |
False |
5,734 |
40 |
1,778.32 |
1,672.80 |
105.52 |
6.0% |
21.66 |
1.2% |
92% |
False |
False |
5,779 |
60 |
1,778.32 |
1,611.27 |
167.05 |
9.4% |
23.97 |
1.4% |
95% |
False |
False |
5,738 |
80 |
1,778.32 |
1,453.26 |
325.06 |
18.4% |
30.66 |
1.7% |
97% |
False |
False |
5,780 |
100 |
1,778.32 |
1,453.26 |
325.06 |
18.4% |
29.67 |
1.7% |
97% |
False |
False |
5,853 |
120 |
1,778.32 |
1,453.26 |
325.06 |
18.4% |
27.15 |
1.5% |
97% |
False |
False |
6,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.96 |
2.618 |
1,829.42 |
1.618 |
1,807.03 |
1.000 |
1,793.19 |
0.618 |
1,784.64 |
HIGH |
1,770.80 |
0.618 |
1,762.25 |
0.500 |
1,759.61 |
0.382 |
1,756.96 |
LOW |
1,748.41 |
0.618 |
1,734.57 |
1.000 |
1,726.02 |
1.618 |
1,712.18 |
2.618 |
1,689.79 |
4.250 |
1,653.25 |
|
|
Fisher Pivots for day following 26-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,766.38 |
1,767.64 |
PP |
1,762.99 |
1,765.50 |
S1 |
1,759.61 |
1,763.37 |
|