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 |
1,763.27 |
1,769.82 |
6.55 |
0.4% |
1,742.29 |
High |
1,770.80 |
1,774.31 |
3.51 |
0.2% |
1,778.32 |
Low |
1,748.41 |
1,766.51 |
18.10 |
1.0% |
1,742.29 |
Close |
1,769.77 |
1,772.01 |
2.24 |
0.1% |
1,769.77 |
Range |
22.39 |
7.80 |
-14.59 |
-65.2% |
36.03 |
ATR |
21.69 |
20.70 |
-0.99 |
-4.6% |
0.00 |
Volume |
6,222 |
6,288 |
66 |
1.1% |
30,144 |
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.34 |
1,790.98 |
1,776.30 |
|
R3 |
1,786.54 |
1,783.18 |
1,774.16 |
|
R2 |
1,778.74 |
1,778.74 |
1,773.44 |
|
R1 |
1,775.38 |
1,775.38 |
1,772.73 |
1,777.06 |
PP |
1,770.94 |
1,770.94 |
1,770.94 |
1,771.79 |
S1 |
1,767.58 |
1,767.58 |
1,771.30 |
1,769.26 |
S2 |
1,763.14 |
1,763.14 |
1,770.58 |
|
S3 |
1,755.34 |
1,759.78 |
1,769.87 |
|
S4 |
1,747.54 |
1,751.98 |
1,767.72 |
|
|
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 |
1,747.87 |
30.45 |
1.7% |
16.23 |
0.9% |
79% |
False |
False |
6,068 |
10 |
1,778.32 |
1,708.37 |
69.95 |
3.9% |
17.91 |
1.0% |
91% |
False |
False |
5,838 |
20 |
1,778.32 |
1,672.80 |
105.52 |
6.0% |
22.40 |
1.3% |
94% |
False |
False |
5,711 |
40 |
1,778.32 |
1,672.80 |
105.52 |
6.0% |
21.45 |
1.2% |
94% |
False |
False |
5,777 |
60 |
1,778.32 |
1,643.69 |
134.63 |
7.6% |
23.18 |
1.3% |
95% |
False |
False |
5,748 |
80 |
1,778.32 |
1,453.26 |
325.06 |
18.3% |
30.24 |
1.7% |
98% |
False |
False |
5,786 |
100 |
1,778.32 |
1,453.26 |
325.06 |
18.3% |
29.67 |
1.7% |
98% |
False |
False |
5,844 |
120 |
1,778.32 |
1,453.26 |
325.06 |
18.3% |
27.10 |
1.5% |
98% |
False |
False |
6,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.46 |
2.618 |
1,794.73 |
1.618 |
1,786.93 |
1.000 |
1,782.11 |
0.618 |
1,779.13 |
HIGH |
1,774.31 |
0.618 |
1,771.33 |
0.500 |
1,770.41 |
0.382 |
1,769.49 |
LOW |
1,766.51 |
0.618 |
1,761.69 |
1.000 |
1,758.71 |
1.618 |
1,753.89 |
2.618 |
1,746.09 |
4.250 |
1,733.36 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,771.48 |
1,768.46 |
PP |
1,770.94 |
1,764.91 |
S1 |
1,770.41 |
1,761.36 |
|