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 |
1,769.82 |
1,771.83 |
2.01 |
0.1% |
1,742.29 |
High |
1,774.31 |
1,784.31 |
10.00 |
0.6% |
1,778.32 |
Low |
1,766.51 |
1,766.03 |
-0.48 |
0.0% |
1,742.29 |
Close |
1,772.01 |
1,779.99 |
7.98 |
0.5% |
1,769.77 |
Range |
7.80 |
18.28 |
10.48 |
134.4% |
36.03 |
ATR |
20.70 |
20.53 |
-0.17 |
-0.8% |
0.00 |
Volume |
6,288 |
6,013 |
-275 |
-4.4% |
30,144 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.62 |
1,824.08 |
1,790.04 |
|
R3 |
1,813.34 |
1,805.80 |
1,785.02 |
|
R2 |
1,795.06 |
1,795.06 |
1,783.34 |
|
R1 |
1,787.52 |
1,787.52 |
1,781.67 |
1,791.29 |
PP |
1,776.78 |
1,776.78 |
1,776.78 |
1,778.66 |
S1 |
1,769.24 |
1,769.24 |
1,778.31 |
1,773.01 |
S2 |
1,758.50 |
1,758.50 |
1,776.64 |
|
S3 |
1,740.22 |
1,750.96 |
1,774.96 |
|
S4 |
1,721.94 |
1,732.68 |
1,769.94 |
|
|
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 |
1,784.31 |
1,748.41 |
35.90 |
2.0% |
15.42 |
0.9% |
88% |
True |
False |
6,156 |
10 |
1,784.31 |
1,713.58 |
70.73 |
4.0% |
17.38 |
1.0% |
94% |
True |
False |
5,905 |
20 |
1,784.31 |
1,672.80 |
111.51 |
6.3% |
22.29 |
1.3% |
96% |
True |
False |
5,720 |
40 |
1,784.31 |
1,672.80 |
111.51 |
6.3% |
21.48 |
1.2% |
96% |
True |
False |
5,769 |
60 |
1,784.31 |
1,643.69 |
140.62 |
7.9% |
23.12 |
1.3% |
97% |
True |
False |
5,765 |
80 |
1,784.31 |
1,453.26 |
331.05 |
18.6% |
30.04 |
1.7% |
99% |
True |
False |
5,791 |
100 |
1,784.31 |
1,453.26 |
331.05 |
18.6% |
29.75 |
1.7% |
99% |
True |
False |
5,832 |
120 |
1,784.31 |
1,453.26 |
331.05 |
18.6% |
27.15 |
1.5% |
99% |
True |
False |
6,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.00 |
2.618 |
1,832.17 |
1.618 |
1,813.89 |
1.000 |
1,802.59 |
0.618 |
1,795.61 |
HIGH |
1,784.31 |
0.618 |
1,777.33 |
0.500 |
1,775.17 |
0.382 |
1,773.01 |
LOW |
1,766.03 |
0.618 |
1,754.73 |
1.000 |
1,747.75 |
1.618 |
1,736.45 |
2.618 |
1,718.17 |
4.250 |
1,688.34 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,778.38 |
1,775.45 |
PP |
1,776.78 |
1,770.90 |
S1 |
1,775.17 |
1,766.36 |
|