Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1,771.83 |
1,779.58 |
7.75 |
0.4% |
1,742.29 |
High |
1,784.31 |
1,787.97 |
3.66 |
0.2% |
1,778.32 |
Low |
1,766.03 |
1,760.67 |
-5.36 |
-0.3% |
1,742.29 |
Close |
1,779.99 |
1,769.73 |
-10.26 |
-0.6% |
1,769.77 |
Range |
18.28 |
27.30 |
9.02 |
49.3% |
36.03 |
ATR |
20.53 |
21.01 |
0.48 |
2.4% |
0.00 |
Volume |
6,013 |
5,811 |
-202 |
-3.4% |
30,144 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.69 |
1,839.51 |
1,784.75 |
|
R3 |
1,827.39 |
1,812.21 |
1,777.24 |
|
R2 |
1,800.09 |
1,800.09 |
1,774.74 |
|
R1 |
1,784.91 |
1,784.91 |
1,772.23 |
1,778.85 |
PP |
1,772.79 |
1,772.79 |
1,772.79 |
1,769.76 |
S1 |
1,757.61 |
1,757.61 |
1,767.23 |
1,751.55 |
S2 |
1,745.49 |
1,745.49 |
1,764.73 |
|
S3 |
1,718.19 |
1,730.31 |
1,762.22 |
|
S4 |
1,690.89 |
1,703.01 |
1,754.72 |
|
|
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 |
1,787.97 |
1,748.41 |
39.56 |
2.2% |
17.38 |
1.0% |
54% |
True |
False |
6,063 |
10 |
1,787.97 |
1,717.60 |
70.37 |
4.0% |
18.61 |
1.1% |
74% |
True |
False |
5,940 |
20 |
1,787.97 |
1,672.80 |
115.17 |
6.5% |
21.61 |
1.2% |
84% |
True |
False |
5,729 |
40 |
1,787.97 |
1,672.80 |
115.17 |
6.5% |
21.57 |
1.2% |
84% |
True |
False |
5,762 |
60 |
1,787.97 |
1,643.69 |
144.28 |
8.2% |
23.41 |
1.3% |
87% |
True |
False |
5,765 |
80 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
29.94 |
1.7% |
95% |
True |
False |
5,783 |
100 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
29.95 |
1.7% |
95% |
True |
False |
5,815 |
120 |
1,787.97 |
1,453.26 |
334.71 |
18.9% |
27.25 |
1.5% |
95% |
True |
False |
6,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,904.00 |
2.618 |
1,859.44 |
1.618 |
1,832.14 |
1.000 |
1,815.27 |
0.618 |
1,804.84 |
HIGH |
1,787.97 |
0.618 |
1,777.54 |
0.500 |
1,774.32 |
0.382 |
1,771.10 |
LOW |
1,760.67 |
0.618 |
1,743.80 |
1.000 |
1,733.37 |
1.618 |
1,716.50 |
2.618 |
1,689.20 |
4.250 |
1,644.65 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1,774.32 |
1,774.32 |
PP |
1,772.79 |
1,772.79 |
S1 |
1,771.26 |
1,771.26 |
|