Trading Metrics calculated at close of trading on 25-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,811.2 |
1,794.0 |
-17.2 |
-0.9% |
1,766.1 |
High |
1,816.9 |
1,802.4 |
-14.5 |
-0.8% |
1,781.6 |
Low |
1,795.2 |
1,789.2 |
-6.0 |
-0.3% |
1,732.9 |
Close |
1,799.5 |
1,795.2 |
-4.3 |
-0.2% |
1,776.2 |
Range |
21.7 |
13.2 |
-8.5 |
-39.2% |
48.7 |
ATR |
26.1 |
25.2 |
-0.9 |
-3.5% |
0.0 |
Volume |
3,372 |
1,380 |
-1,992 |
-59.1% |
4,520 |
|
Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.2 |
1,828.4 |
1,802.5 |
|
R3 |
1,822.0 |
1,815.2 |
1,798.8 |
|
R2 |
1,808.8 |
1,808.8 |
1,797.6 |
|
R1 |
1,802.0 |
1,802.0 |
1,796.4 |
1,805.4 |
PP |
1,795.6 |
1,795.6 |
1,795.6 |
1,797.3 |
S1 |
1,788.8 |
1,788.8 |
1,794.0 |
1,792.2 |
S2 |
1,782.4 |
1,782.4 |
1,792.8 |
|
S3 |
1,769.2 |
1,775.6 |
1,791.6 |
|
S4 |
1,756.0 |
1,762.4 |
1,787.9 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.7 |
1,891.6 |
1,803.0 |
|
R3 |
1,861.0 |
1,842.9 |
1,789.6 |
|
R2 |
1,812.3 |
1,812.3 |
1,785.1 |
|
R1 |
1,794.2 |
1,794.2 |
1,780.7 |
1,803.3 |
PP |
1,763.6 |
1,763.6 |
1,763.6 |
1,768.1 |
S1 |
1,745.5 |
1,745.5 |
1,771.7 |
1,754.6 |
S2 |
1,714.9 |
1,714.9 |
1,767.3 |
|
S3 |
1,666.2 |
1,696.8 |
1,762.8 |
|
S4 |
1,617.5 |
1,648.1 |
1,749.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.9 |
1,755.2 |
61.7 |
3.4% |
22.0 |
1.2% |
65% |
False |
False |
1,429 |
10 |
1,816.9 |
1,732.9 |
84.0 |
4.7% |
22.7 |
1.3% |
74% |
False |
False |
1,189 |
20 |
1,816.9 |
1,698.4 |
118.5 |
6.6% |
25.8 |
1.4% |
82% |
False |
False |
1,795 |
40 |
1,816.9 |
1,689.2 |
127.7 |
7.1% |
23.0 |
1.3% |
83% |
False |
False |
1,340 |
60 |
1,816.9 |
1,587.6 |
229.3 |
12.8% |
23.4 |
1.3% |
91% |
False |
False |
1,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.5 |
2.618 |
1,837.0 |
1.618 |
1,823.8 |
1.000 |
1,815.6 |
0.618 |
1,810.6 |
HIGH |
1,802.4 |
0.618 |
1,797.4 |
0.500 |
1,795.8 |
0.382 |
1,794.2 |
LOW |
1,789.2 |
0.618 |
1,781.0 |
1.000 |
1,776.0 |
1.618 |
1,767.8 |
2.618 |
1,754.6 |
4.250 |
1,733.1 |
|
|
Fisher Pivots for day following 25-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,795.8 |
1,799.1 |
PP |
1,795.6 |
1,797.8 |
S1 |
1,795.4 |
1,796.5 |
|