Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10,009.00 |
10,192.42 |
183.42 |
1.8% |
9,532.48 |
High |
10,134.64 |
10,306.90 |
172.26 |
1.7% |
10,121.67 |
Low |
9,989.49 |
10,172.07 |
182.58 |
1.8% |
9,489.58 |
Close |
10,130.33 |
10,209.82 |
79.49 |
0.8% |
10,008.64 |
Range |
145.15 |
134.83 |
-10.32 |
-7.1% |
632.09 |
ATR |
201.10 |
199.35 |
-1.75 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,634.09 |
10,556.78 |
10,283.98 |
|
R3 |
10,499.26 |
10,421.95 |
10,246.90 |
|
R2 |
10,364.43 |
10,364.43 |
10,234.54 |
|
R1 |
10,287.12 |
10,287.12 |
10,222.18 |
10,325.78 |
PP |
10,229.60 |
10,229.60 |
10,229.60 |
10,248.92 |
S1 |
10,152.29 |
10,152.29 |
10,197.46 |
10,190.95 |
S2 |
10,094.77 |
10,094.77 |
10,185.10 |
|
S3 |
9,959.94 |
10,017.46 |
10,172.74 |
|
S4 |
9,825.11 |
9,882.63 |
10,135.66 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,769.57 |
11,521.19 |
10,356.29 |
|
R3 |
11,137.48 |
10,889.10 |
10,182.46 |
|
R2 |
10,505.39 |
10,505.39 |
10,124.52 |
|
R1 |
10,257.01 |
10,257.01 |
10,066.58 |
10,381.20 |
PP |
9,873.30 |
9,873.30 |
9,873.30 |
9,935.39 |
S1 |
9,624.92 |
9,624.92 |
9,950.70 |
9,749.11 |
S2 |
9,241.21 |
9,241.21 |
9,892.76 |
|
S3 |
8,609.12 |
8,992.83 |
9,834.82 |
|
S4 |
7,977.03 |
8,360.74 |
9,660.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,306.90 |
9,937.81 |
369.09 |
3.6% |
129.13 |
1.3% |
74% |
True |
False |
|
10 |
10,306.90 |
9,489.58 |
817.32 |
8.0% |
204.42 |
2.0% |
88% |
True |
False |
|
20 |
10,306.90 |
9,182.45 |
1,124.45 |
11.0% |
182.35 |
1.8% |
91% |
True |
False |
|
40 |
10,306.90 |
8,665.40 |
1,641.50 |
16.1% |
174.10 |
1.7% |
94% |
True |
False |
|
60 |
10,306.90 |
7,423.97 |
2,882.93 |
28.2% |
185.63 |
1.8% |
97% |
True |
False |
|
80 |
10,306.90 |
6,771.91 |
3,534.99 |
34.6% |
242.89 |
2.4% |
97% |
True |
False |
|
100 |
10,306.90 |
6,771.91 |
3,534.99 |
34.6% |
226.45 |
2.2% |
97% |
True |
False |
|
120 |
10,306.90 |
6,771.91 |
3,534.99 |
34.6% |
203.01 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,879.93 |
2.618 |
10,659.88 |
1.618 |
10,525.05 |
1.000 |
10,441.73 |
0.618 |
10,390.22 |
HIGH |
10,306.90 |
0.618 |
10,255.39 |
0.500 |
10,239.49 |
0.382 |
10,223.58 |
LOW |
10,172.07 |
0.618 |
10,088.75 |
1.000 |
10,037.24 |
1.618 |
9,953.92 |
2.618 |
9,819.09 |
4.250 |
9,599.04 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10,239.49 |
10,180.67 |
PP |
10,229.60 |
10,151.51 |
S1 |
10,219.71 |
10,122.36 |
|