Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10,192.42 |
10,183.77 |
-8.65 |
-0.1% |
9,532.48 |
High |
10,306.90 |
10,232.42 |
-74.48 |
-0.7% |
10,121.67 |
Low |
10,172.07 |
9,943.24 |
-228.83 |
-2.2% |
9,489.58 |
Close |
10,209.82 |
10,002.70 |
-207.12 |
-2.0% |
10,008.64 |
Range |
134.83 |
289.18 |
154.35 |
114.5% |
632.09 |
ATR |
199.35 |
205.76 |
6.42 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,926.99 |
10,754.03 |
10,161.75 |
|
R3 |
10,637.81 |
10,464.85 |
10,082.22 |
|
R2 |
10,348.63 |
10,348.63 |
10,055.72 |
|
R1 |
10,175.67 |
10,175.67 |
10,029.21 |
10,117.56 |
PP |
10,059.45 |
10,059.45 |
10,059.45 |
10,030.40 |
S1 |
9,886.49 |
9,886.49 |
9,976.19 |
9,828.38 |
S2 |
9,770.27 |
9,770.27 |
9,949.68 |
|
S3 |
9,481.09 |
9,597.31 |
9,923.18 |
|
S4 |
9,191.91 |
9,308.13 |
9,843.65 |
|
|
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 |
3.7% |
165.89 |
1.7% |
18% |
False |
False |
|
10 |
10,306.90 |
9,489.58 |
817.32 |
8.2% |
220.06 |
2.2% |
63% |
False |
False |
|
20 |
10,306.90 |
9,379.93 |
926.97 |
9.3% |
183.68 |
1.8% |
67% |
False |
False |
|
40 |
10,306.90 |
8,665.40 |
1,641.50 |
16.4% |
175.09 |
1.8% |
81% |
False |
False |
|
60 |
10,306.90 |
7,423.97 |
2,882.93 |
28.8% |
186.27 |
1.9% |
89% |
False |
False |
|
80 |
10,306.90 |
6,771.91 |
3,534.99 |
35.3% |
241.09 |
2.4% |
91% |
False |
False |
|
100 |
10,306.90 |
6,771.91 |
3,534.99 |
35.3% |
227.26 |
2.3% |
91% |
False |
False |
|
120 |
10,306.90 |
6,771.91 |
3,534.99 |
35.3% |
204.70 |
2.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,461.44 |
2.618 |
10,989.49 |
1.618 |
10,700.31 |
1.000 |
10,521.60 |
0.618 |
10,411.13 |
HIGH |
10,232.42 |
0.618 |
10,121.95 |
0.500 |
10,087.83 |
0.382 |
10,053.71 |
LOW |
9,943.24 |
0.618 |
9,764.53 |
1.000 |
9,654.06 |
1.618 |
9,475.35 |
2.618 |
9,186.17 |
4.250 |
8,714.23 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10,087.83 |
10,125.07 |
PP |
10,059.45 |
10,084.28 |
S1 |
10,031.08 |
10,043.49 |
|