Trading Metrics calculated at close of trading on 29-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
10,087.08 |
9,850.55 |
-236.53 |
-2.3% |
10,009.00 |
High |
10,093.98 |
9,965.08 |
-128.90 |
-1.3% |
10,306.90 |
Low |
9,837.74 |
9,742.89 |
-94.85 |
-1.0% |
9,837.74 |
Close |
9,849.36 |
9,961.16 |
111.80 |
1.1% |
9,849.36 |
Range |
256.24 |
222.19 |
-34.05 |
-13.3% |
469.16 |
ATR |
209.90 |
210.77 |
0.88 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,556.28 |
10,480.91 |
10,083.36 |
|
R3 |
10,334.09 |
10,258.72 |
10,022.26 |
|
R2 |
10,111.90 |
10,111.90 |
10,001.89 |
|
R1 |
10,036.53 |
10,036.53 |
9,981.53 |
10,074.22 |
PP |
9,889.71 |
9,889.71 |
9,889.71 |
9,908.55 |
S1 |
9,814.34 |
9,814.34 |
9,940.79 |
9,852.03 |
S2 |
9,667.52 |
9,667.52 |
9,920.43 |
|
S3 |
9,445.33 |
9,592.15 |
9,900.06 |
|
S4 |
9,223.14 |
9,369.96 |
9,838.96 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,405.48 |
11,096.58 |
10,107.40 |
|
R3 |
10,936.32 |
10,627.42 |
9,978.38 |
|
R2 |
10,467.16 |
10,467.16 |
9,935.37 |
|
R1 |
10,158.26 |
10,158.26 |
9,892.37 |
10,078.13 |
PP |
9,998.00 |
9,998.00 |
9,998.00 |
9,957.94 |
S1 |
9,689.10 |
9,689.10 |
9,806.35 |
9,608.97 |
S2 |
9,528.84 |
9,528.84 |
9,763.35 |
|
S3 |
9,059.68 |
9,219.94 |
9,720.34 |
|
S4 |
8,590.52 |
8,750.78 |
9,591.32 |
|
|
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 |
9,742.89 |
564.01 |
5.7% |
221.54 |
2.2% |
39% |
False |
True |
|
10 |
10,306.90 |
9,742.89 |
564.01 |
5.7% |
182.26 |
1.8% |
39% |
False |
True |
|
20 |
10,306.90 |
9,489.58 |
817.32 |
8.2% |
194.80 |
2.0% |
58% |
False |
False |
|
40 |
10,306.90 |
8,665.40 |
1,641.50 |
16.5% |
179.79 |
1.8% |
79% |
False |
False |
|
60 |
10,306.90 |
7,439.78 |
2,867.12 |
28.8% |
185.44 |
1.9% |
88% |
False |
False |
|
80 |
10,306.90 |
6,771.91 |
3,534.99 |
35.5% |
237.03 |
2.4% |
90% |
False |
False |
|
100 |
10,306.90 |
6,771.91 |
3,534.99 |
35.5% |
230.33 |
2.3% |
90% |
False |
False |
|
120 |
10,306.90 |
6,771.91 |
3,534.99 |
35.5% |
208.10 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,909.39 |
2.618 |
10,546.77 |
1.618 |
10,324.58 |
1.000 |
10,187.27 |
0.618 |
10,102.39 |
HIGH |
9,965.08 |
0.618 |
9,880.20 |
0.500 |
9,853.99 |
0.382 |
9,827.77 |
LOW |
9,742.89 |
0.618 |
9,605.58 |
1.000 |
9,520.70 |
1.618 |
9,383.39 |
2.618 |
9,161.20 |
4.250 |
8,798.58 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,925.44 |
9,949.00 |
PP |
9,889.71 |
9,936.84 |
S1 |
9,853.99 |
9,924.68 |
|