Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,850.55 |
9,970.21 |
119.66 |
1.2% |
10,009.00 |
High |
9,965.08 |
10,185.35 |
220.27 |
2.2% |
10,306.90 |
Low |
9,742.89 |
9,956.83 |
213.94 |
2.2% |
9,837.74 |
Close |
9,961.16 |
10,156.85 |
195.69 |
2.0% |
9,849.36 |
Range |
222.19 |
228.52 |
6.33 |
2.8% |
469.16 |
ATR |
210.77 |
212.04 |
1.27 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,785.24 |
10,699.56 |
10,282.54 |
|
R3 |
10,556.72 |
10,471.04 |
10,219.69 |
|
R2 |
10,328.20 |
10,328.20 |
10,198.75 |
|
R1 |
10,242.52 |
10,242.52 |
10,177.80 |
10,285.36 |
PP |
10,099.68 |
10,099.68 |
10,099.68 |
10,121.10 |
S1 |
10,014.00 |
10,014.00 |
10,135.90 |
10,056.84 |
S2 |
9,871.16 |
9,871.16 |
10,114.95 |
|
S3 |
9,642.64 |
9,785.48 |
10,094.01 |
|
S4 |
9,414.12 |
9,556.96 |
10,031.16 |
|
|
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 |
10,232.42 |
9,742.89 |
489.53 |
4.8% |
240.28 |
2.4% |
85% |
False |
False |
|
10 |
10,306.90 |
9,742.89 |
564.01 |
5.6% |
184.70 |
1.8% |
73% |
False |
False |
|
20 |
10,306.90 |
9,489.58 |
817.32 |
8.0% |
198.82 |
2.0% |
82% |
False |
False |
|
40 |
10,306.90 |
8,860.77 |
1,446.13 |
14.2% |
181.13 |
1.8% |
90% |
False |
False |
|
60 |
10,306.90 |
7,763.09 |
2,543.81 |
25.0% |
185.36 |
1.8% |
94% |
False |
False |
|
80 |
10,306.90 |
6,771.91 |
3,534.99 |
34.8% |
236.73 |
2.3% |
96% |
False |
False |
|
100 |
10,306.90 |
6,771.91 |
3,534.99 |
34.8% |
231.71 |
2.3% |
96% |
False |
False |
|
120 |
10,306.90 |
6,771.91 |
3,534.99 |
34.8% |
209.02 |
2.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,156.56 |
2.618 |
10,783.62 |
1.618 |
10,555.10 |
1.000 |
10,413.87 |
0.618 |
10,326.58 |
HIGH |
10,185.35 |
0.618 |
10,098.06 |
0.500 |
10,071.09 |
0.382 |
10,044.12 |
LOW |
9,956.83 |
0.618 |
9,815.60 |
1.000 |
9,728.31 |
1.618 |
9,587.08 |
2.618 |
9,358.56 |
4.250 |
8,985.62 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
10,128.26 |
10,092.61 |
PP |
10,099.68 |
10,028.36 |
S1 |
10,071.09 |
9,964.12 |
|