Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
9,970.21 |
10,160.41 |
190.20 |
1.9% |
10,009.00 |
High |
10,185.35 |
10,321.77 |
136.42 |
1.3% |
10,306.90 |
Low |
9,956.83 |
10,142.75 |
185.92 |
1.9% |
9,837.74 |
Close |
10,156.85 |
10,279.25 |
122.40 |
1.2% |
9,849.36 |
Range |
228.52 |
179.02 |
-49.50 |
-21.7% |
469.16 |
ATR |
212.04 |
209.68 |
-2.36 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,784.98 |
10,711.14 |
10,377.71 |
|
R3 |
10,605.96 |
10,532.12 |
10,328.48 |
|
R2 |
10,426.94 |
10,426.94 |
10,312.07 |
|
R1 |
10,353.10 |
10,353.10 |
10,295.66 |
10,390.02 |
PP |
10,247.92 |
10,247.92 |
10,247.92 |
10,266.39 |
S1 |
10,174.08 |
10,174.08 |
10,262.84 |
10,211.00 |
S2 |
10,068.90 |
10,068.90 |
10,246.43 |
|
S3 |
9,889.88 |
9,995.06 |
10,230.02 |
|
S4 |
9,710.86 |
9,816.04 |
10,180.79 |
|
|
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 |
10,321.77 |
9,742.89 |
578.88 |
5.6% |
218.25 |
2.1% |
93% |
True |
False |
|
10 |
10,321.77 |
9,742.89 |
578.88 |
5.6% |
192.07 |
1.9% |
93% |
True |
False |
|
20 |
10,321.77 |
9,489.58 |
832.19 |
8.1% |
203.73 |
2.0% |
95% |
True |
False |
|
40 |
10,321.77 |
8,860.77 |
1,461.00 |
14.2% |
182.35 |
1.8% |
97% |
True |
False |
|
60 |
10,321.77 |
8,043.07 |
2,278.70 |
22.2% |
182.55 |
1.8% |
98% |
True |
False |
|
80 |
10,321.77 |
6,771.91 |
3,549.86 |
34.5% |
234.85 |
2.3% |
99% |
True |
False |
|
100 |
10,321.77 |
6,771.91 |
3,549.86 |
34.5% |
232.74 |
2.3% |
99% |
True |
False |
|
120 |
10,321.77 |
6,771.91 |
3,549.86 |
34.5% |
209.96 |
2.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,082.61 |
2.618 |
10,790.44 |
1.618 |
10,611.42 |
1.000 |
10,500.79 |
0.618 |
10,432.40 |
HIGH |
10,321.77 |
0.618 |
10,253.38 |
0.500 |
10,232.26 |
0.382 |
10,211.14 |
LOW |
10,142.75 |
0.618 |
10,032.12 |
1.000 |
9,963.73 |
1.618 |
9,853.10 |
2.618 |
9,674.08 |
4.250 |
9,381.92 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,263.59 |
10,196.94 |
PP |
10,247.92 |
10,114.64 |
S1 |
10,232.26 |
10,032.33 |
|