Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,282.51 |
25,659.42 |
-623.09 |
-2.4% |
27,232.93 |
High |
26,294.08 |
25,965.55 |
-328.53 |
-1.2% |
27,580.21 |
Low |
25,082.72 |
25,078.41 |
-4.31 |
0.0% |
25,078.41 |
Close |
25,128.17 |
25,605.54 |
477.37 |
1.9% |
25,605.54 |
Range |
1,211.36 |
887.14 |
-324.22 |
-26.8% |
2,501.80 |
ATR |
624.75 |
643.49 |
18.74 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,211.25 |
27,795.54 |
26,093.47 |
|
R3 |
27,324.11 |
26,908.40 |
25,849.50 |
|
R2 |
26,436.97 |
26,436.97 |
25,768.18 |
|
R1 |
26,021.26 |
26,021.26 |
25,686.86 |
25,785.55 |
PP |
25,549.83 |
25,549.83 |
25,549.83 |
25,431.98 |
S1 |
25,134.12 |
25,134.12 |
25,524.22 |
24,898.41 |
S2 |
24,662.69 |
24,662.69 |
25,442.90 |
|
S3 |
23,775.55 |
24,246.98 |
25,361.58 |
|
S4 |
22,888.41 |
23,359.84 |
25,117.61 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,593.45 |
32,101.30 |
26,981.53 |
|
R3 |
31,091.65 |
29,599.50 |
26,293.54 |
|
R2 |
28,589.85 |
28,589.85 |
26,064.20 |
|
R1 |
27,097.70 |
27,097.70 |
25,834.87 |
26,592.88 |
PP |
26,088.05 |
26,088.05 |
26,088.05 |
25,835.64 |
S1 |
24,595.90 |
24,595.90 |
25,376.21 |
24,091.08 |
S2 |
23,586.25 |
23,586.25 |
25,146.88 |
|
S3 |
21,084.45 |
22,094.10 |
24,917.55 |
|
S4 |
18,582.65 |
19,592.30 |
24,229.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,580.21 |
25,078.41 |
2,501.80 |
9.8% |
631.94 |
2.5% |
21% |
False |
True |
|
10 |
27,580.21 |
25,078.41 |
2,501.80 |
9.8% |
490.14 |
1.9% |
21% |
False |
True |
|
20 |
27,580.21 |
23,354.15 |
4,226.06 |
16.5% |
441.88 |
1.7% |
53% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.7% |
432.67 |
1.7% |
59% |
False |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
36.6% |
569.57 |
2.2% |
79% |
False |
False |
|
80 |
29,368.45 |
18,213.65 |
11,154.80 |
43.6% |
701.26 |
2.7% |
66% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.3% |
612.19 |
2.4% |
65% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.3% |
538.85 |
2.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,735.90 |
2.618 |
28,288.08 |
1.618 |
27,400.94 |
1.000 |
26,852.69 |
0.618 |
26,513.80 |
HIGH |
25,965.55 |
0.618 |
25,626.66 |
0.500 |
25,521.98 |
0.382 |
25,417.30 |
LOW |
25,078.41 |
0.618 |
24,530.16 |
1.000 |
24,191.27 |
1.618 |
23,643.02 |
2.618 |
22,755.88 |
4.250 |
21,308.07 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,577.69 |
26,216.82 |
PP |
25,549.83 |
26,013.06 |
S1 |
25,521.98 |
25,809.30 |
|