Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,659.42 |
25,270.39 |
-389.03 |
-1.5% |
27,232.93 |
High |
25,965.55 |
25,891.58 |
-73.97 |
-0.3% |
27,580.21 |
Low |
25,078.41 |
24,843.18 |
-235.23 |
-0.9% |
25,078.41 |
Close |
25,605.54 |
25,763.16 |
157.62 |
0.6% |
25,605.54 |
Range |
887.14 |
1,048.40 |
161.26 |
18.2% |
2,501.80 |
ATR |
643.49 |
672.41 |
28.92 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,644.51 |
28,252.23 |
26,339.78 |
|
R3 |
27,596.11 |
27,203.83 |
26,051.47 |
|
R2 |
26,547.71 |
26,547.71 |
25,955.37 |
|
R1 |
26,155.43 |
26,155.43 |
25,859.26 |
26,351.57 |
PP |
25,499.31 |
25,499.31 |
25,499.31 |
25,597.38 |
S1 |
25,107.03 |
25,107.03 |
25,667.06 |
25,303.17 |
S2 |
24,450.91 |
24,450.91 |
25,570.95 |
|
S3 |
23,402.51 |
24,058.63 |
25,474.85 |
|
S4 |
22,354.11 |
23,010.23 |
25,186.54 |
|
|
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 |
27,447.37 |
24,843.18 |
2,604.19 |
10.1% |
772.08 |
3.0% |
35% |
False |
True |
|
10 |
27,580.21 |
24,843.18 |
2,737.03 |
10.6% |
566.17 |
2.2% |
34% |
False |
True |
|
20 |
27,580.21 |
24,059.98 |
3,520.23 |
13.7% |
475.50 |
1.8% |
48% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.6% |
447.70 |
1.7% |
62% |
False |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
36.4% |
566.12 |
2.2% |
81% |
False |
False |
|
80 |
29,146.53 |
18,213.65 |
10,932.88 |
42.4% |
709.25 |
2.8% |
69% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
621.19 |
2.4% |
66% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
546.23 |
2.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,347.28 |
2.618 |
28,636.29 |
1.618 |
27,587.89 |
1.000 |
26,939.98 |
0.618 |
26,539.49 |
HIGH |
25,891.58 |
0.618 |
25,491.09 |
0.500 |
25,367.38 |
0.382 |
25,243.67 |
LOW |
24,843.18 |
0.618 |
24,195.27 |
1.000 |
23,794.78 |
1.618 |
23,146.87 |
2.618 |
22,098.47 |
4.250 |
20,387.48 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,631.23 |
25,698.32 |
PP |
25,499.31 |
25,633.47 |
S1 |
25,367.38 |
25,568.63 |
|