Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,270.39 |
26,326.68 |
1,056.29 |
4.2% |
27,232.93 |
High |
25,891.58 |
26,611.03 |
719.45 |
2.8% |
27,580.21 |
Low |
24,843.18 |
25,838.56 |
995.38 |
4.0% |
25,078.41 |
Close |
25,763.16 |
26,289.98 |
526.82 |
2.0% |
25,605.54 |
Range |
1,048.40 |
772.47 |
-275.93 |
-26.3% |
2,501.80 |
ATR |
672.41 |
684.94 |
12.53 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,563.93 |
28,199.43 |
26,714.84 |
|
R3 |
27,791.46 |
27,426.96 |
26,502.41 |
|
R2 |
27,018.99 |
27,018.99 |
26,431.60 |
|
R1 |
26,654.49 |
26,654.49 |
26,360.79 |
26,450.51 |
PP |
26,246.52 |
26,246.52 |
26,246.52 |
26,144.53 |
S1 |
25,882.02 |
25,882.02 |
26,219.17 |
25,678.04 |
S2 |
25,474.05 |
25,474.05 |
26,148.36 |
|
S3 |
24,701.58 |
25,109.55 |
26,077.55 |
|
S4 |
23,929.11 |
24,337.08 |
25,865.12 |
|
|
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 |
27,355.22 |
24,843.18 |
2,512.04 |
9.6% |
867.31 |
3.3% |
58% |
False |
False |
|
10 |
27,580.21 |
24,843.18 |
2,737.03 |
10.4% |
621.47 |
2.4% |
53% |
False |
False |
|
20 |
27,580.21 |
24,203.97 |
3,376.24 |
12.8% |
481.70 |
1.8% |
62% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.2% |
454.97 |
1.7% |
73% |
False |
False |
|
60 |
27,580.21 |
18,213.65 |
9,366.56 |
35.6% |
555.04 |
2.1% |
86% |
False |
False |
|
80 |
28,402.93 |
18,213.65 |
10,189.28 |
38.8% |
715.73 |
2.7% |
79% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
626.68 |
2.4% |
71% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
551.91 |
2.1% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,894.03 |
2.618 |
28,633.36 |
1.618 |
27,860.89 |
1.000 |
27,383.50 |
0.618 |
27,088.42 |
HIGH |
26,611.03 |
0.618 |
26,315.95 |
0.500 |
26,224.80 |
0.382 |
26,133.64 |
LOW |
25,838.56 |
0.618 |
25,361.17 |
1.000 |
25,066.09 |
1.618 |
24,588.70 |
2.618 |
23,816.23 |
4.250 |
22,555.56 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,268.25 |
26,102.36 |
PP |
26,246.52 |
25,914.73 |
S1 |
26,224.80 |
25,727.11 |
|