Trading Metrics calculated at close of trading on 22-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,213.10 |
25,865.08 |
-348.02 |
-1.3% |
25,270.39 |
High |
26,451.44 |
26,059.81 |
-391.63 |
-1.5% |
26,611.03 |
Low |
25,759.66 |
25,667.68 |
-91.98 |
-0.4% |
24,843.18 |
Close |
25,871.46 |
26,024.96 |
153.50 |
0.6% |
25,871.46 |
Range |
691.78 |
392.13 |
-299.65 |
-43.3% |
1,767.85 |
ATR |
638.52 |
620.92 |
-17.60 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,093.87 |
26,951.55 |
26,240.63 |
|
R3 |
26,701.74 |
26,559.42 |
26,132.80 |
|
R2 |
26,309.61 |
26,309.61 |
26,096.85 |
|
R1 |
26,167.29 |
26,167.29 |
26,060.91 |
26,238.45 |
PP |
25,917.48 |
25,917.48 |
25,917.48 |
25,953.07 |
S1 |
25,775.16 |
25,775.16 |
25,989.01 |
25,846.32 |
S2 |
25,525.35 |
25,525.35 |
25,953.07 |
|
S3 |
25,133.22 |
25,383.03 |
25,917.12 |
|
S4 |
24,741.09 |
24,990.90 |
25,809.29 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,078.77 |
30,242.97 |
26,843.78 |
|
R3 |
29,310.92 |
28,475.12 |
26,357.62 |
|
R2 |
27,543.07 |
27,543.07 |
26,195.57 |
|
R1 |
26,707.27 |
26,707.27 |
26,033.51 |
27,125.17 |
PP |
25,775.22 |
25,775.22 |
25,775.22 |
25,984.18 |
S1 |
24,939.42 |
24,939.42 |
25,709.41 |
25,357.32 |
S2 |
24,007.37 |
24,007.37 |
25,547.35 |
|
S3 |
22,239.52 |
23,171.57 |
25,385.30 |
|
S4 |
20,471.67 |
21,403.72 |
24,899.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,611.03 |
25,667.68 |
943.35 |
3.6% |
498.74 |
1.9% |
38% |
False |
True |
|
10 |
27,447.37 |
24,843.18 |
2,604.19 |
10.0% |
635.41 |
2.4% |
45% |
False |
False |
|
20 |
27,580.21 |
24,781.84 |
2,798.37 |
10.8% |
511.55 |
2.0% |
44% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.4% |
460.44 |
1.8% |
68% |
False |
False |
|
60 |
27,580.21 |
20,735.02 |
6,845.19 |
26.3% |
506.45 |
1.9% |
77% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
36.0% |
695.98 |
2.7% |
83% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.6% |
632.58 |
2.4% |
69% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.6% |
562.16 |
2.2% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,726.36 |
2.618 |
27,086.41 |
1.618 |
26,694.28 |
1.000 |
26,451.94 |
0.618 |
26,302.15 |
HIGH |
26,059.81 |
0.618 |
25,910.02 |
0.500 |
25,863.75 |
0.382 |
25,817.47 |
LOW |
25,667.68 |
0.618 |
25,425.34 |
1.000 |
25,275.55 |
1.618 |
25,033.21 |
2.618 |
24,641.08 |
4.250 |
24,001.13 |
|
|
Fisher Pivots for day following 22-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,971.22 |
26,059.56 |
PP |
25,917.48 |
26,048.03 |
S1 |
25,863.75 |
26,036.49 |
|