Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,865.08 |
26,159.39 |
294.31 |
1.1% |
25,270.39 |
High |
26,059.81 |
26,314.97 |
255.16 |
1.0% |
26,611.03 |
Low |
25,667.68 |
26,105.97 |
438.29 |
1.7% |
24,843.18 |
Close |
26,024.96 |
26,156.10 |
131.14 |
0.5% |
25,871.46 |
Range |
392.13 |
209.00 |
-183.13 |
-46.7% |
1,767.85 |
ATR |
620.92 |
597.28 |
-23.64 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,819.35 |
26,696.72 |
26,271.05 |
|
R3 |
26,610.35 |
26,487.72 |
26,213.58 |
|
R2 |
26,401.35 |
26,401.35 |
26,194.42 |
|
R1 |
26,278.72 |
26,278.72 |
26,175.26 |
26,235.54 |
PP |
26,192.35 |
26,192.35 |
26,192.35 |
26,170.75 |
S1 |
26,069.72 |
26,069.72 |
26,136.94 |
26,026.54 |
S2 |
25,983.35 |
25,983.35 |
26,117.78 |
|
S3 |
25,774.35 |
25,860.72 |
26,098.63 |
|
S4 |
25,565.35 |
25,651.72 |
26,041.15 |
|
|
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 |
26,451.44 |
25,667.68 |
783.76 |
3.0% |
386.05 |
1.5% |
62% |
False |
False |
|
10 |
27,355.22 |
24,843.18 |
2,512.04 |
9.6% |
626.68 |
2.4% |
52% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.5% |
502.27 |
1.9% |
48% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.3% |
456.49 |
1.7% |
70% |
False |
False |
|
60 |
27,580.21 |
20,735.02 |
6,845.19 |
26.2% |
495.62 |
1.9% |
79% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
35.8% |
688.42 |
2.6% |
85% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.4% |
630.77 |
2.4% |
70% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.4% |
562.48 |
2.2% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,203.22 |
2.618 |
26,862.13 |
1.618 |
26,653.13 |
1.000 |
26,523.97 |
0.618 |
26,444.13 |
HIGH |
26,314.97 |
0.618 |
26,235.13 |
0.500 |
26,210.47 |
0.382 |
26,185.81 |
LOW |
26,105.97 |
0.618 |
25,976.81 |
1.000 |
25,896.97 |
1.618 |
25,767.81 |
2.618 |
25,558.81 |
4.250 |
25,217.72 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
26,210.47 |
26,123.92 |
PP |
26,192.35 |
26,091.74 |
S1 |
26,174.22 |
26,059.56 |
|