Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
26,159.39 |
25,992.96 |
-166.43 |
-0.6% |
25,270.39 |
High |
26,314.97 |
25,992.96 |
-322.01 |
-1.2% |
26,611.03 |
Low |
26,105.97 |
25,296.73 |
-809.24 |
-3.1% |
24,843.18 |
Close |
26,156.10 |
25,445.94 |
-710.16 |
-2.7% |
25,871.46 |
Range |
209.00 |
696.23 |
487.23 |
233.1% |
1,767.85 |
ATR |
597.28 |
616.00 |
18.72 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,667.23 |
27,252.82 |
25,828.87 |
|
R3 |
26,971.00 |
26,556.59 |
25,637.40 |
|
R2 |
26,274.77 |
26,274.77 |
25,573.58 |
|
R1 |
25,860.36 |
25,860.36 |
25,509.76 |
25,719.45 |
PP |
25,578.54 |
25,578.54 |
25,578.54 |
25,508.09 |
S1 |
25,164.13 |
25,164.13 |
25,382.12 |
25,023.22 |
S2 |
24,882.31 |
24,882.31 |
25,318.30 |
|
S3 |
24,186.08 |
24,467.90 |
25,254.48 |
|
S4 |
23,489.85 |
23,771.67 |
25,063.01 |
|
|
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 |
25,296.73 |
1,154.71 |
4.5% |
458.96 |
1.8% |
13% |
False |
True |
|
10 |
26,611.03 |
24,843.18 |
1,767.85 |
6.9% |
654.58 |
2.6% |
34% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.8% |
510.00 |
2.0% |
22% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.8% |
461.87 |
1.8% |
55% |
False |
False |
|
60 |
27,580.21 |
20,735.02 |
6,845.19 |
26.9% |
492.96 |
1.9% |
69% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
36.8% |
680.76 |
2.7% |
77% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.6% |
631.30 |
2.5% |
64% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.6% |
566.24 |
2.2% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,951.94 |
2.618 |
27,815.69 |
1.618 |
27,119.46 |
1.000 |
26,689.19 |
0.618 |
26,423.23 |
HIGH |
25,992.96 |
0.618 |
25,727.00 |
0.500 |
25,644.85 |
0.382 |
25,562.69 |
LOW |
25,296.73 |
0.618 |
24,866.46 |
1.000 |
24,600.50 |
1.618 |
24,170.23 |
2.618 |
23,474.00 |
4.250 |
22,337.75 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,644.85 |
25,805.85 |
PP |
25,578.54 |
25,685.88 |
S1 |
25,512.24 |
25,565.91 |
|