Trading Metrics calculated at close of trading on 26-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,365.22 |
25,641.69 |
276.47 |
1.1% |
25,865.08 |
High |
25,751.97 |
25,641.69 |
-110.28 |
-0.4% |
26,314.97 |
Low |
25,209.79 |
24,971.03 |
-238.76 |
-0.9% |
24,971.03 |
Close |
25,745.60 |
25,015.55 |
-730.05 |
-2.8% |
25,015.55 |
Range |
542.18 |
670.66 |
128.48 |
23.7% |
1,343.94 |
ATR |
610.73 |
622.43 |
11.70 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,221.40 |
26,789.14 |
25,384.41 |
|
R3 |
26,550.74 |
26,118.48 |
25,199.98 |
|
R2 |
25,880.08 |
25,880.08 |
25,138.50 |
|
R1 |
25,447.82 |
25,447.82 |
25,077.03 |
25,328.62 |
PP |
25,209.42 |
25,209.42 |
25,209.42 |
25,149.83 |
S1 |
24,777.16 |
24,777.16 |
24,954.07 |
24,657.96 |
S2 |
24,538.76 |
24,538.76 |
24,892.60 |
|
S3 |
23,868.10 |
24,106.50 |
24,831.12 |
|
S4 |
23,197.44 |
23,435.84 |
24,646.69 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,465.67 |
28,584.55 |
25,754.72 |
|
R3 |
28,121.73 |
27,240.61 |
25,385.13 |
|
R2 |
26,777.79 |
26,777.79 |
25,261.94 |
|
R1 |
25,896.67 |
25,896.67 |
25,138.74 |
25,665.26 |
PP |
25,433.85 |
25,433.85 |
25,433.85 |
25,318.15 |
S1 |
24,552.73 |
24,552.73 |
24,892.36 |
24,321.32 |
S2 |
24,089.91 |
24,089.91 |
24,769.16 |
|
S3 |
22,745.97 |
23,208.79 |
24,645.97 |
|
S4 |
21,402.03 |
21,864.85 |
24,276.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,314.97 |
24,971.03 |
1,343.94 |
5.4% |
502.04 |
2.0% |
3% |
False |
True |
|
10 |
26,611.03 |
24,843.18 |
1,767.85 |
7.1% |
566.02 |
2.3% |
10% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.9% |
528.08 |
2.1% |
6% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
19.2% |
474.45 |
1.9% |
46% |
False |
False |
|
60 |
27,580.21 |
20,735.02 |
6,845.19 |
27.4% |
491.10 |
2.0% |
63% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
37.4% |
668.67 |
2.7% |
73% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
45.4% |
638.24 |
2.6% |
60% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
45.4% |
572.13 |
2.3% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,492.00 |
2.618 |
27,397.48 |
1.618 |
26,726.82 |
1.000 |
26,312.35 |
0.618 |
26,056.16 |
HIGH |
25,641.69 |
0.618 |
25,385.50 |
0.500 |
25,306.36 |
0.382 |
25,227.22 |
LOW |
24,971.03 |
0.618 |
24,556.56 |
1.000 |
24,300.37 |
1.618 |
23,885.90 |
2.618 |
23,215.24 |
4.250 |
22,120.73 |
|
|
Fisher Pivots for day following 26-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,306.36 |
25,482.00 |
PP |
25,209.42 |
25,326.51 |
S1 |
25,112.49 |
25,171.03 |
|