Trading Metrics calculated at close of trading on 29-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,641.69 |
25,152.45 |
-489.24 |
-1.9% |
25,865.08 |
High |
25,641.69 |
25,601.15 |
-40.54 |
-0.2% |
26,314.97 |
Low |
24,971.03 |
25,096.16 |
125.13 |
0.5% |
24,971.03 |
Close |
25,015.55 |
25,595.80 |
580.25 |
2.3% |
25,015.55 |
Range |
670.66 |
504.99 |
-165.67 |
-24.7% |
1,343.94 |
ATR |
622.43 |
619.80 |
-2.63 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,946.01 |
26,775.89 |
25,873.54 |
|
R3 |
26,441.02 |
26,270.90 |
25,734.67 |
|
R2 |
25,936.03 |
25,936.03 |
25,688.38 |
|
R1 |
25,765.91 |
25,765.91 |
25,642.09 |
25,850.97 |
PP |
25,431.04 |
25,431.04 |
25,431.04 |
25,473.57 |
S1 |
25,260.92 |
25,260.92 |
25,549.51 |
25,345.98 |
S2 |
24,926.05 |
24,926.05 |
25,503.22 |
|
S3 |
24,421.06 |
24,755.93 |
25,456.93 |
|
S4 |
23,916.07 |
24,250.94 |
25,318.06 |
|
|
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 |
5.3% |
524.61 |
2.0% |
46% |
False |
False |
|
10 |
26,611.03 |
24,971.03 |
1,640.00 |
6.4% |
511.68 |
2.0% |
38% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.7% |
538.92 |
2.1% |
27% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.7% |
475.19 |
1.9% |
59% |
False |
False |
|
60 |
27,580.21 |
20,863.09 |
6,717.12 |
26.2% |
487.14 |
1.9% |
70% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
36.6% |
665.87 |
2.6% |
79% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.4% |
640.21 |
2.5% |
65% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.4% |
575.34 |
2.2% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,747.36 |
2.618 |
26,923.21 |
1.618 |
26,418.22 |
1.000 |
26,106.14 |
0.618 |
25,913.23 |
HIGH |
25,601.15 |
0.618 |
25,408.24 |
0.500 |
25,348.66 |
0.382 |
25,289.07 |
LOW |
25,096.16 |
0.618 |
24,784.08 |
1.000 |
24,591.17 |
1.618 |
24,279.09 |
2.618 |
23,774.10 |
4.250 |
22,949.95 |
|
|
Fisher Pivots for day following 29-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,513.42 |
25,517.70 |
PP |
25,431.04 |
25,439.60 |
S1 |
25,348.66 |
25,361.50 |
|