Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
25,152.45 |
25,512.43 |
359.98 |
1.4% |
25,865.08 |
High |
25,601.15 |
25,905.38 |
304.23 |
1.2% |
26,314.97 |
Low |
25,096.16 |
25,475.14 |
378.98 |
1.5% |
24,971.03 |
Close |
25,595.80 |
25,812.88 |
217.08 |
0.8% |
25,015.55 |
Range |
504.99 |
430.24 |
-74.75 |
-14.8% |
1,343.94 |
ATR |
619.80 |
606.26 |
-13.54 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,021.85 |
26,847.61 |
26,049.51 |
|
R3 |
26,591.61 |
26,417.37 |
25,931.20 |
|
R2 |
26,161.37 |
26,161.37 |
25,891.76 |
|
R1 |
25,987.13 |
25,987.13 |
25,852.32 |
26,074.25 |
PP |
25,731.13 |
25,731.13 |
25,731.13 |
25,774.70 |
S1 |
25,556.89 |
25,556.89 |
25,773.44 |
25,644.01 |
S2 |
25,300.89 |
25,300.89 |
25,734.00 |
|
S3 |
24,870.65 |
25,126.65 |
25,694.56 |
|
S4 |
24,440.41 |
24,696.41 |
25,576.25 |
|
|
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 |
25,992.96 |
24,971.03 |
1,021.93 |
4.0% |
568.86 |
2.2% |
82% |
False |
False |
|
10 |
26,451.44 |
24,971.03 |
1,480.41 |
5.7% |
477.45 |
1.8% |
57% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.6% |
549.46 |
2.1% |
35% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.6% |
475.73 |
1.8% |
63% |
False |
False |
|
60 |
27,580.21 |
21,693.63 |
5,886.58 |
22.8% |
484.56 |
1.9% |
70% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
36.3% |
661.69 |
2.6% |
81% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.0% |
642.90 |
2.5% |
67% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.0% |
576.06 |
2.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,733.90 |
2.618 |
27,031.75 |
1.618 |
26,601.51 |
1.000 |
26,335.62 |
0.618 |
26,171.27 |
HIGH |
25,905.38 |
0.618 |
25,741.03 |
0.500 |
25,690.26 |
0.382 |
25,639.49 |
LOW |
25,475.14 |
0.618 |
25,209.25 |
1.000 |
25,044.90 |
1.618 |
24,779.01 |
2.618 |
24,348.77 |
4.250 |
23,646.62 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
25,772.01 |
25,687.99 |
PP |
25,731.13 |
25,563.10 |
S1 |
25,690.26 |
25,438.21 |
|