Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,512.43 |
25,879.38 |
366.95 |
1.4% |
25,865.08 |
High |
25,905.38 |
26,019.31 |
113.93 |
0.4% |
26,314.97 |
Low |
25,475.14 |
25,713.61 |
238.47 |
0.9% |
24,971.03 |
Close |
25,812.88 |
25,734.97 |
-77.91 |
-0.3% |
25,015.55 |
Range |
430.24 |
305.70 |
-124.54 |
-28.9% |
1,343.94 |
ATR |
606.26 |
584.79 |
-21.47 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,739.73 |
26,543.05 |
25,903.11 |
|
R3 |
26,434.03 |
26,237.35 |
25,819.04 |
|
R2 |
26,128.33 |
26,128.33 |
25,791.02 |
|
R1 |
25,931.65 |
25,931.65 |
25,762.99 |
25,877.14 |
PP |
25,822.63 |
25,822.63 |
25,822.63 |
25,795.38 |
S1 |
25,625.95 |
25,625.95 |
25,706.95 |
25,571.44 |
S2 |
25,516.93 |
25,516.93 |
25,678.93 |
|
S3 |
25,211.23 |
25,320.25 |
25,650.90 |
|
S4 |
24,905.53 |
25,014.55 |
25,566.84 |
|
|
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 |
26,019.31 |
24,971.03 |
1,048.28 |
4.1% |
490.75 |
1.9% |
73% |
True |
False |
|
10 |
26,451.44 |
24,971.03 |
1,480.41 |
5.8% |
474.86 |
1.8% |
52% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.6% |
543.21 |
2.1% |
33% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.6% |
475.86 |
1.8% |
61% |
False |
False |
|
60 |
27,580.21 |
22,634.45 |
4,945.76 |
19.2% |
471.49 |
1.8% |
63% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
36.4% |
649.43 |
2.5% |
80% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
643.66 |
2.5% |
66% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.1% |
577.41 |
2.2% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,318.54 |
2.618 |
26,819.63 |
1.618 |
26,513.93 |
1.000 |
26,325.01 |
0.618 |
26,208.23 |
HIGH |
26,019.31 |
0.618 |
25,902.53 |
0.500 |
25,866.46 |
0.382 |
25,830.39 |
LOW |
25,713.61 |
0.618 |
25,524.69 |
1.000 |
25,407.91 |
1.618 |
25,218.99 |
2.618 |
24,913.29 |
4.250 |
24,414.39 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
25,866.46 |
25,675.89 |
PP |
25,822.63 |
25,616.81 |
S1 |
25,778.80 |
25,557.74 |
|