Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,879.38 |
25,936.45 |
57.07 |
0.2% |
25,865.08 |
High |
26,019.31 |
26,204.41 |
185.10 |
0.7% |
26,314.97 |
Low |
25,713.61 |
25,778.12 |
64.51 |
0.3% |
24,971.03 |
Close |
25,734.97 |
25,827.36 |
92.39 |
0.4% |
25,015.55 |
Range |
305.70 |
426.29 |
120.59 |
39.4% |
1,343.94 |
ATR |
584.79 |
576.55 |
-8.24 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,215.50 |
26,947.72 |
26,061.82 |
|
R3 |
26,789.21 |
26,521.43 |
25,944.59 |
|
R2 |
26,362.92 |
26,362.92 |
25,905.51 |
|
R1 |
26,095.14 |
26,095.14 |
25,866.44 |
26,015.89 |
PP |
25,936.63 |
25,936.63 |
25,936.63 |
25,897.00 |
S1 |
25,668.85 |
25,668.85 |
25,788.28 |
25,589.60 |
S2 |
25,510.34 |
25,510.34 |
25,749.21 |
|
S3 |
25,084.05 |
25,242.56 |
25,710.13 |
|
S4 |
24,657.76 |
24,816.27 |
25,592.90 |
|
|
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 |
26,204.41 |
24,971.03 |
1,233.38 |
4.8% |
467.58 |
1.8% |
69% |
True |
False |
|
10 |
26,451.44 |
24,971.03 |
1,480.41 |
5.7% |
486.92 |
1.9% |
58% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.6% |
549.43 |
2.1% |
36% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.5% |
476.68 |
1.8% |
63% |
False |
False |
|
60 |
27,580.21 |
22,682.99 |
4,897.22 |
19.0% |
462.22 |
1.8% |
64% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
36.3% |
638.12 |
2.5% |
81% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.0% |
645.09 |
2.5% |
67% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.0% |
579.13 |
2.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,016.14 |
2.618 |
27,320.44 |
1.618 |
26,894.15 |
1.000 |
26,630.70 |
0.618 |
26,467.86 |
HIGH |
26,204.41 |
0.618 |
26,041.57 |
0.500 |
25,991.27 |
0.382 |
25,940.96 |
LOW |
25,778.12 |
0.618 |
25,514.67 |
1.000 |
25,351.83 |
1.618 |
25,088.38 |
2.618 |
24,662.09 |
4.250 |
23,966.39 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
25,991.27 |
25,839.78 |
PP |
25,936.63 |
25,835.64 |
S1 |
25,882.00 |
25,831.50 |
|