Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
25,936.45 |
25,996.08 |
59.63 |
0.2% |
25,152.45 |
High |
26,204.41 |
26,297.53 |
93.12 |
0.4% |
26,204.41 |
Low |
25,778.12 |
25,996.08 |
217.96 |
0.8% |
25,096.16 |
Close |
25,827.36 |
26,287.03 |
459.67 |
1.8% |
25,827.36 |
Range |
426.29 |
301.45 |
-124.84 |
-29.3% |
1,108.25 |
ATR |
576.55 |
568.95 |
-7.60 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,097.90 |
26,993.91 |
26,452.83 |
|
R3 |
26,796.45 |
26,692.46 |
26,369.93 |
|
R2 |
26,495.00 |
26,495.00 |
26,342.30 |
|
R1 |
26,391.01 |
26,391.01 |
26,314.66 |
26,443.01 |
PP |
26,193.55 |
26,193.55 |
26,193.55 |
26,219.54 |
S1 |
26,089.56 |
26,089.56 |
26,259.40 |
26,141.56 |
S2 |
25,892.10 |
25,892.10 |
26,231.76 |
|
S3 |
25,590.65 |
25,788.11 |
26,204.13 |
|
S4 |
25,289.20 |
25,486.66 |
26,121.23 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,034.06 |
28,538.96 |
26,436.90 |
|
R3 |
27,925.81 |
27,430.71 |
26,132.13 |
|
R2 |
26,817.56 |
26,817.56 |
26,030.54 |
|
R1 |
26,322.46 |
26,322.46 |
25,928.95 |
26,570.01 |
PP |
25,709.31 |
25,709.31 |
25,709.31 |
25,833.09 |
S1 |
25,214.21 |
25,214.21 |
25,725.77 |
25,461.76 |
S2 |
24,601.06 |
24,601.06 |
25,624.18 |
|
S3 |
23,492.81 |
24,105.96 |
25,522.59 |
|
S4 |
22,384.56 |
22,997.71 |
25,217.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,297.53 |
25,096.16 |
1,201.37 |
4.6% |
393.73 |
1.5% |
99% |
True |
False |
|
10 |
26,314.97 |
24,971.03 |
1,343.94 |
5.1% |
447.89 |
1.7% |
98% |
False |
False |
|
20 |
27,580.21 |
24,843.18 |
2,737.03 |
10.4% |
539.43 |
2.1% |
53% |
False |
False |
|
40 |
27,580.21 |
22,789.62 |
4,790.59 |
18.2% |
477.71 |
1.8% |
73% |
False |
False |
|
60 |
27,580.21 |
22,789.62 |
4,790.59 |
18.2% |
453.40 |
1.7% |
73% |
False |
False |
|
80 |
27,580.21 |
18,213.65 |
9,366.56 |
35.6% |
625.94 |
2.4% |
86% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
646.06 |
2.5% |
71% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
43.2% |
580.89 |
2.2% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,578.69 |
2.618 |
27,086.73 |
1.618 |
26,785.28 |
1.000 |
26,598.98 |
0.618 |
26,483.83 |
HIGH |
26,297.53 |
0.618 |
26,182.38 |
0.500 |
26,146.81 |
0.382 |
26,111.23 |
LOW |
25,996.08 |
0.618 |
25,809.78 |
1.000 |
25,694.63 |
1.618 |
25,508.33 |
2.618 |
25,206.88 |
4.250 |
24,714.92 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
26,240.29 |
26,193.21 |
PP |
26,193.55 |
26,099.39 |
S1 |
26,146.81 |
26,005.57 |
|