| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
10,003.50 |
10,087.08 |
83.58 |
0.8% |
10,009.00 |
| High |
10,106.47 |
10,093.98 |
-12.49 |
-0.1% |
10,306.90 |
| Low |
9,901.21 |
9,837.74 |
-63.47 |
-0.6% |
9,837.74 |
| Close |
10,101.83 |
9,849.36 |
-252.47 |
-2.5% |
9,849.36 |
| Range |
205.26 |
256.24 |
50.98 |
24.8% |
469.16 |
| ATR |
205.73 |
209.90 |
4.17 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,695.75 |
10,528.79 |
9,990.29 |
|
| R3 |
10,439.51 |
10,272.55 |
9,919.83 |
|
| R2 |
10,183.27 |
10,183.27 |
9,896.34 |
|
| R1 |
10,016.31 |
10,016.31 |
9,872.85 |
9,971.67 |
| PP |
9,927.03 |
9,927.03 |
9,927.03 |
9,904.71 |
| S1 |
9,760.07 |
9,760.07 |
9,825.87 |
9,715.43 |
| S2 |
9,670.79 |
9,670.79 |
9,802.38 |
|
| S3 |
9,414.55 |
9,503.83 |
9,778.89 |
|
| S4 |
9,158.31 |
9,247.59 |
9,708.43 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,405.48 |
11,096.58 |
10,107.40 |
|
| R3 |
10,936.32 |
10,627.42 |
9,978.38 |
|
| R2 |
10,467.16 |
10,467.16 |
9,935.37 |
|
| R1 |
10,158.26 |
10,158.26 |
9,892.37 |
10,078.13 |
| PP |
9,998.00 |
9,998.00 |
9,998.00 |
9,957.94 |
| S1 |
9,689.10 |
9,689.10 |
9,806.35 |
9,608.97 |
| S2 |
9,528.84 |
9,528.84 |
9,763.35 |
|
| S3 |
9,059.68 |
9,219.94 |
9,720.34 |
|
| S4 |
8,590.52 |
8,750.78 |
9,591.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,306.90 |
9,837.74 |
469.16 |
4.8% |
206.13 |
2.1% |
2% |
False |
True |
|
| 10 |
10,306.90 |
9,489.58 |
817.32 |
8.3% |
192.03 |
1.9% |
44% |
False |
False |
|
| 20 |
10,306.90 |
9,489.58 |
817.32 |
8.3% |
188.39 |
1.9% |
44% |
False |
False |
|
| 40 |
10,306.90 |
8,665.40 |
1,641.50 |
16.7% |
179.21 |
1.8% |
72% |
False |
False |
|
| 60 |
10,306.90 |
7,432.28 |
2,874.62 |
29.2% |
185.23 |
1.9% |
84% |
False |
False |
|
| 80 |
10,306.90 |
6,771.91 |
3,534.99 |
35.9% |
237.38 |
2.4% |
87% |
False |
False |
|
| 100 |
10,306.90 |
6,771.91 |
3,534.99 |
35.9% |
229.42 |
2.3% |
87% |
False |
False |
|
| 120 |
10,306.90 |
6,771.91 |
3,534.99 |
35.9% |
206.68 |
2.1% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,183.00 |
|
2.618 |
10,764.82 |
|
1.618 |
10,508.58 |
|
1.000 |
10,350.22 |
|
0.618 |
10,252.34 |
|
HIGH |
10,093.98 |
|
0.618 |
9,996.10 |
|
0.500 |
9,965.86 |
|
0.382 |
9,935.62 |
|
LOW |
9,837.74 |
|
0.618 |
9,679.38 |
|
1.000 |
9,581.50 |
|
1.618 |
9,423.14 |
|
2.618 |
9,166.90 |
|
4.250 |
8,748.72 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,965.86 |
10,035.08 |
| PP |
9,927.03 |
9,973.17 |
| S1 |
9,888.19 |
9,911.27 |
|