Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,123.53 |
3,071.04 |
-52.49 |
-1.7% |
3,199.92 |
High |
3,123.53 |
3,088.42 |
-35.11 |
-1.1% |
3,233.13 |
Low |
2,999.49 |
2,984.47 |
-15.02 |
-0.5% |
2,984.47 |
Close |
3,002.10 |
3,041.31 |
39.21 |
1.3% |
3,041.31 |
Range |
124.04 |
103.95 |
-20.09 |
-16.2% |
248.66 |
ATR |
65.69 |
68.43 |
2.73 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,349.92 |
3,299.56 |
3,098.48 |
|
R3 |
3,245.97 |
3,195.61 |
3,069.90 |
|
R2 |
3,142.02 |
3,142.02 |
3,060.37 |
|
R1 |
3,091.66 |
3,091.66 |
3,050.84 |
3,064.87 |
PP |
3,038.07 |
3,038.07 |
3,038.07 |
3,024.67 |
S1 |
2,987.71 |
2,987.71 |
3,031.78 |
2,960.92 |
S2 |
2,934.12 |
2,934.12 |
3,022.25 |
|
S3 |
2,830.17 |
2,883.76 |
3,012.72 |
|
S4 |
2,726.22 |
2,779.81 |
2,984.14 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,832.28 |
3,685.46 |
3,178.07 |
|
R3 |
3,583.62 |
3,436.80 |
3,109.69 |
|
R2 |
3,334.96 |
3,334.96 |
3,086.90 |
|
R1 |
3,188.14 |
3,188.14 |
3,064.10 |
3,137.22 |
PP |
3,086.30 |
3,086.30 |
3,086.30 |
3,060.85 |
S1 |
2,939.48 |
2,939.48 |
3,018.52 |
2,888.56 |
S2 |
2,837.64 |
2,837.64 |
2,995.72 |
|
S3 |
2,588.98 |
2,690.82 |
2,972.93 |
|
S4 |
2,340.32 |
2,442.16 |
2,904.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,233.13 |
2,984.47 |
248.66 |
8.2% |
67.30 |
2.2% |
23% |
False |
True |
|
10 |
3,233.13 |
2,984.47 |
248.66 |
8.2% |
51.50 |
1.7% |
23% |
False |
True |
|
20 |
3,233.13 |
2,816.78 |
416.35 |
13.7% |
47.24 |
1.6% |
54% |
False |
False |
|
40 |
3,233.13 |
2,727.10 |
506.03 |
16.6% |
48.20 |
1.6% |
62% |
False |
False |
|
60 |
3,233.13 |
2,191.86 |
1,041.27 |
34.2% |
62.94 |
2.1% |
82% |
False |
False |
|
80 |
3,389.15 |
2,191.86 |
1,197.29 |
39.4% |
77.88 |
2.6% |
71% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
39.5% |
67.72 |
2.2% |
71% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
39.5% |
59.27 |
1.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,530.21 |
2.618 |
3,360.56 |
1.618 |
3,256.61 |
1.000 |
3,192.37 |
0.618 |
3,152.66 |
HIGH |
3,088.42 |
0.618 |
3,048.71 |
0.500 |
3,036.45 |
0.382 |
3,024.18 |
LOW |
2,984.47 |
0.618 |
2,920.23 |
1.000 |
2,880.52 |
1.618 |
2,816.28 |
2.618 |
2,712.33 |
4.250 |
2,542.68 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,039.69 |
3,103.87 |
PP |
3,038.07 |
3,083.02 |
S1 |
3,036.45 |
3,062.16 |
|