Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,071.04 |
2,993.76 |
-77.28 |
-2.5% |
3,199.92 |
High |
3,088.42 |
3,079.76 |
-8.66 |
-0.3% |
3,233.13 |
Low |
2,984.47 |
2,965.66 |
-18.81 |
-0.6% |
2,984.47 |
Close |
3,041.31 |
3,066.59 |
25.28 |
0.8% |
3,041.31 |
Range |
103.95 |
114.10 |
10.15 |
9.8% |
248.66 |
ATR |
68.43 |
71.69 |
3.26 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,379.64 |
3,337.21 |
3,129.35 |
|
R3 |
3,265.54 |
3,223.11 |
3,097.97 |
|
R2 |
3,151.44 |
3,151.44 |
3,087.51 |
|
R1 |
3,109.01 |
3,109.01 |
3,077.05 |
3,130.23 |
PP |
3,037.34 |
3,037.34 |
3,037.34 |
3,047.94 |
S1 |
2,994.91 |
2,994.91 |
3,056.13 |
3,016.13 |
S2 |
2,923.24 |
2,923.24 |
3,045.67 |
|
S3 |
2,809.14 |
2,880.81 |
3,035.21 |
|
S4 |
2,695.04 |
2,766.71 |
3,003.84 |
|
|
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 |
3,223.27 |
2,965.66 |
257.61 |
8.4% |
82.69 |
2.7% |
39% |
False |
True |
|
10 |
3,233.13 |
2,965.66 |
267.47 |
8.7% |
59.85 |
2.0% |
38% |
False |
True |
|
20 |
3,233.13 |
2,913.86 |
319.27 |
10.4% |
50.53 |
1.6% |
48% |
False |
False |
|
40 |
3,233.13 |
2,727.10 |
506.03 |
16.5% |
49.85 |
1.6% |
67% |
False |
False |
|
60 |
3,233.13 |
2,191.86 |
1,041.27 |
34.0% |
62.38 |
2.0% |
84% |
False |
False |
|
80 |
3,360.76 |
2,191.86 |
1,168.90 |
38.1% |
78.70 |
2.6% |
75% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
39.2% |
68.68 |
2.2% |
73% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
39.2% |
60.14 |
2.0% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,564.69 |
2.618 |
3,378.47 |
1.618 |
3,264.37 |
1.000 |
3,193.86 |
0.618 |
3,150.27 |
HIGH |
3,079.76 |
0.618 |
3,036.17 |
0.500 |
3,022.71 |
0.382 |
3,009.25 |
LOW |
2,965.66 |
0.618 |
2,895.15 |
1.000 |
2,851.56 |
1.618 |
2,781.05 |
2.618 |
2,666.95 |
4.250 |
2,480.74 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,051.96 |
3,059.26 |
PP |
3,037.34 |
3,051.93 |
S1 |
3,022.71 |
3,044.60 |
|