| Trading Metrics calculated at close of trading on 19-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2019 |
19-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
9,261.41 |
9,130.15 |
-131.26 |
-1.4% |
7,890.29 |
| High |
9,465.73 |
9,209.17 |
-256.56 |
-2.7% |
8,463.35 |
| Low |
8,948.14 |
8,949.04 |
0.90 |
0.0% |
7,517.72 |
| Close |
9,130.00 |
9,166.61 |
36.61 |
0.4% |
8,451.68 |
| Range |
517.59 |
260.13 |
-257.46 |
-49.7% |
945.63 |
| ATR |
493.23 |
476.58 |
-16.65 |
-3.4% |
0.00 |
| Volume |
67,353 |
36,073 |
-31,280 |
-46.4% |
205,302 |
|
| Daily Pivots for day following 19-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,888.66 |
9,787.77 |
9,309.68 |
|
| R3 |
9,628.53 |
9,527.64 |
9,238.15 |
|
| R2 |
9,368.40 |
9,368.40 |
9,214.30 |
|
| R1 |
9,267.51 |
9,267.51 |
9,190.46 |
9,317.96 |
| PP |
9,108.27 |
9,108.27 |
9,108.27 |
9,133.50 |
| S1 |
9,007.38 |
9,007.38 |
9,142.76 |
9,057.83 |
| S2 |
8,848.14 |
8,848.14 |
9,118.92 |
|
| S3 |
8,588.01 |
8,747.25 |
9,095.07 |
|
| S4 |
8,327.88 |
8,487.12 |
9,023.54 |
|
|
| Weekly Pivots for week ending 14-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,981.14 |
10,662.04 |
8,971.78 |
|
| R3 |
10,035.51 |
9,716.41 |
8,711.73 |
|
| R2 |
9,089.88 |
9,089.88 |
8,625.05 |
|
| R1 |
8,770.78 |
8,770.78 |
8,538.36 |
8,930.33 |
| PP |
8,144.25 |
8,144.25 |
8,144.25 |
8,224.03 |
| S1 |
7,825.15 |
7,825.15 |
8,365.00 |
7,984.70 |
| S2 |
7,198.62 |
7,198.62 |
8,278.31 |
|
| S3 |
6,252.99 |
6,879.52 |
8,191.63 |
|
| S4 |
5,307.36 |
5,933.89 |
7,931.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,465.73 |
8,057.80 |
1,407.93 |
15.4% |
447.79 |
4.9% |
79% |
False |
False |
49,887 |
| 10 |
9,465.73 |
7,474.27 |
1,991.46 |
21.7% |
437.10 |
4.8% |
85% |
False |
False |
47,235 |
| 20 |
9,465.73 |
7,474.27 |
1,991.46 |
21.7% |
487.54 |
5.3% |
85% |
False |
False |
61,565 |
| 40 |
9,465.73 |
5,052.90 |
4,412.83 |
48.1% |
481.80 |
5.3% |
93% |
False |
False |
69,781 |
| 60 |
9,465.73 |
4,003.77 |
5,461.96 |
59.6% |
409.33 |
4.5% |
95% |
False |
False |
67,826 |
| 80 |
9,465.73 |
3,680.31 |
5,785.42 |
63.1% |
331.47 |
3.6% |
95% |
False |
False |
59,107 |
| 100 |
9,465.73 |
3,355.25 |
6,110.48 |
66.7% |
289.42 |
3.2% |
95% |
False |
False |
56,614 |
| 120 |
9,465.73 |
3,355.25 |
6,110.48 |
66.7% |
267.72 |
2.9% |
95% |
False |
False |
55,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,314.72 |
|
2.618 |
9,890.19 |
|
1.618 |
9,630.06 |
|
1.000 |
9,469.30 |
|
0.618 |
9,369.93 |
|
HIGH |
9,209.17 |
|
0.618 |
9,109.80 |
|
0.500 |
9,079.11 |
|
0.382 |
9,048.41 |
|
LOW |
8,949.04 |
|
0.618 |
8,788.28 |
|
1.000 |
8,688.91 |
|
1.618 |
8,528.15 |
|
2.618 |
8,268.02 |
|
4.250 |
7,843.49 |
|
|
| Fisher Pivots for day following 19-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,137.44 |
9,097.31 |
| PP |
9,108.27 |
9,028.00 |
| S1 |
9,079.11 |
8,958.70 |
|