| Trading Metrics calculated at close of trading on 24-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2019 |
24-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
9,555.77 |
9,933.10 |
377.33 |
3.9% |
8,452.54 |
| High |
9,942.65 |
11,306.61 |
1,363.96 |
13.7% |
9,942.65 |
| Low |
9,465.91 |
9,858.07 |
392.16 |
4.1% |
8,451.66 |
| Close |
9,924.60 |
10,869.94 |
945.34 |
9.5% |
9,924.60 |
| Range |
476.74 |
1,448.54 |
971.80 |
203.8% |
1,490.99 |
| ATR |
475.71 |
545.20 |
69.49 |
14.6% |
0.00 |
| Volume |
80,082 |
77,233 |
-2,849 |
-3.6% |
306,730 |
|
| Daily Pivots for day following 24-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,023.83 |
14,395.42 |
11,666.64 |
|
| R3 |
13,575.29 |
12,946.88 |
11,268.29 |
|
| R2 |
12,126.75 |
12,126.75 |
11,135.51 |
|
| R1 |
11,498.34 |
11,498.34 |
11,002.72 |
11,812.55 |
| PP |
10,678.21 |
10,678.21 |
10,678.21 |
10,835.31 |
| S1 |
10,049.80 |
10,049.80 |
10,737.16 |
10,364.01 |
| S2 |
9,229.67 |
9,229.67 |
10,604.37 |
|
| S3 |
7,781.13 |
8,601.26 |
10,471.59 |
|
| S4 |
6,332.59 |
7,152.72 |
10,073.24 |
|
|
| Weekly Pivots for week ending 21-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,912.61 |
13,409.59 |
10,744.64 |
|
| R3 |
12,421.62 |
11,918.60 |
10,334.62 |
|
| R2 |
10,930.63 |
10,930.63 |
10,197.95 |
|
| R1 |
10,427.61 |
10,427.61 |
10,061.27 |
10,679.12 |
| PP |
9,439.64 |
9,439.64 |
9,439.64 |
9,565.39 |
| S1 |
8,936.62 |
8,936.62 |
9,787.93 |
9,188.13 |
| S2 |
7,948.65 |
7,948.65 |
9,651.25 |
|
| S3 |
6,457.66 |
7,445.63 |
9,514.58 |
|
| S4 |
4,966.67 |
5,954.64 |
9,104.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,306.61 |
8,948.14 |
2,358.47 |
21.7% |
633.26 |
5.8% |
81% |
True |
False |
61,750 |
| 10 |
11,306.61 |
7,723.72 |
3,582.89 |
33.0% |
537.10 |
4.9% |
88% |
True |
False |
54,821 |
| 20 |
11,306.61 |
7,474.27 |
3,832.34 |
35.3% |
518.06 |
4.8% |
89% |
True |
False |
60,294 |
| 40 |
11,306.61 |
5,120.57 |
6,186.04 |
56.9% |
522.78 |
4.8% |
93% |
True |
False |
70,478 |
| 60 |
11,306.61 |
4,129.74 |
7,176.87 |
66.0% |
445.28 |
4.1% |
94% |
True |
False |
69,671 |
| 80 |
11,306.61 |
3,696.07 |
7,610.54 |
70.0% |
356.54 |
3.3% |
94% |
True |
False |
60,427 |
| 100 |
11,306.61 |
3,355.25 |
7,951.36 |
73.1% |
310.78 |
2.9% |
95% |
True |
False |
57,263 |
| 120 |
11,306.61 |
3,355.25 |
7,951.36 |
73.1% |
282.94 |
2.6% |
95% |
True |
False |
56,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,462.91 |
|
2.618 |
15,098.89 |
|
1.618 |
13,650.35 |
|
1.000 |
12,755.15 |
|
0.618 |
12,201.81 |
|
HIGH |
11,306.61 |
|
0.618 |
10,753.27 |
|
0.500 |
10,582.34 |
|
0.382 |
10,411.41 |
|
LOW |
9,858.07 |
|
0.618 |
8,962.87 |
|
1.000 |
8,409.53 |
|
1.618 |
7,514.33 |
|
2.618 |
6,065.79 |
|
4.250 |
3,701.78 |
|
|
| Fisher Pivots for day following 24-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,774.07 |
10,653.82 |
| PP |
10,678.21 |
10,437.70 |
| S1 |
10,582.34 |
10,221.59 |
|