Trading Metrics calculated at close of trading on 18-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,494.75 |
9,374.29 |
-120.46 |
-1.3% |
9,714.69 |
High |
9,552.30 |
9,479.86 |
-72.44 |
-0.8% |
9,998.98 |
Low |
9,246.67 |
9,316.32 |
69.65 |
0.8% |
9,096.88 |
Close |
9,372.21 |
9,331.55 |
-40.66 |
-0.4% |
9,463.33 |
Range |
305.63 |
163.54 |
-142.09 |
-46.5% |
902.10 |
ATR |
459.19 |
438.07 |
-21.12 |
-4.6% |
0.00 |
Volume |
25,277 |
18,283 |
-6,994 |
-27.7% |
200,547 |
|
Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,866.53 |
9,762.58 |
9,421.50 |
|
R3 |
9,702.99 |
9,599.04 |
9,376.52 |
|
R2 |
9,539.45 |
9,539.45 |
9,361.53 |
|
R1 |
9,435.50 |
9,435.50 |
9,346.54 |
9,405.71 |
PP |
9,375.91 |
9,375.91 |
9,375.91 |
9,361.01 |
S1 |
9,271.96 |
9,271.96 |
9,316.56 |
9,242.17 |
S2 |
9,212.37 |
9,212.37 |
9,301.57 |
|
S3 |
9,048.83 |
9,108.42 |
9,286.58 |
|
S4 |
8,885.29 |
8,944.88 |
9,241.60 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,226.03 |
11,746.78 |
9,959.49 |
|
R3 |
11,323.93 |
10,844.68 |
9,711.41 |
|
R2 |
10,421.83 |
10,421.83 |
9,628.72 |
|
R1 |
9,942.58 |
9,942.58 |
9,546.02 |
9,731.16 |
PP |
9,519.73 |
9,519.73 |
9,519.73 |
9,414.02 |
S1 |
9,040.48 |
9,040.48 |
9,380.64 |
8,829.06 |
S2 |
8,617.63 |
8,617.63 |
9,297.95 |
|
S3 |
7,715.53 |
8,138.38 |
9,215.25 |
|
S4 |
6,813.43 |
7,236.28 |
8,967.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,586.36 |
8,912.17 |
674.19 |
7.2% |
311.25 |
3.3% |
62% |
False |
False |
38,811 |
10 |
9,998.98 |
8,912.17 |
1,086.81 |
11.6% |
361.59 |
3.9% |
39% |
False |
False |
39,252 |
20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.4% |
404.34 |
4.3% |
40% |
False |
False |
45,417 |
40 |
10,359.58 |
7,405.22 |
2,954.36 |
31.7% |
520.20 |
5.6% |
65% |
False |
False |
63,989 |
60 |
10,359.58 |
5,866.90 |
4,492.68 |
48.1% |
493.53 |
5.3% |
77% |
False |
False |
60,906 |
80 |
10,359.58 |
3,925.27 |
6,434.31 |
69.0% |
570.40 |
6.1% |
84% |
False |
False |
73,849 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.5% |
550.09 |
5.9% |
82% |
False |
False |
66,485 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.5% |
528.75 |
5.7% |
82% |
False |
False |
62,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,174.91 |
2.618 |
9,908.01 |
1.618 |
9,744.47 |
1.000 |
9,643.40 |
0.618 |
9,580.93 |
HIGH |
9,479.86 |
0.618 |
9,417.39 |
0.500 |
9,398.09 |
0.382 |
9,378.79 |
LOW |
9,316.32 |
0.618 |
9,215.25 |
1.000 |
9,152.78 |
1.618 |
9,051.71 |
2.618 |
8,888.17 |
4.250 |
8,621.28 |
|
|
Fisher Pivots for day following 18-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,398.09 |
9,416.52 |
PP |
9,375.91 |
9,388.19 |
S1 |
9,353.73 |
9,359.87 |
|