Trading Metrics calculated at close of trading on 19-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,374.29 |
9,328.07 |
-46.22 |
-0.5% |
9,463.33 |
High |
9,479.86 |
9,419.42 |
-60.44 |
-0.6% |
9,586.36 |
Low |
9,316.32 |
9,235.87 |
-80.45 |
-0.9% |
8,912.17 |
Close |
9,331.55 |
9,316.19 |
-15.36 |
-0.2% |
9,316.19 |
Range |
163.54 |
183.55 |
20.01 |
12.2% |
674.19 |
ATR |
438.07 |
419.89 |
-18.18 |
-4.2% |
0.00 |
Volume |
18,283 |
23,805 |
5,522 |
30.2% |
183,928 |
|
Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,874.48 |
9,778.88 |
9,417.14 |
|
R3 |
9,690.93 |
9,595.33 |
9,366.67 |
|
R2 |
9,507.38 |
9,507.38 |
9,349.84 |
|
R1 |
9,411.78 |
9,411.78 |
9,333.02 |
9,367.81 |
PP |
9,323.83 |
9,323.83 |
9,323.83 |
9,301.84 |
S1 |
9,228.23 |
9,228.23 |
9,299.36 |
9,184.26 |
S2 |
9,140.28 |
9,140.28 |
9,282.54 |
|
S3 |
8,956.73 |
9,044.68 |
9,265.71 |
|
S4 |
8,773.18 |
8,861.13 |
9,215.24 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,294.14 |
10,979.36 |
9,686.99 |
|
R3 |
10,619.95 |
10,305.17 |
9,501.59 |
|
R2 |
9,945.76 |
9,945.76 |
9,439.79 |
|
R1 |
9,630.98 |
9,630.98 |
9,377.99 |
9,451.28 |
PP |
9,271.57 |
9,271.57 |
9,271.57 |
9,181.72 |
S1 |
8,956.79 |
8,956.79 |
9,254.39 |
8,777.09 |
S2 |
8,597.38 |
8,597.38 |
9,192.59 |
|
S3 |
7,923.19 |
8,282.60 |
9,130.79 |
|
S4 |
7,249.00 |
7,608.41 |
8,945.39 |
|
|
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% |
286.86 |
3.1% |
60% |
False |
False |
36,785 |
10 |
9,998.98 |
8,912.17 |
1,086.81 |
11.7% |
356.42 |
3.8% |
37% |
False |
False |
38,447 |
20 |
10,359.58 |
8,647.02 |
1,712.56 |
18.4% |
397.50 |
4.3% |
39% |
False |
False |
44,703 |
40 |
10,359.58 |
7,451.23 |
2,908.35 |
31.2% |
519.52 |
5.6% |
64% |
False |
False |
63,481 |
60 |
10,359.58 |
5,866.90 |
4,492.68 |
48.2% |
491.98 |
5.3% |
77% |
False |
False |
60,470 |
80 |
10,359.58 |
3,925.27 |
6,434.31 |
69.1% |
566.97 |
6.1% |
84% |
False |
False |
73,772 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.6% |
548.39 |
5.9% |
82% |
False |
False |
66,435 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.6% |
525.87 |
5.6% |
82% |
False |
False |
62,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,199.51 |
2.618 |
9,899.95 |
1.618 |
9,716.40 |
1.000 |
9,602.97 |
0.618 |
9,532.85 |
HIGH |
9,419.42 |
0.618 |
9,349.30 |
0.500 |
9,327.65 |
0.382 |
9,305.99 |
LOW |
9,235.87 |
0.618 |
9,122.44 |
1.000 |
9,052.32 |
1.618 |
8,938.89 |
2.618 |
8,755.34 |
4.250 |
8,455.78 |
|
|
Fisher Pivots for day following 19-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,327.65 |
9,394.09 |
PP |
9,323.83 |
9,368.12 |
S1 |
9,320.01 |
9,342.16 |
|