Trading Metrics calculated at close of trading on 22-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
9,328.07 |
9,316.43 |
-11.64 |
-0.1% |
9,463.33 |
High |
9,419.42 |
9,664.79 |
245.37 |
2.6% |
9,586.36 |
Low |
9,235.87 |
9,191.16 |
-44.71 |
-0.5% |
8,912.17 |
Close |
9,316.19 |
9,655.71 |
339.52 |
3.6% |
9,316.19 |
Range |
183.55 |
473.63 |
290.08 |
158.0% |
674.19 |
ATR |
419.89 |
423.73 |
3.84 |
0.9% |
0.00 |
Volume |
23,805 |
26,567 |
2,762 |
11.6% |
183,928 |
|
Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,924.78 |
10,763.87 |
9,916.21 |
|
R3 |
10,451.15 |
10,290.24 |
9,785.96 |
|
R2 |
9,977.52 |
9,977.52 |
9,742.54 |
|
R1 |
9,816.61 |
9,816.61 |
9,699.13 |
9,897.07 |
PP |
9,503.89 |
9,503.89 |
9,503.89 |
9,544.11 |
S1 |
9,342.98 |
9,342.98 |
9,612.29 |
9,423.44 |
S2 |
9,030.26 |
9,030.26 |
9,568.88 |
|
S3 |
8,556.63 |
8,869.35 |
9,525.46 |
|
S4 |
8,083.00 |
8,395.72 |
9,395.21 |
|
|
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 |
9,664.79 |
9,191.16 |
473.63 |
4.9% |
265.91 |
2.8% |
98% |
True |
True |
25,004 |
10 |
9,998.98 |
8,912.17 |
1,086.81 |
11.3% |
364.07 |
3.8% |
68% |
False |
False |
38,865 |
20 |
10,359.58 |
8,705.92 |
1,653.66 |
17.1% |
388.06 |
4.0% |
57% |
False |
False |
43,784 |
40 |
10,359.58 |
7,673.69 |
2,685.89 |
27.8% |
522.98 |
5.4% |
74% |
False |
False |
63,170 |
60 |
10,359.58 |
6,166.48 |
4,193.10 |
43.4% |
485.88 |
5.0% |
83% |
False |
False |
59,879 |
80 |
10,359.58 |
3,925.27 |
6,434.31 |
66.6% |
566.39 |
5.9% |
89% |
False |
False |
73,756 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
68.1% |
549.16 |
5.7% |
87% |
False |
False |
66,222 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
68.1% |
526.91 |
5.5% |
87% |
False |
False |
62,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,677.72 |
2.618 |
10,904.75 |
1.618 |
10,431.12 |
1.000 |
10,138.42 |
0.618 |
9,957.49 |
HIGH |
9,664.79 |
0.618 |
9,483.86 |
0.500 |
9,427.98 |
0.382 |
9,372.09 |
LOW |
9,191.16 |
0.618 |
8,898.46 |
1.000 |
8,717.53 |
1.618 |
8,424.83 |
2.618 |
7,951.20 |
4.250 |
7,178.23 |
|
|
Fisher Pivots for day following 22-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
9,579.80 |
9,579.80 |
PP |
9,503.89 |
9,503.89 |
S1 |
9,427.98 |
9,427.98 |
|