Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
247.7540 |
232.5000 |
-15.2540 |
-6.2% |
241.4440 |
High |
249.9900 |
239.2170 |
-10.7730 |
-4.3% |
250.1090 |
Low |
226.3220 |
228.4230 |
2.1010 |
0.9% |
226.3220 |
Close |
232.4990 |
237.5310 |
5.0320 |
2.2% |
237.5310 |
Range |
23.6680 |
10.7940 |
-12.8740 |
-54.4% |
23.7870 |
ATR |
13.6221 |
13.4201 |
-0.2020 |
-1.5% |
0.0000 |
Volume |
925,136 |
479,937 |
-445,199 |
-48.1% |
3,109,072 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
267.4390 |
263.2790 |
243.4677 |
|
R3 |
256.6450 |
252.4850 |
240.4994 |
|
R2 |
245.8510 |
245.8510 |
239.5099 |
|
R1 |
241.6910 |
241.6910 |
238.5205 |
243.7710 |
PP |
235.0570 |
235.0570 |
235.0570 |
236.0970 |
S1 |
230.8970 |
230.8970 |
236.5416 |
232.9770 |
S2 |
224.2630 |
224.2630 |
235.5521 |
|
S3 |
213.4690 |
220.1030 |
234.5627 |
|
S4 |
202.6750 |
209.3090 |
231.5943 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
309.3483 |
297.2267 |
250.6139 |
|
R3 |
285.5613 |
273.4397 |
244.0724 |
|
R2 |
261.7743 |
261.7743 |
241.8920 |
|
R1 |
249.6527 |
249.6527 |
239.7115 |
243.8200 |
PP |
237.9873 |
237.9873 |
237.9873 |
235.0710 |
S1 |
225.8657 |
225.8657 |
235.3505 |
220.0330 |
S2 |
214.2003 |
214.2003 |
233.1701 |
|
S3 |
190.4133 |
202.0787 |
230.9896 |
|
S4 |
166.6263 |
178.2917 |
224.4482 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
250.1090 |
226.3220 |
23.7870 |
10.0% |
12.4866 |
5.3% |
47% |
False |
False |
621,814 |
10 |
253.1320 |
218.7250 |
34.4070 |
14.5% |
14.2686 |
6.0% |
55% |
False |
False |
721,332 |
20 |
253.1320 |
191.9230 |
61.2090 |
25.8% |
13.1287 |
5.5% |
75% |
False |
False |
711,450 |
40 |
253.1320 |
167.2340 |
85.8980 |
36.2% |
13.8581 |
5.8% |
82% |
False |
False |
850,492 |
60 |
253.1320 |
120.5500 |
132.5820 |
55.8% |
13.2267 |
5.6% |
88% |
False |
False |
900,516 |
80 |
277.6430 |
89.5050 |
188.1380 |
79.2% |
16.5531 |
7.0% |
79% |
False |
False |
1,181,631 |
100 |
288.2310 |
89.5050 |
198.7260 |
83.7% |
17.0694 |
7.2% |
74% |
False |
False |
1,241,823 |
120 |
288.2310 |
89.5050 |
198.7260 |
83.7% |
15.7649 |
6.6% |
74% |
False |
False |
1,191,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
285.0915 |
2.618 |
267.4757 |
1.618 |
256.6817 |
1.000 |
250.0110 |
0.618 |
245.8877 |
HIGH |
239.2170 |
0.618 |
235.0937 |
0.500 |
233.8200 |
0.382 |
232.5463 |
LOW |
228.4230 |
0.618 |
221.7523 |
1.000 |
217.6290 |
1.618 |
210.9583 |
2.618 |
200.1643 |
4.250 |
182.5485 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
236.2940 |
238.2155 |
PP |
235.0570 |
237.9873 |
S1 |
233.8200 |
237.7592 |
|