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 |
3,214.0 |
3,115.0 |
-99.0 |
-3.1% |
3,339.0 |
High |
3,214.0 |
3,150.0 |
-64.0 |
-2.0% |
3,339.0 |
Low |
3,063.0 |
3,095.0 |
32.0 |
1.0% |
3,063.0 |
Close |
3,115.0 |
3,102.0 |
-13.0 |
-0.4% |
3,102.0 |
Range |
151.0 |
55.0 |
-96.0 |
-63.6% |
276.0 |
ATR |
72.8 |
71.5 |
-1.3 |
-1.7% |
0.0 |
Volume |
26,771 |
10,262 |
-16,509 |
-61.7% |
55,750 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,280.7 |
3,246.3 |
3,132.3 |
|
R3 |
3,225.7 |
3,191.3 |
3,117.1 |
|
R2 |
3,170.7 |
3,170.7 |
3,112.1 |
|
R1 |
3,136.3 |
3,136.3 |
3,107.0 |
3,126.0 |
PP |
3,115.7 |
3,115.7 |
3,115.7 |
3,110.5 |
S1 |
3,081.3 |
3,081.3 |
3,097.0 |
3,071.0 |
S2 |
3,060.7 |
3,060.7 |
3,091.9 |
|
S3 |
3,005.7 |
3,026.3 |
3,086.9 |
|
S4 |
2,950.7 |
2,971.3 |
3,071.8 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,996.0 |
3,825.0 |
3,253.8 |
|
R3 |
3,720.0 |
3,549.0 |
3,177.9 |
|
R2 |
3,444.0 |
3,444.0 |
3,152.6 |
|
R1 |
3,273.0 |
3,273.0 |
3,127.3 |
3,220.5 |
PP |
3,168.0 |
3,168.0 |
3,168.0 |
3,141.8 |
S1 |
2,997.0 |
2,997.0 |
3,076.7 |
2,944.5 |
S2 |
2,892.0 |
2,892.0 |
3,051.4 |
|
S3 |
2,616.0 |
2,721.0 |
3,026.1 |
|
S4 |
2,340.0 |
2,445.0 |
2,950.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,339.0 |
3,063.0 |
276.0 |
8.9% |
61.4 |
2.0% |
14% |
False |
False |
11,150 |
10 |
3,344.0 |
3,063.0 |
281.0 |
9.1% |
45.1 |
1.5% |
14% |
False |
False |
8,836 |
20 |
3,344.0 |
2,785.0 |
559.0 |
18.0% |
40.0 |
1.3% |
57% |
False |
False |
10,542 |
40 |
3,344.0 |
2,665.0 |
679.0 |
21.9% |
32.5 |
1.0% |
64% |
False |
False |
10,736 |
60 |
3,344.0 |
2,293.0 |
1,051.0 |
33.9% |
24.8 |
0.8% |
77% |
False |
False |
12,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,383.8 |
2.618 |
3,294.0 |
1.618 |
3,239.0 |
1.000 |
3,205.0 |
0.618 |
3,184.0 |
HIGH |
3,150.0 |
0.618 |
3,129.0 |
0.500 |
3,122.5 |
0.382 |
3,116.0 |
LOW |
3,095.0 |
0.618 |
3,061.0 |
1.000 |
3,040.0 |
1.618 |
3,006.0 |
2.618 |
2,951.0 |
4.250 |
2,861.3 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,122.5 |
3,187.5 |
PP |
3,115.7 |
3,159.0 |
S1 |
3,108.8 |
3,130.5 |
|