Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,078.0 |
3,170.0 |
92.0 |
3.0% |
3,339.0 |
High |
3,120.0 |
3,241.0 |
121.0 |
3.9% |
3,339.0 |
Low |
3,026.0 |
3,162.0 |
136.0 |
4.5% |
3,063.0 |
Close |
3,099.0 |
3,202.0 |
103.0 |
3.3% |
3,102.0 |
Range |
94.0 |
79.0 |
-15.0 |
-16.0% |
276.0 |
ATR |
73.1 |
78.1 |
4.9 |
6.7% |
0.0 |
Volume |
9,522 |
7,529 |
-1,993 |
-20.9% |
55,750 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,438.7 |
3,399.3 |
3,245.5 |
|
R3 |
3,359.7 |
3,320.3 |
3,223.7 |
|
R2 |
3,280.7 |
3,280.7 |
3,216.5 |
|
R1 |
3,241.3 |
3,241.3 |
3,209.2 |
3,261.0 |
PP |
3,201.7 |
3,201.7 |
3,201.7 |
3,211.5 |
S1 |
3,162.3 |
3,162.3 |
3,194.8 |
3,182.0 |
S2 |
3,122.7 |
3,122.7 |
3,187.5 |
|
S3 |
3,043.7 |
3,083.3 |
3,180.3 |
|
S4 |
2,964.7 |
3,004.3 |
3,158.6 |
|
|
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 |
3,312.0 |
3,026.0 |
286.0 |
8.9% |
88.4 |
2.8% |
62% |
False |
False |
12,232 |
10 |
3,344.0 |
3,026.0 |
318.0 |
9.9% |
60.0 |
1.9% |
55% |
False |
False |
10,335 |
20 |
3,344.0 |
2,826.0 |
518.0 |
16.2% |
43.1 |
1.3% |
73% |
False |
False |
10,060 |
40 |
3,344.0 |
2,665.0 |
679.0 |
21.2% |
34.4 |
1.1% |
79% |
False |
False |
10,029 |
60 |
3,344.0 |
2,381.0 |
963.0 |
30.1% |
27.7 |
0.9% |
85% |
False |
False |
12,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,576.8 |
2.618 |
3,447.8 |
1.618 |
3,368.8 |
1.000 |
3,320.0 |
0.618 |
3,289.8 |
HIGH |
3,241.0 |
0.618 |
3,210.8 |
0.500 |
3,201.5 |
0.382 |
3,192.2 |
LOW |
3,162.0 |
0.618 |
3,113.2 |
1.000 |
3,083.0 |
1.618 |
3,034.2 |
2.618 |
2,955.2 |
4.250 |
2,826.3 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,201.8 |
3,179.2 |
PP |
3,201.7 |
3,156.3 |
S1 |
3,201.5 |
3,133.5 |
|