Trading Metrics calculated at close of trading on 17-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
3,170.0 |
3,231.0 |
61.0 |
1.9% |
3,339.0 |
High |
3,241.0 |
3,241.0 |
0.0 |
0.0% |
3,339.0 |
Low |
3,162.0 |
3,207.0 |
45.0 |
1.4% |
3,063.0 |
Close |
3,202.0 |
3,225.0 |
23.0 |
0.7% |
3,102.0 |
Range |
79.0 |
34.0 |
-45.0 |
-57.0% |
276.0 |
ATR |
78.1 |
75.3 |
-2.8 |
-3.6% |
0.0 |
Volume |
7,529 |
26,662 |
19,133 |
254.1% |
55,750 |
|
Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,326.3 |
3,309.7 |
3,243.7 |
|
R3 |
3,292.3 |
3,275.7 |
3,234.4 |
|
R2 |
3,258.3 |
3,258.3 |
3,231.2 |
|
R1 |
3,241.7 |
3,241.7 |
3,228.1 |
3,233.0 |
PP |
3,224.3 |
3,224.3 |
3,224.3 |
3,220.0 |
S1 |
3,207.7 |
3,207.7 |
3,221.9 |
3,199.0 |
S2 |
3,190.3 |
3,190.3 |
3,218.8 |
|
S3 |
3,156.3 |
3,173.7 |
3,215.7 |
|
S4 |
3,122.3 |
3,139.7 |
3,206.3 |
|
|
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 |
3,241.0 |
3,026.0 |
215.0 |
6.7% |
82.6 |
2.6% |
93% |
True |
False |
16,149 |
10 |
3,344.0 |
3,026.0 |
318.0 |
9.9% |
56.0 |
1.7% |
63% |
False |
False |
11,742 |
20 |
3,344.0 |
2,826.0 |
518.0 |
16.1% |
42.2 |
1.3% |
77% |
False |
False |
10,873 |
40 |
3,344.0 |
2,665.0 |
679.0 |
21.1% |
33.9 |
1.1% |
82% |
False |
False |
10,620 |
60 |
3,344.0 |
2,381.0 |
963.0 |
29.9% |
28.3 |
0.9% |
88% |
False |
False |
13,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,385.5 |
2.618 |
3,330.0 |
1.618 |
3,296.0 |
1.000 |
3,275.0 |
0.618 |
3,262.0 |
HIGH |
3,241.0 |
0.618 |
3,228.0 |
0.500 |
3,224.0 |
0.382 |
3,220.0 |
LOW |
3,207.0 |
0.618 |
3,186.0 |
1.000 |
3,173.0 |
1.618 |
3,152.0 |
2.618 |
3,118.0 |
4.250 |
3,062.5 |
|
|
Fisher Pivots for day following 17-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
3,224.7 |
3,194.5 |
PP |
3,224.3 |
3,164.0 |
S1 |
3,224.0 |
3,133.5 |
|