Trading Metrics calculated at close of trading on 23-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,780.3 |
1,780.0 |
-0.3 |
0.0% |
1,759.1 |
High |
1,793.6 |
1,801.5 |
7.9 |
0.4% |
1,775.6 |
Low |
1,769.0 |
1,774.0 |
5.0 |
0.3% |
1,724.6 |
Close |
1,781.7 |
1,797.1 |
15.4 |
0.9% |
1,768.6 |
Range |
24.6 |
27.5 |
2.9 |
11.8% |
51.0 |
ATR |
29.8 |
29.6 |
-0.2 |
-0.5% |
0.0 |
Volume |
5,870 |
4,066 |
-1,804 |
-30.7% |
25,614 |
|
Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.4 |
1,862.7 |
1,812.2 |
|
R3 |
1,845.9 |
1,835.2 |
1,804.7 |
|
R2 |
1,818.4 |
1,818.4 |
1,802.1 |
|
R1 |
1,807.7 |
1,807.7 |
1,799.6 |
1,813.1 |
PP |
1,790.9 |
1,790.9 |
1,790.9 |
1,793.5 |
S1 |
1,780.2 |
1,780.2 |
1,794.6 |
1,785.6 |
S2 |
1,763.4 |
1,763.4 |
1,792.1 |
|
S3 |
1,735.9 |
1,752.7 |
1,789.5 |
|
S4 |
1,708.4 |
1,725.2 |
1,782.0 |
|
|
Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.3 |
1,889.9 |
1,796.7 |
|
R3 |
1,858.3 |
1,838.9 |
1,782.6 |
|
R2 |
1,807.3 |
1,807.3 |
1,778.0 |
|
R1 |
1,787.9 |
1,787.9 |
1,773.3 |
1,797.6 |
PP |
1,756.3 |
1,756.3 |
1,756.3 |
1,761.1 |
S1 |
1,736.9 |
1,736.9 |
1,763.9 |
1,746.6 |
S2 |
1,705.3 |
1,705.3 |
1,759.3 |
|
S3 |
1,654.3 |
1,685.9 |
1,754.6 |
|
S4 |
1,603.3 |
1,634.9 |
1,740.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.5 |
1,735.6 |
65.9 |
3.7% |
25.8 |
1.4% |
93% |
True |
False |
5,379 |
10 |
1,801.5 |
1,724.6 |
76.9 |
4.3% |
26.7 |
1.5% |
94% |
True |
False |
5,387 |
20 |
1,801.5 |
1,690.1 |
111.4 |
6.2% |
29.0 |
1.6% |
96% |
True |
False |
5,682 |
40 |
1,801.5 |
1,687.8 |
113.7 |
6.3% |
29.0 |
1.6% |
96% |
True |
False |
5,486 |
60 |
1,801.5 |
1,577.7 |
223.8 |
12.5% |
33.6 |
1.9% |
98% |
True |
False |
4,985 |
80 |
1,801.5 |
1,458.8 |
342.7 |
19.1% |
40.3 |
2.2% |
99% |
True |
False |
4,742 |
100 |
1,801.5 |
1,458.8 |
342.7 |
19.1% |
36.7 |
2.0% |
99% |
True |
False |
4,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.4 |
2.618 |
1,873.5 |
1.618 |
1,846.0 |
1.000 |
1,829.0 |
0.618 |
1,818.5 |
HIGH |
1,801.5 |
0.618 |
1,791.0 |
0.500 |
1,787.8 |
0.382 |
1,784.5 |
LOW |
1,774.0 |
0.618 |
1,757.0 |
1.000 |
1,746.5 |
1.618 |
1,729.5 |
2.618 |
1,702.0 |
4.250 |
1,657.1 |
|
|
Fisher Pivots for day following 23-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,794.0 |
1,789.2 |
PP |
1,790.9 |
1,781.4 |
S1 |
1,787.8 |
1,773.5 |
|