Trading Metrics calculated at close of trading on 24-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1,780.0 |
1,800.4 |
20.4 |
1.1% |
1,759.1 |
High |
1,801.5 |
1,810.9 |
9.4 |
0.5% |
1,775.6 |
Low |
1,774.0 |
1,787.8 |
13.8 |
0.8% |
1,724.6 |
Close |
1,797.1 |
1,792.6 |
-4.5 |
-0.3% |
1,768.6 |
Range |
27.5 |
23.1 |
-4.4 |
-16.0% |
51.0 |
ATR |
29.6 |
29.2 |
-0.5 |
-1.6% |
0.0 |
Volume |
4,066 |
8,729 |
4,663 |
114.7% |
25,614 |
|
Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.4 |
1,852.6 |
1,805.3 |
|
R3 |
1,843.3 |
1,829.5 |
1,799.0 |
|
R2 |
1,820.2 |
1,820.2 |
1,796.8 |
|
R1 |
1,806.4 |
1,806.4 |
1,794.7 |
1,801.8 |
PP |
1,797.1 |
1,797.1 |
1,797.1 |
1,794.8 |
S1 |
1,783.3 |
1,783.3 |
1,790.5 |
1,778.7 |
S2 |
1,774.0 |
1,774.0 |
1,788.4 |
|
S3 |
1,750.9 |
1,760.2 |
1,786.2 |
|
S4 |
1,727.8 |
1,737.1 |
1,779.9 |
|
|
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 |
1,810.9 |
1,739.6 |
71.3 |
4.0% |
26.2 |
1.5% |
74% |
True |
False |
6,359 |
10 |
1,810.9 |
1,724.6 |
86.3 |
4.8% |
25.6 |
1.4% |
79% |
True |
False |
5,445 |
20 |
1,810.9 |
1,690.1 |
120.8 |
6.7% |
28.7 |
1.6% |
85% |
True |
False |
5,815 |
40 |
1,810.9 |
1,687.8 |
123.1 |
6.9% |
28.8 |
1.6% |
85% |
True |
False |
5,628 |
60 |
1,810.9 |
1,577.7 |
233.2 |
13.0% |
33.4 |
1.9% |
92% |
True |
False |
5,083 |
80 |
1,810.9 |
1,458.8 |
352.1 |
19.6% |
40.2 |
2.2% |
95% |
True |
False |
4,822 |
100 |
1,810.9 |
1,458.8 |
352.1 |
19.6% |
36.7 |
2.0% |
95% |
True |
False |
4,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.1 |
2.618 |
1,871.4 |
1.618 |
1,848.3 |
1.000 |
1,834.0 |
0.618 |
1,825.2 |
HIGH |
1,810.9 |
0.618 |
1,802.1 |
0.500 |
1,799.4 |
0.382 |
1,796.6 |
LOW |
1,787.8 |
0.618 |
1,773.5 |
1.000 |
1,764.7 |
1.618 |
1,750.4 |
2.618 |
1,727.3 |
4.250 |
1,689.6 |
|
|
Fisher Pivots for day following 24-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1,799.4 |
1,791.7 |
PP |
1,797.1 |
1,790.8 |
S1 |
1,794.9 |
1,790.0 |
|