Trading Metrics calculated at close of trading on 20-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2019 |
20-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,346.21 |
1,359.90 |
13.69 |
1.0% |
1,340.79 |
High |
1,362.15 |
1,393.29 |
31.14 |
2.3% |
1,357.92 |
Low |
1,341.63 |
1,333.40 |
-8.23 |
-0.6% |
1,320.05 |
Close |
1,359.94 |
1,388.16 |
28.22 |
2.1% |
1,341.20 |
Range |
20.52 |
59.89 |
39.37 |
191.9% |
37.87 |
ATR |
14.52 |
17.76 |
3.24 |
22.3% |
0.00 |
Volume |
9,472 |
10,318 |
846 |
8.9% |
47,599 |
|
Daily Pivots for day following 20-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.29 |
1,529.61 |
1,421.10 |
|
R3 |
1,491.40 |
1,469.72 |
1,404.63 |
|
R2 |
1,431.51 |
1,431.51 |
1,399.14 |
|
R1 |
1,409.83 |
1,409.83 |
1,393.65 |
1,420.67 |
PP |
1,371.62 |
1,371.62 |
1,371.62 |
1,377.04 |
S1 |
1,349.94 |
1,349.94 |
1,382.67 |
1,360.78 |
S2 |
1,311.73 |
1,311.73 |
1,377.18 |
|
S3 |
1,251.84 |
1,290.05 |
1,371.69 |
|
S4 |
1,191.95 |
1,230.16 |
1,355.22 |
|
|
Weekly Pivots for week ending 14-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.33 |
1,435.14 |
1,362.03 |
|
R3 |
1,415.46 |
1,397.27 |
1,351.61 |
|
R2 |
1,377.59 |
1,377.59 |
1,348.14 |
|
R1 |
1,359.40 |
1,359.40 |
1,344.67 |
1,368.50 |
PP |
1,339.72 |
1,339.72 |
1,339.72 |
1,344.27 |
S1 |
1,321.53 |
1,321.53 |
1,337.73 |
1,330.63 |
S2 |
1,301.85 |
1,301.85 |
1,334.26 |
|
S3 |
1,263.98 |
1,283.66 |
1,330.79 |
|
S4 |
1,226.11 |
1,245.79 |
1,320.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,393.29 |
1,333.07 |
60.22 |
4.3% |
27.29 |
2.0% |
91% |
True |
False |
9,885 |
10 |
1,393.29 |
1,320.05 |
73.24 |
5.3% |
20.16 |
1.5% |
93% |
True |
False |
9,648 |
20 |
1,393.29 |
1,275.26 |
118.03 |
8.5% |
16.87 |
1.2% |
96% |
True |
False |
9,366 |
40 |
1,393.29 |
1,266.76 |
126.53 |
9.1% |
14.20 |
1.0% |
96% |
True |
False |
8,318 |
60 |
1,393.29 |
1,266.61 |
126.68 |
9.1% |
12.86 |
0.9% |
96% |
True |
False |
7,524 |
80 |
1,393.29 |
1,266.61 |
126.68 |
9.1% |
12.53 |
0.9% |
96% |
True |
False |
7,157 |
100 |
1,393.29 |
1,266.61 |
126.68 |
9.1% |
12.09 |
0.9% |
96% |
True |
False |
7,759 |
120 |
1,393.29 |
1,266.61 |
126.68 |
9.1% |
11.81 |
0.9% |
96% |
True |
False |
8,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,647.82 |
2.618 |
1,550.08 |
1.618 |
1,490.19 |
1.000 |
1,453.18 |
0.618 |
1,430.30 |
HIGH |
1,393.29 |
0.618 |
1,370.41 |
0.500 |
1,363.35 |
0.382 |
1,356.28 |
LOW |
1,333.40 |
0.618 |
1,296.39 |
1.000 |
1,273.51 |
1.618 |
1,236.50 |
2.618 |
1,176.61 |
4.250 |
1,078.87 |
|
|
Fisher Pivots for day following 20-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,379.89 |
1,379.89 |
PP |
1,371.62 |
1,371.62 |
S1 |
1,363.35 |
1,363.35 |
|